Concepedia

Jérôme Teïletche

JT

12

Publications

1.1K

Citations

11

H-Index

2000

Active since

Affiliations

World Bank(Current)

Université d'Évry Val-d'Essonne

Université Paris Dauphine-PSL

Jérôme Teïletche is an author at World Bank specializing in finance, business, and asset pricing.

ORCID

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Publications per year

2000–2019

12

Publications

12

The Properties of Equally Weighted Risk Contribution Portfolios

Sébastien Maillard, Thierry Roncalli, Jérôme Teïletche · The Journal of Portfolio Management · 2010 · 712 citations

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On the Properties of Equally-Weighted Risk Contributions Portfolios

Sébastien Maillard, Thierry Roncalli, Jérôme Teïletche · SSRN Electronic Journal · 2008 · 150 citations · Full text

An Alternative Approach to Alternative Beta

Thierry Roncalli, Jérôme Teïletche · SSRN Electronic Journal · 2007 · 61 citations · Full text

Revisiting the Dependence between Financial Markets with Copulas

Arnaud Costinot, Thierry Roncalli, Jérôme Teïletche · SSRN Electronic Journal · 2000 · 44 citations · Full text

Do interventions in foreign exchange markets modify investors' expectations? The experience of Japan between 1992 and 2004

Jérôme Teïletche · Journal of Empirical Finance · 2007 · 27 citations

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