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Marielle de Jong
Marielle de Jong
Professor of Finance, Grenoble Ecole de Management
Geverifieerd e-mailadres voor grenoble-em.com - Homepage
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Weathered for climate risk: a bond investment proposition
M De Jong, A Nguyen
Financial Analysts Journal 72 (3), 34-39, 2016
322016
Value versus growth
F Bourguignon, M De Jong
The Journal of Portfolio Management 29 (4), 71-79, 2003
322003
Fundamental indexation for bond markets
M de Jong, H Wu
The Journal of Risk Finance, 2014
72014
Portfolio optimisation in an uncertain world
M de Jong
Journal of Asset Management 19 (4), 216-221, 2018
62018
Bond Liquidity Scores
MB Slimane, M de Jong
The Journal of Fixed Income 27 (1), 77-82, 2017
52017
The Rocky Ride of Break-even-inflation rates
G Cette, M De Jong
Banque de France Working Paper, 2009
42009
A fundamental bond index including solvency criteria
M de Jong, L Stagnol
Journal of Asset Management 17 (4), 280-294, 2016
32016
The art of tracking corporate bond indices
L Gouzilh, M de Jong, T Lebaupain, H Wu
Working paper, 2014
32014
Breakeven inflation rates and their puzzling correlation relationships
G Cette, M De Jong
Applied Economics 45 (18), 2579-2585, 2013
32013
From Ad Hoc Bond-Risk Measures to Variance–Covariance Forecasts
M De Jong, FJ Fabozzi
The Journal of Fixed Income 30 (4), 6-16, 2021
22021
The Market Risk of Corporate Bonds
M De Jong, FJ Fabozzi
The Journal of Portfolio Management 46 (2), 92-105, 2019
22019
The importance of being value
F Bourguignon, M De Jong
The Journal of Portfolio Management 32 (3), 74-79, 2006
22006
The Capital-Protection Capacity of Emerging Markets Inflation-Linked Bonds
M de Jong, L Swinkels
The Journal of Portfolio Management, 2022
12022
Emerging Markets Debt Securities: A Literature Review
M De Jong, FJ Fabozzi
The Journal of Portfolio Management, 2022
12022
The Covariance Matrix between Real Assets
M de Jong
The Journal of Portfolio Management 45 (1), 85-95, 2018
12018
Market-implied inflation and growth rates adversely affected by the Brent
G Cette, M De Jong
Journal of Asset Management 14 (3), 133-139, 2013
12013
Incorporating Linkers in a Global Government BondRisk Model
M de Jong
The Journal of Portfolio Management 39 (2), 92-99, 2013
12013
The Covariance Structure between Liquid and Illiquid Assets
M de Jong
The Journal of Portfolio Management 48 (3), 128-141, 2022
2022
Multiple alpha sources and portfolio design
M de Jong, D diBartolomeo
Journal of Asset Management 22 (6), 389-390, 2021
2021
Introductory editorial
M De Jong, C Diana, J Malbois
Journal of Asset Management 22 (2), 77-78, 2021
2021
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Artikelen 1–20