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Philippe Jorion · Study
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Author
Philippe Jorion
65 works
· latest 2024
· 8 institutions
cluster: provisional
ORCID 0000-0002-6727-7827
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65
Citations
17,282
Works here
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Most cited in this library
The Exchange-Rate Exposure of U.S. Multinationals
1990 · 1,149 citations
Value at risk: the new benchmark for controlling market risk
1996 · 1,018 citations
Bayes-Stein Estimation for Portfolio Analysis
1986 · 960 citations
Value at Risk
2001 · 846 citations
Purchasing Power Parity in the Long Run
1990 · 808 citations
Works
60 shown
A (Sub)penny for Your Thoughts: Tracking Retail Investor Activity in TAQ
The Journal of Finance
·
2024
·
4 authors
·
Open access
146
citations
The Fix Is In: Properly Backing out Backfill Bias
Review of Financial Studies
·
2017
·
2 authors
·
Open access
51
citations
The Strategic Listing Decisions of Hedge Funds
Journal of Financial and Quantitative Analysis
·
2014
·
2 authors
·
Open access
64
citations
Are hedge fund managers systematically misreporting? Or not?
Journal of Financial Economics
·
2013
·
1 author
·
Open access
70
citations
The Determinants of Operational Risk in U.S. Financial Institutions
Journal of Financial and Quantitative Analysis
·
2011
·
3 authors
·
Open access
197
citations
Information Transfer Effects of Bond Rating Downgrades
Financial Review
·
2010
·
2 authors
53
citations
Hidden Survivorship in Hedge Fund Returns
Financial Analysts Journal
·
2010
·
2 authors
90
citations
The performance of emerging hedge funds and managers☆
Journal of Financial Economics
·
2010
·
2 authors
257
citations
Credit Contagion from Counterparty Risk
The Journal of Finance
·
2009
·
2 authors
448
citations
Risk Management Lessons from the Credit Crisis
European Financial Management
·
2009
·
1 author
147
citations
The Risk of Emerging Hedge Fund Managers
The Journal of Investing
·
2009
·
2 authors
43
citations
Credit Contagion from Counterparty Risk
SSRN Electronic Journal
·
2009
·
2 authors
·
preprint
·
Open access
56
citations
The Performance of Emerging Hedge Fund Managers
SSRN Electronic Journal
·
2008
·
2 authors
·
preprint
·
Open access
50
citations
Tightening credit standards: the role of accounting quality
Review of Accounting Studies
·
2007
·
3 authors
·
Open access
162
citations
Risk Management for Hedge Funds with Position Information
The Journal of Portfolio Management
·
2007
·
1 author
·
Open access
55
citations
Financial Risk Manager Handbook (Wiley Finance)
John Wiley & Sons, Inc. eBooks
·
2007
·
1 author
·
book
27
citations
Information Effects of Bond Rating Changes
The Journal of Fixed Income
·
2007
·
2 authors
150
citations
Good and bad credit contagion: Evidence from credit default swaps☆
Journal of Financial Economics
·
2007
·
1 author
588
citations
Risk Management for Event-Driven Funds
SSRN Electronic Journal
·
2007
·
1 author
·
preprint
·
Open access
35
citations
Firm Value and Hedging: Evidence from U.S. Oil and Gas Producers
The Journal of Finance
·
2006
·
2 authors
643
citations
Informational effects of regulation FD: evidence from rating agencies
Journal of Financial Economics
·
2004
·
2 authors
505
citations
Portfolio Optimization with Tracking-Error Constraints
Financial Analysts Journal
·
2003
·
1 author
246
citations
The Long-Term Risks of Global Stock Markets
Financial Management
·
2003
·
1 author
46
citations
How Informative Are Value-at-Risk Disclosures?
The Accounting Review
·
2002
·
1 author
260
citations
Fallacies about the effects of market risk management systems
The Journal of Risk
·
2002
·
1 author
39
citations
Financial Risk Manager Handbook
Thammasat University Digital Collections
·
2001
·
1 author
215
citations
Value at Risk
·
2001
·
1 author
·
book
846
citations
Risk management lessons from Long‐Term Capital Management
European Financial Management
·
2000
·
1 author
·
Open access
388
citations
A Century of Global Stock Markets
National Bureau of Economic Research
·
2000
·
2 authors
·
report
·
Open access
55
citations
Multivariate unit root tests of the PPP hypothesis
Journal of Empirical Finance
·
1999
·
4 authors
49
citations
Global Stock Markets in the Twentieth Century
The Journal of Finance
·
1999
·
2 authors
515
citations
Re-emerging Markets
SSRN Electronic Journal
·
1998
·
2 authors
·
preprint
·
Open access
31
citations
Re-Emerging Markets
Journal of Financial and Quantitative Analysis
·
1997
·
2 authors
·
Open access
144
citations
A Century of Global Stock Markets
National Bureau of Economic Research
·
1997
·
2 authors
·
report
·
Open access
56
citations
Risk 2 : Measuring the Risk in Value at Risk
Financial Analysts Journal
·
1996
·
1 author
349
citations
Value at risk: the new benchmark for controlling market risk
·
1996
·
1 author
·
book
1,018
citations
Mean reversion in real exchange rates: evidence and implications for forecasting
Journal of International Money and Finance
·
1996
·
2 authors
·
Open access
185
citations
Does real interest parity hold at longer maturities?
Journal of International Economics
·
1996
·
1 author
33
citations
The January Effect: Still There after All These Years
Financial Analysts Journal
·
1996
·
2 authors
162
citations
Risk and Turnover in the Foreign Exchange Market
RePEc: Research Papers in Economics
·
1996
·
1 author
·
preprint
97
citations
Financial risk management : domestic and international dimensions
Blackwell eBooks
·
1996
·
2 authors
·
book
51
citations
Valuing executive stock options with endogenous departure
Journal of Accounting and Economics
·
1995
·
2 authors
104
citations
Predicting Volatility in the Foreign Exchange Market
The Journal of Finance
·
1995
·
1 author
723
citations
A Longer Look at Dividend Yields
The Journal of Business
·
1995
·
2 authors
147
citations
Big bets gone bad : derivatives and bankruptcy in Orange County
·
1995
·
2 authors
56
citations
Mean/Variance Analysis of Currency Overlays
Financial Analysts Journal
·
1994
·
1 author
123
citations
Currency Hedging for International Portfolios
The Journal of Finance
·
1993
·
2 authors
316
citations
Testing the Predictive Power of Dividend Yields
The Journal of Finance
·
1993
·
2 authors
376
citations
Testing the Predictive Power of Dividend Yields
The Journal of Finance
·
1993
·
2 authors
60
citations
Portfolio Optimization in Practice
Financial Analysts Journal
·
1992
·
1 author
227
citations
The Pricing of Exchange Rate Risk in the Stock Market
Journal of Financial and Quantitative Analysis
·
1991
·
1 author
613
citations
Bayesian and CAPM estimators of the means: Implications for portfolio selection
Journal of Banking & Finance
·
1991
·
1 author
238
citations
A multicountry comparison of term-structure forecasts at long horizons
Journal of Financial Economics
·
1991
·
2 authors
·
Open access
198
citations
A Multi-Country Comparison of Term Structure Forecasts at Long Horizons
National Bureau of Economic Research
·
1991
·
2 authors
·
report
·
Open access
70
citations
Option listing and stock returns
Journal of Banking & Finance
·
1990
·
2 authors
214
citations
Purchasing Power Parity in the Long Run
The Journal of Finance
·
1990
·
2 authors
808
citations
The Exchange-Rate Exposure of U.S. Multinationals
The Journal of Business
·
1990
·
1 author
1,149
citations
Asset allocation with hedged and unhedged foreign stocks and bonds
The Journal of Portfolio Management
·
1989
·
1 author
107
citations
The Time Variation of Risk and Return in the Foreign Exchange and Stock Markets
The Journal of Finance
·
1989
·
2 authors
185
citations
The Time Variation of Risk and Return in the Foreign Exchange and Stock Markets
The Journal of Finance
·
1989
·
2 authors
64
citations