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J

Jean‐Guy Simonato

universite de montreal

20H指数
75论文数
1.7K被引数
收录论文 10
发表时间
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Multiperiod portfolio allocation: A study of volatility clustering, non-normalities and predictable returns
errNORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE
IF3.9
err2023-09-01
err1
PREAI
errSimonato, Jean-Guy; Denault, Michel
err分享
err收藏
Forecasting expected shortfall: Should we use a multivariate model for stock market factors?
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2023-01-01
err4
errOAAI
errFortin, Alain-Philippe; Simonato, Jean-Guy; Dionne, Georges
err分享
err收藏
A note on a dynamic goal-based wealth management problem
errFINANCE RESEARCH LETTERS
IF6.9
err2022-05-01
err1
PREAI
errDenault, Michel; Simonato, Jean-Guy
err分享
err收藏
Dynamic portfolio choices by simulation-and-regression: Revisiting the issue of value function vs portfolio weight recursions
errCOMPUTERS & OPERATIONS RESEARCH
IF4.3
err2017-03-01
err18
PREAI
errDenault, Michel; Simonato, Jean-Guy
err分享
err收藏
A simulation-and-regression approach for stochastic dynamic programs with endogenous state variables
errCOMPUTERS & OPERATIONS RESEARCH
IF4.3
err2013-11-01
err19
PREAI
errDenault, Michel; Simonato, Jean-Guy; Stentoft, Lars
err分享
err收藏
GARCH processes with skewed and leptokurtic innovations: Revisiting the Johnson Su case
errFINANCE RESEARCH LETTERS
IF6.9
err2012-12-01
err9
PREAI
errSimonato, Jean-Guy
err分享
err收藏
Linearized Nelson-Siegel and Svensson models for the estimation of spot interest rates
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2012-06-01
err11
PREAI
errGauthier, Genevieve; Simonato, Jean-Guy
err分享
err收藏
Computing American option prices in the lognormal jump-diffusion framework with a Markov chain用马尔可夫链在对数正态跳跃扩散框架中计算美式期权价格
errFINANCE RESEARCH LETTERS
IF6.9
err2011-12-01
err21
PREAI
errSimonato, Jean-Guy
err分享
err收藏
A reduced form model of default spreads with Markov-switching macroeconomic factors
errJOURNAL OF BANKING & FINANCE
IF3.8
err2011-08-01
err27
PREAI
errDionne, Georges; Gauthier, Genevieve; Hammami, Khemais; Maurice, Mathieu; Simonato, Jean-Guy
err分享
err收藏
SEASONAL BVAR MODELS - A SEARCH ALONG SOME TIME DOMAIN PRIORS
errJOURNAL OF ECONOMETRICS
IF4
err1993-01-01
err3
PREAI
errRAYNAULD, J; SIMONATO, JG
err分享
err收藏

研究方向

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合作学者
合作期刊
G
Georges Dionne
H 指数: 47 · 论文数: 559
G
Geneviève Gauthier
H 指数: 21 · 论文数: 208
L
Lars Stentoft
H 指数: 15 · 论文数: 105
M
Michel Denault
H 指数: 9 · 论文数: 31
J
Jacques Raynauld
H 指数: 8 · 论文数: 44
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