Lauren Stagnol
Names
| first: | Lauren |
| last: | Stagnol |
Identifer
| RePEc Short-ID: | pst736 |
Contact
| homepage: | https://www.linkedin.com/in/laurenstagnol/?originalSubdomain=be |
Affiliations
-
Université Paris-Nanterre (Paris X)
/ EconomiX
- EDIRC entry
- location:
Research profile
author of:
- ESG and Sovereign Risk: What is Priced in by the Bond Market and Credit Rating Agencies? (RePEc:arx:papers:2110.06617)
by Raphael Semet & Thierry Roncalli & Lauren Stagnol - Designing a corporate bond index on solvency criteria (RePEc:drm:wpaper:2015-39)
by Lauren Stagnol - The Risk Parity Principle applied on a Corporate Bond Index using Duration Times Spread (RePEc:drm:wpaper:2016-27)
by Lauren Stagnol - Introducing global term structure in a risk parity framework (RePEc:drm:wpaper:2017-23)
by Lauren Stagnol - A fundamental bond index including solvency criteria (RePEc:hal:journl:hal-01410662)
by Marielle de Jong & Lauren Stagnol - The Risk Parity Principle Applied to a Corporate Bond Index (RePEc:hal:journl:hal-01550002)
by Lauren Stagnol - Designing a corporate bond index on solvency criteria (RePEc:hal:wpaper:hal-04141378)
by Lauren Stagnol - The Risk Parity Principle applied on a Corporate Bond Index using Duration Times Spread (RePEc:hal:wpaper:hal-04141582)
by Lauren Stagnol - Introducing global term structure in a risk parity framework (RePEc:hal:wpaper:hal-04141648)
by Lauren Stagnol - A fundamental bond index including solvency criteria (RePEc:pal:assmgt:v:17:y:2016:i:4:d:10.1057_jam.2016.15)
by Marielle de Jong & Lauren Stagnol - Extracting global factors from local yield curves (RePEc:pal:assmgt:v:20:y:2019:i:5:d:10.1057_s41260-019-00126-4)
by Lauren Stagnol