Philippe Jorion

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Research profile

author of:

• Risk Management (repec:anr:refeco:v:2:y:2010:p:347-365)
  by Philippe Jorion
• Risk Management Lessons from the Credit Crisis (repec:bla:eufman:v:15:y:2009:i:5:p:923-933)
  by Philippe Jorion
• Risk management lessons from Long‐Term Capital Management (repec:bla:eufman:v:6:y:2000:i:3:p:277-300)
  by Philippe Jorion
• Information Transfer Effects of Bond Rating Downgrades (repec:bla:finrev:v:45:y:2010:i:3:p:683-706)
  by Philippe Jorion & Gaiyan Zhang
• Integration vs. Segmentation in the Canadian Stock Market (repec:bla:jfinan:v:41:y:1986:i:3:p:603-14)
  by Jorion, Philippe & Schwartz, Eduardo
• Purchasing Power Parity in the Long Run (repec:bla:jfinan:v:45:y:1990:i:1:p:157-74)
  by Abuaf, Niso & Jorion, Philippe
• Testing the Predictive Power of Dividend Yields (repec:bla:jfinan:v:48:y:1993:i:2:p:663-79)
  by Goetzmann, William Nelson & Jorion, Philippe
• Currency Hedging for International Portfolios (repec:bla:jfinan:v:48:y:1993:i:5:p:1865-86)
  by Glen, Jack & Jorion, Philippe
• Predicting Volatility in the Foreign Exchange Market (repec:bla:jfinan:v:50:y:1995:i:2:p:507-28)
  by Jorion, Philippe
• Global Stock Markets in the Twentieth Century (repec:bla:jfinan:v:54:y:1999:i:3:p:953-980)
  by Philippe Jorion & William N. Goetzmann
• Firm Value and Hedging: Evidence from U.S. Oil and Gas Producers (repec:bla:jfinan:v:61:y:2006:i:2:p:893-919)
  by Yanbo Jin & Philippe Jorion
• Credit Contagion from Counterparty Risk (repec:bla:jfinan:v:64:y:2009:i:5:p:2053-2087)
  by Philippe Jorion & Gaiyan Zhang
• A (Sub)penny for Your Thoughts: Tracking Retail Investor Activity in TAQ (repec:bla:jfinan:v:79:y:2024:i:4:p:2403-2427)
  by Brad M. Barber & Xing Huang & Philippe Jorion & Terrance Odean & Christopher Schwarz
• The “Actual Retail Price” of Equity Trades (repec:bla:jfinan:v:80:y:2025:i:5:p:2507-2541)
  by Christopher Schwarz & Brad Barber & Xing Huang & Philippe Jorion & Terrance Odean
• Bayes-Stein Estimation for Portfolio Analysis (repec:cup:jfinqa:v:21:y:1986:i:03:p:279-292_01)
  by Jorion, Philippe
• The Pricing of Exchange Rate Risk in the Stock Market (repec:cup:jfinqa:v:26:y:1991:i:03:p:363-376_00)
  by Jorion, Philippe
• Re-Emerging Markets (repec:cup:jfinqa:v:34:y:1999:i:01:p:1-32_00)
  by Goetzmann, William N. & Jorion, Philippe
• The Determinants of Operational Risk in U.S. Financial Institutions (repec:cup:jfinqa:v:46:y:2012:i:06:p:1683-1725_00)
  by Chernobai, Anna & Jorion, Philippe & Yu, Fan
• The Strategic Listing Decisions of Hedge Funds (repec:cup:jfinqa:v:49:y:2014:i:03:p:773-796_00)
  by Jorion, Philippe & Schwarz, Christopher
• Time-series tests of a non-expected-utility model of asset pricing (repec:eee:eecrev:v:37:y:1993:i:5:p:1083-1100)
  by Jorion, Philippe & Giovannini, Alberto
• Multivariate unit root tests of the PPP hypothesis (repec:eee:empfin:v:6:y:1999:i:4:p:335-353)
  by Flores, Renato & Jorion, Philippe & Preumont, Pierre-Yves & Szafarz, Ariane
• The choice of a multicurrency portfolio for a central bank: Bonds, eurodeposits, and forward contracts (repec:eee:glofin:v:3:y:1992:i:1:p:1-22)
  by Jorion, Philippe & Rolfo, Jacques
• Does real interest parity hold at longer maturities? (repec:eee:inecon:v:40:y:1996:i:1-2:p:105-126)
  by Jorion, Philippe
• Valuing executive stock options with endogenous departure (repec:eee:jaecon:v:20:y:1995:i:2:p:193-205)
  by Cuny, Charles J. & Jorion, Philippe
• Returns to Japanese investors from US investments (repec:eee:japwor:v:8:y:1996:i:3:p:229-241)
  by Jorion, Philippe
• Option listing and stock returns : An empirical analysis (repec:eee:jbfina:v:14:y:1990:i:4:p:781-801)
  by Detemple, Jerome & Jorion, Philippe
• Bayesian and CAPM estimators of the means: Implications for portfolio selection (repec:eee:jbfina:v:15:y:1991:i:3:p:717-727)
  by Jorion, Philippe
• Are hedge fund managers systematically misreporting? Or not? (repec:eee:jfinec:v:111:y:2014:i:2:p:311-327)
  by Jorion, Philippe & Schwarz, Christopher
• A multicountry comparison of term-structure forecasts at long horizons (repec:eee:jfinec:v:29:y:1991:i:1:p:59-80)
  by Jorion, Philippe & Mishkin, Frederic
• Informational effects of regulation FD: evidence from rating agencies (repec:eee:jfinec:v:76:y:2005:i:2:p:309-330)
  by Jorion, Philippe & Liu, Zhu & Shi, Charles
• Good and bad credit contagion: Evidence from credit default swaps (repec:eee:jfinec:v:84:y:2007:i:3:p:860-883)
  by Jorion, Philippe & Zhang, Gaiyan
• The performance of emerging hedge funds and managers (repec:eee:jfinec:v:96:y:2010:i:2:p:238-256)
  by Aggarwal, Rajesh K. & Jorion, Philippe
• Term premiums and the integration of the eurocurrency markets (repec:eee:jimfin:v:11:y:1992:i:1:p:17-39)
  by Jorion, Philippe
• Mean reversion in real exchange rates: evidence and implications for forecasting (repec:eee:jimfin:v:15:y:1996:i:4:p:535-550)
  by Jorion, Philippe & Sweeney, Richard J.
• Interest rates and risk premia in the stock market and in the foreign exchange market (repec:eee:jimfin:v:6:y:1987:i:1:p:107-123)
  by Giovannini, Alberto & Jorion, Philippe
• Foreign exchange risk premia volatility once again (repec:eee:jimfin:v:7:y:1988:i:1:p:111-113)
  by Giovannini, Alberto & Jorion, Philippe
• Who is Minding the Store? Order Routing and Competition in Retail Trade Execution (RePEc:fip:fedgfe:2024-80)
  by Xing Huang & Philippe Jorion & Jeongmin Lee & Christopher Schwarz
• The Long-Term Risks of Global Stock Markets (repec:fma:fmanag:jorion03)
  by Philippe Jorion
• Testing the Predictive Power of Dividend Yields (repec:fth:colubu:93-03)
  by Goetzman, W.N. & Jorion, P.
• Option Listing And Stock Returns (repec:fth:colubu:fb-_89-13)
  by Detemple, J.B. & Jorion, P.
• Risk and Turnover in the Foreign Exchange Market (repec:nbr:nberch:11361)
  by Philippe Jorion
• Bank Trading Risk and Systemic Risk (repec:nbr:nberch:9605)
  by Philippe Jorion
• Bank Trading Risk and Systemic Risk (repec:nbr:nberwo:11037)
  by Philippe Jorion
• The Time-Variation of Risk and Return in the Foreign Exchange and Stock Markets (repec:nbr:nberwo:2573)
  by Alberto Giovannini & Philippe Jorion
• Time-Series Tests of a Non-Expected-Utility Model of Asset Pricing (repec:nbr:nberwo:3195)
  by Alberto Giovannini & Philippe Jorion
• A Multi-Country Comparison of Term Structure Forecasts at Long Horizons (repec:nbr:nberwo:3574)
  by Philippe Jorion & Frederic Mishkin
• A Century of Global Stock Markets (repec:nbr:nberwo:5901)
  by William N. Goetzmann & Philippe Jorion
• Re-emerging Markets (repec:nbr:nberwo:5906)
  by William N. Goetzmann & Philippe Jorion
• A Century of Global Stock Markets (repec:nbr:nberwo:7565)
  by Philippe Jorion & William N. Goetzmann
• On Jump Processes in the Foreign Exchange and Stock Markets (repec:oup:rfinst:v:1:y:1988:i:4:p:427-445)
  by Philippe Jorion
• The Fix Is In: Properly Backing out Backfill Bias (repec:oup:rfinst:v:32:y:2019:i:12:p:5048-5099.)
  by Philippe Jorion & Christopher Schwarz
• Fallacies about the effects of market risk management systems (repec:rsk:journ4:2161093)
  by Philippe Jorion
• Tightening credit standards: the role of accounting quality (repec:spr:reaccs:v:14:y:2009:i:1:d:10.1007_s11142-007-9054-z)
  by Philippe Jorion & Charles Shi & Sanjian Zhang
• The January Effect: Still There after All These Years (repec:taf:ufajxx:v:52:y:1996:i:1:p:27-31)
  by Robert A. Haugen & Philippe Jorion
• Risk2: Measuring the Risk in Value at Risk (repec:taf:ufajxx:v:52:y:1996:i:6:p:47-56)
  by Philippe Jorion
• Portfolio Optimization with Tracking-Error Constraints (repec:taf:ufajxx:v:59:y:2003:i:5:p:70-82)
  by Philippe Jorion
• Risk Management for Event-Driven Funds (repec:taf:ufajxx:v:64:y:2008:i:1:p:61-73)
  by Philippe Jorion
• Hidden Survivorship in Hedge Fund Returns (repec:taf:ufajxx:v:66:y:2010:i:2:p:69-74)
  by Rajesh K. Aggarwal & Philippe Jorion
• Is There a Cost to Transparency? (repec:taf:ufajxx:v:68:y:2012:i:2:p:108-123)
  by Rajesh K. Aggarwal & Philippe Jorion
• Hedge Funds vs. Alternative Risk Premia (repec:taf:ufajxx:v:77:y:2021:i:4:p:65-81)
  by Philippe Jorion
• International Portfolio Diversification with Estimation Risk (repec:ucp:jnlbus:v:58:y:1985:i:3:p:259-78)
  by Jorion, Philippe
• The Exchange-Rate Exposure of U.S. Multinationals (repec:ucp:jnlbus:v:63:y:1990:i:3:p:331-45)
  by Jorion, Philippe
• A Longer Look at Dividend Yields (repec:ucp:jnlbus:v:68:y:1995:i:4:p:483-508)
  by Goetzmann, William N & Jorion, Philippe
• Multivariate Unit root Tests of the PPP Hypothesis (repec:ulb:ulbeco:2013/711)
  by Renato Flôres & Philippe Jorion & Pierre-Yves Preumont & Ariane Szafarz
• An empirical investigation of the early exercise premium of foreign currency options (repec:wly:jfutmk:v:9:y:1989:i:5:p:365-375)
  by Philippe Jorion & Neal M. Stoughton
• Re-Emerging Markets (repec:ysm:somwrk:ysm111)
  by Philippe Jorion & William N. Goetzmann
• A Century of Global Stock Markets (repec:ysm:somwrk:ysm16)
  by William N. Goetzmann & Philippe Jorion
• A Longer Look at Dividend Yields (repec:ysm:somwrk:ysm41)
  by Philippe Jorion & William N. Goetzmann
• Re-emerging Markets (repec:ysm:somwrk:ysm50)
  by William Goetzmann & Philippe Jorion
• A Century of Global Stock Markets (repec:ysm:somwrk:ysm53)
  by William Goetzmann & Philippe Jorion
• Re-emerging Markets (repec:ysm:wpaper:ysm50)
  by William Goetzmann & Philippe Jorion
• A Century of Global Stock Markets (repec:ysm:wpaper:ysm53)
  by William Goetzmann & Philippe Jorion