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Marielle de Jong
PUBLICATIONS

 

 

The Market Risk of Corporate Bonds Download
(with Frank Fabozzi)
Journal of Portfolio Management, vol. 46, no 2, 2020.

European Asset and Mortgage –Backed Securities– Ten Years On! Download
(with Hubert Vannier)
Amundi Working Paper, no 77, 2018.

The Covariance Matrix Between Real Assets Download
Journal of Portfolio Management, vol. 45, no 1, 2018.

Portfolio Optimisation in an Uncertain World Download
Journal of Asset Management, vol. 19, no 4, 2018.

Bond Liquidity Scores Download
(with Mohamed Ben Slimane)
Journal of Fixed Income, vol. 27, no 1, 2017.

Appraising Investment Risk Download
(with Pascal Blanqué and Philippe Ithurbide)
Journal of Asset Management, vol. 17, no 4, 2016.

 « Weathered for Climate Risk: A Bond Investment Proposition Download
(with Anne Nguyen)
Financial Analysts Journal, vol. 72, no 3, 2016. 

A Fundamental Bond Index Including Solvency Criteria Download
(with Lauren Stagnol)
Journal of Asset Management, vol. 17, no 4, 2016. 

The Asset –and Mortgage– Backed Securities Market in Europe Download
(with Anne Nguyen and Hubert Vannier)
Amundi Working Paper Series, no 48, 2015. 

The Art of Tracking Corporate Bond Indices Download
(with Laurent Gouzilh, Thierry Lebaupin and Hongwen Wu)
Amundi Working Paper Series, no 42, 2014.

Fundamental Indexation for Bond Markets Download
(with Hongwen Wu)
Amundi Working Paper Series
, no 36, 2013.
Journal of Risk Finance, vol. 15, no 3, 2014.

« Incorporating Linkers in a Global Government Bond Risk Model Download
Journal of Portfolio Management, vol. 39, no 2, 2013.

Practical Implications of Incorporating Linkers in a Global Government Bond Risk Model Download
Institutional Investor Journals Practical Applications, vol. 1 no 3, 2013.

Breakeven Inflation Rates and Their Puzzling Correlation Relationships Download
(with Gilbert Cette)
Banque de France Working Paper Series, no 367, 2012. 
Applied Economics, vol. 45, no 18, 2013.

Market-Implied Inflation and Growth Rates Adversely Affected by the Brent Download
(with Gilbert Cette)
Amundi Journal of Asset Management, no 030, 2012.
Banque de France Working Paper Series
, no 433, 2013.

An Adequate Measure for Exchange Rate Returns Download
Amundi Working Paper Series, no 13, 2011.
Journal of Asset Management, no 12, 2011.

The Rocky Ride of the Breakeven Inflation Rates Download
(with Gilbert Cette)
Economics Bulletin, vol. 5, no 30, 2008.
Banque de France Working Paper Series, no 230, 2008.

The Importance of Being Value Download
(with François Bourguignon)
Journal of Portfolio Management, vol. 32, no 3, 2006.

Value versus Growth: Investment Styles and Stock Characteristics Download
(with François Bourguignon)
Journal of Portfolio Management, vol. 29, no 4, 2003.

Value contre growth : la distinction a-t-elle du sens ? Download
(with François Bourguignon)
Banques & Marchés, no 51, 2001. 

The Setting of Shelf Heights and the Distribution of Box Sizes in Two-Dimensional Shelf Packing Download
(with Edward Anderson)
International Transactions in Operational Research, vol. 2, no 2, 1995.

 

 

 

 
 


Last update: 2020 September, 16                                                                          Pataclop Création (2014-2020)