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Marielle de Jong
PUBLICATIONS

 

« 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)
Journal of Asset Management, 2013.
Banque de France Working Paper Series
, no 4
33, 2013.

« An Adequate Measure for Exchange Rate Returns » Download
Journal of Asset Management, no 12, 2011.
Amundi Working Paper Series
, no 13, 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: 2018 September, 2                                                                          Pataclop Création (2014-2016)