User profiles for Marielle de Jong
Marielle de JongProfessor of Finance, Grenoble Ecole de Management Verified email at grenoble-em.com Cited by 169 |
[PDF][PDF] Value versus growth
F Bourguignon, M De Jong - Journal of Portfolio Management, 2003 - gritcap.com
The recent turbulent performance of the new economy stocks against the backdrop of a
chugging old economy has given new life to the common practice of opposing growth and value …
chugging old economy has given new life to the common practice of opposing growth and value …
Emerging Markets Debt Securities: A Literature Review.
M De Jong, FJ Fabozzi - Journal of portfolio management, 2022 - search.ebscohost.com
This article provides a comprehensive review of the literature on emerging market debt
securities. Compared to the developed world, this segment of the bond market is less established…
securities. Compared to the developed world, this segment of the bond market is less established…
Weathered for climate risk: a bond investment proposition
M De Jong, A Nguyen - Financial Analysts Journal, 2016 - Taylor & Francis
With scientific evidence regarding the contribution of carbon emissions to global warming
mounting, pressure is building for corrective policy actions. The potential for such policies …
mounting, pressure is building for corrective policy actions. The potential for such policies …
Portfolio optimisation in an uncertain world
M de Jong - Journal of Asset Management, 2018 - Springer
Mean–variance efficient portfolios are optimal as modern portfolio theory alleges, only if risk
were foreseeable, which is under the hypothesis that price (co)variance is known with …
were foreseeable, which is under the hypothesis that price (co)variance is known with …
[HTML][HTML] ESG and impact investing
M de Jong, S Rocco - Journal of Asset Management, 2022 - Springer
Driven by a growing awareness about climate risk, sparked by milestone events such as the
Paris Climate Agreement in 2015, alongside societal issues—think of gross inequalities …
Paris Climate Agreement in 2015, alongside societal issues—think of gross inequalities …
From ad hoc bond-risk measures to variance–covariance forecasts
M De Jong, FJ Fabozzi - The Journal of Fixed Income, 2021 - search.proquest.com
It is common practice among investors to assess the risks of a fixed-income investment by
looking at certain bond characteristics—and at two in particular. The duration provides insight …
looking at certain bond characteristics—and at two in particular. The duration provides insight …
What do book awards signal? An analysis of book awards in three countries
E Dekker, M de Jong - Empirical Studies of the Arts, 2018 - journals.sagepub.com
This article analyzes the role of awards as quality signals in the book industry. Drawing on a
novel dataset of book awards, it examines the level of consensus between expert juries (as …
novel dataset of book awards, it examines the level of consensus between expert juries (as …
The Covariance Structure between Liquid and Illiquid Assets.
M de Jong - Journal of Portfolio Management, 2022 - search.ebscohost.com
The traditional methods of estimating investment risk based on the observed variation of
asset prices falter on sparsely traded assets owing to the lack of price quotes. The price …
asset prices falter on sparsely traded assets owing to the lack of price quotes. The price …
The covariance matrix between real assets
M de Jong - Journal of Portfolio Management, 2018 - search.proquest.com
For real assets such as private equity, infrastructure, and real estate, computing the time-variance
of trade prices is of limited interest because there is not much trading in these assets. …
of trade prices is of limited interest because there is not much trading in these assets. …
Bond Liquidity Scores
MB Slimane, M de Jong - The Journal of Fixed Income, 2017 - search.proquest.com
The authors estimate the market liquidity of bonds by means of a factor model. They build
scores for an extended set of issues by associating reported bid-ask spreads directly to …
scores for an extended set of issues by associating reported bid-ask spreads directly to …