Jorion, P. and A. Giovannini, Time-Series Tests of a Non-Expected Utility Model, European Economic Review (1993): 1083-1100.
Goetzmann, W. and P. Jorion, Testing the Predictive Power of Dividend Yields, Journal of Finance (June 1993): 663-679.
Jorion, P. and L. Roisenberg, Synthetic International Diversification, Journal of Portfolio Management (Winter 1993): 65-73. Also summarized in CFA Digest, Spring 1993.
Jorion, P., Term Premiums and the Integration of the Eurocurrency Markets, Journal of International Money and Finance (February 1992): 17-39.
Jorion, P. and J. Rolfo, The Choice of a Multicurrency Portfolio for a Central Bank: Bonds, Eurodeposits and Currency Swaps, Global Finance Journal (Spring 1992): 1-22.
Adler, M. and P. Jorion, Universal Currency Hedges for Global Portfolios, Journal of Portfolio Management (Summer 1992): 28-35. Also summarized in CFA Digest, Winter 1993.
Jorion, P., Portfolio Optimization in Practice, Financial Analysts Journal (January 1992): 68-74.
Jorion, P., The Pricing of Exchange Rate Risk in the Stock Market, Journal of Financial and Quantitative Analysis (September 1991): 363-376.
Jorion, P., Bayesian and CAPM Estimators of the Means: Implications for Portfolio Selection, Journal of Banking and Finance (June 1991): 717-727.
Jorion, P. and R. Mishkin, A Multi-Country Comparison of Term Structure Forecasts at Long Horizons, Journal of Financial Economics (March 1991): 59-80.
Jorion, P., Portfolio Properties of the ECU, Journal of Multinational Financial Management (1991): 1-24.
Detemple, J. and P. Jorion, Option Listing and Stock Returns: An Empirical Investigation, Journal of Banking and Finance (September 1990): 781-801.
Jorion, P., The Exchange Rate Exposure of US Multinationals, Journal of Business (July 1990): 331-345.
Jorion, P. and N. Abuaf, Purchasing Power Parity in the Long Run, Journal of Finance (March 1990): 157-174.
Jorion, P., Asset Allocation with Hedged and Unhedged Foreign Stocks and Bonds, Journal of Portfolio Management (Summer 1989): 49-54, also in The Currency Hedging Debate, L. Thomas, editor, IFR Publishing, London (1990). Also summarized in CFA Digest, Winter 1990.
Giovannini, A. and P. Jorion, The Time-Variation of Risk and Return in the Foreign Exchange and Stock Markets, Journal of Finance (June 1989): 307-325.
Jorion, P. and N. Stoughton, An Empirical Investigation of the Early Exercise of Foreign Currency Options, Journal of Futures Market (October 1989): 365-375
Jorion, P., On Jump Processes in the Foreign Exchange and in the Stock Markets, The Review of Financial Studies (Winter 1988): 427-445.
Jorion, P. and N. Stoughton, Tests of the Early Exercise Premium Using the Foreign Exchange Market, in Recent Developments in International Banking and Finance, S. Khoury, editor, Probus, Chicago (1989): 159-190.
Giovannini, A. and P. Jorion, Foreign Exchange Risk Premia Once Again, Journal of International Money and Finance (March 1988): 111-113.
Giovannini, A. and P. Jorion, Interest Rates and Risk Premia in the Foreign Exchange and the Stock Market, Journal of International Money and Finance (March 1987): 107-123.
Jorion, P., Bayes-Stein Estimation for Portfolio Analysis, Journal of Financial and Quantitative Analysis (September 1986): 279-292.
Jorion, P. and E. Schwartz, Integration vs. Segmentation in the Canadian Stock Market, Journal of Finance (July 1986): 603-614.
Jorion, P., International Portfolio Diversification with Estimation Risk, Journal of Business (July 1985): 259-278. Also summarized in CFA Digest, Winter 1986.
Philippe Jorion
© 1997 Philippe Jorion. ALL RIGHTS RESERVED.