Jérôme Teïletche

1.2k total citations · 1 hit paper
35 papers, 728 citations indexed

About

Jérôme Teïletche is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Jérôme Teïletche has authored 35 papers receiving a total of 728 indexed citations (citations by other indexed papers that have themselves been cited), including 31 papers in Finance, 14 papers in Economics and Econometrics and 13 papers in General Economics, Econometrics and Finance. Recurrent topics in Jérôme Teïletche's work include Financial Markets and Investment Strategies (17 papers), Monetary Policy and Economic Impact (13 papers) and Financial Risk and Volatility Modeling (10 papers). Jérôme Teïletche is often cited by papers focused on Financial Markets and Investment Strategies (17 papers), Monetary Policy and Economic Impact (13 papers) and Financial Risk and Volatility Modeling (10 papers). Jérôme Teïletche collaborates with scholars based in France, United States and Switzerland. Jérôme Teïletche's co-authors include Thierry Roncalli, Emmanuel Jurczenko, Arnaud Costinot, Dân Cao, Jean‐Yves Gnabo, Florian Ielpo, Florence Béranger, Romain Deguest, Éric Bouyé and Jean‐Marie Cardebat and has published in prestigious journals such as Journal of Empirical Finance, The Journal of Portfolio Management and Revue économique.

In The Last Decade

Jérôme Teïletche

27 papers receiving 602 citations

Hit Papers

align trajectories

What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

The Properties of Equally Weighted Risk Contribution Portfolios

2010 462 citations Thierry Roncalli, Jérôme Teïletche et al. The Journal of Portfolio Management profile →

Peers

Jérôme Teïletche

FINAN

EE

MSOR

GEEF

ACCOU

Sébastien Page United States

Edward Qian United States

Mark Britten‐Jones United Kingdom

Toshinao Yoshiba Japan

Tsong‐Yue Lai United States

Xue Dong He Hong Kong

Yasuhiro Yamai Japan

Harindra de Silva United States

Ganlin Xu United States

Vijay K. Chopra United States

Sébastien Page United States

Jérôme Teïletche

823 ×1.3

FINAN

629 ×1.7

EE

189 ×0.6

MSOR

180 ×1.3

GEEF

159 ×1.9

ACCOU

Citations per year, relative to Jérôme Teïletche Jérôme Teïletche (= 1×) peers Sébastien Page

Countries citing papers authored by Jérôme Teïletche

Since Specialization

Citations

This map shows the geographic impact of Jérôme Teïletche's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Jérôme Teïletche with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Jérôme Teïletche more than expected).

Fields of papers citing papers by Jérôme Teïletche

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Jérôme Teïletche. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Jérôme Teïletche. The network helps show where Jérôme Teïletche may publish in the future.

Co-authorship network of co-authors of Jérôme Teïletche

This figure shows the co-authorship network connecting the top 25 collaborators of Jérôme Teïletche. A scholar is included among the top collaborators of Jérôme Teïletche based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Jérôme Teïletche. Jérôme Teïletche is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

1.

Ielpo, Florian, et al.. (2021). Alternative Risk Premia Timing: A Point-in-Time Macro, Sentiment, Valuation Analysis. 1(1). 52–72. 1 indexed citations

2.

Ielpo, Florian, et al.. (2018). Factor Timing Revisited: Alternative Risk Premia Allocation Based on Nowcasting and Valuation Signals. SSRN Electronic Journal. 5 indexed citations

3.

Jurczenko, Emmanuel & Jérôme Teïletche. (2018). Active Risk-Based Investing. The Journal of Portfolio Management. 44(3). 56–65. 5 indexed citations

4.

Jurczenko, Emmanuel, et al.. (2015). A unified framework for risk-based investing. 4(4). 1–29. 9 indexed citations

5.

Teïletche, Jérôme. (2012). The determinants of extreme dependence in financial markets. SSRN Electronic Journal.

6.

Teïletche, Jérôme, et al.. (2009). L’impact des décisions des agences de notation sur le prix des actions : une comparaison du cas français avec les cas européen et américain. Économie & prévision. 188(2). 1–21. 3 indexed citations

7.

Teïletche, Jérôme. (2009). Les hedge funds. Repères/Repères. 1 indexed citations

8.

Roncalli, Thierry & Jérôme Teïletche. (2008). An alternative approach to alternative beta. Journal of financial transformation. 24. 43–52. 4 indexed citations

9.

Teïletche, Jérôme, et al.. (2008). Les hedge funds et la crise financière internationale. Revue d économie financière. 7(1). 185–193. 1 indexed citations

10.

Roncalli, Thierry, et al.. (2008). On the Properties of Equally-Weighted Risk Contributions Portfolios. SSRN Electronic Journal. 102 indexed citations

11.

Teïletche, Jérôme, et al.. (2007). Do interventions in foreign exchange markets modify investors' expectations? The experience of Japan between 1992 and 2004. Journal of Empirical Finance. 15(2). 211–231. 15 indexed citations

12.

Cao, Dân & Jérôme Teïletche. (2007). Reconsidering Asset Allocation Involving Illiquid Assets. SSRN Electronic Journal. 2 indexed citations

13.

Teïletche, Jérôme, et al.. (2007). Empirical investigation of the VaR of hedge funds using daily data. 12(4). 314–329. 3 indexed citations

14.

Roncalli, Thierry & Jérôme Teïletche. (2007). An Alternative Approach to Alternative Beta. SSRN Electronic Journal. 18 indexed citations

15.

Teïletche, Jérôme, et al.. (2005). Do Interventions in Foreign Exchange Markets Modify Investors' Expectations? The Experience of Japan between 1992 and 2003. SSRN Electronic Journal. 6 indexed citations

16.

Teïletche, Jérôme, et al.. (2005). La dynamique de la volatilité à très haute fréquence des taux longs euro. Vol. 26(2). 87–128. 3 indexed citations

17.

Teïletche, Jérôme. (2003). Le taux de change euro/dollar: Une perspective de long terme. Revue économique. 54(2). 295–295. 2 indexed citations

18.

Béranger, Florence & Jérôme Teïletche. (2003). Bâle II et la procyclicité. Revue d économie financière. 73(4). 227–250. 1 indexed citations

19.

Teïletche, Jérôme, et al.. (2002). L'EURO - LA VALEUR EXTERNE DE L'EURO: UN BILAN APRÈS TROIS ANNÉES D'EXPÉRIENCE. 197–213.

20.

Costinot, Arnaud, Thierry Roncalli, & Jérôme Teïletche. (2000). Revisiting the Dependence between Financial Markets with Copulas. SSRN Electronic Journal. 35 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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