Philippe Jorion | Academic Influence

Philippe Jorion's AcademicInfluence.com Rankings

Philippe Jorion

Business

#149

World Rank

#166

Historical Rank

Risk Management

#3

World Rank

#3

Historical Rank

Finance

#34

World Rank

#37

Historical Rank

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Business

Philippe Jorion's Degrees

PhD Finance University of Chicago
Masters Finance University of Chicago
Bachelors Economics University of California, Berkeley

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Why Is Philippe Jorion Influential?

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According to Wikipedia, Philippe Jorion is an author, professor and risk manager. He is the author of more than 100 publications on the topic of risk management and international finance, and is credited with pioneering the Value at Risk approach to risk management.

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Philippe Jorion's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

The Exchange-Rate Exposure of U.S. Multinationals (1990) (1074)
Value at risk: the new benchmark for controlling market risk (1996) (1037)
Bayes-Stein Estimation for Portfolio Analysis (1986) (920)
Value at Risk (2001) (768)
Predicting Volatility in the Foreign Exchange Market (1995) (736)
On Jump Processes in the Foreign Exchange and Stock Markets (1988) (690)
International Portfolio Diversification with Estimation Risk (1985) (690)
Firm Value and Hedging: Evidence from U.S. Oil and Gas Producers (2006) (673)
The Pricing of Exchange Rate Risk in the Stock Market (1991) (639)
Purchasing Power Parity in the Long Run (1990) (572)
GLOBAL STOCK MARKETS IN THE TWENTIETH CENTURY (1999) (523)
Good and Bad Credit Contagion: Evidence from Credit Default Swaps (2006) (490)
Integration vs. Segmentation in the Canadian Stock Market (1986) (459)
Informational Effects of Regulation Fd: Evidence from Rating Agencies (2004) (428)
Credit Contagion from Counterparty Risk (2008) (410)
Risk Management Lessons from Long-Term Capital Management (1999) (363)
Testing the Predictive Power of Dividend Yields (1993) (356)
Financial Risk Manager Handbook (2003) (330)
Currency Hedging for International Portfolios (1993) (318)
How Informative are Value-at-Risk Disclosures? (2002) (276)
The Time-Variation of Risk and Return in the Foreign Exchange and Stock Markets (1988) (233)
A Multi-Country Comparison of Term Structure Forecasts at Long Horizons (1991) (230)
Bayesian and CAPM estimators of the means: Implications for portfolio selection (1991) (227)
Portfolio Optimization with Tracking-Error Constraints (2003) (203)
Option Listing And Stock Returns (1990) (199)
Portfolio Optimization in Practice (1992) (195)
Mean reversion in real exchange rates: evidence and implications for forecasting (1996) (186)
Interest rates and risk premia in the stock market and in the foreign exchange market (1987) (184)
The January Effect: Still There after All These Years (1996) (181)
The Determinants of Operational Risk in U.S. Financial Institutions (2009) (167)
Re-Emerging Markets (1996) (151)
Tightening credit standards: the role of accounting quality (2007) (145)
Risk and Turnover in the Foreign Exchange Market (1996) (133)
Risk Management Lessons from the Credit Crisis (2009) (132)
A Longer Look at Dividend Yields (1995) (124)
Information Effects of Bond Rating Changes (2007) (123)
Asset allocation with hedged and unhedged foreign stocks and bonds (1989) (102)
Valuing executive stock options with endogenous departure (1995) (97)
Mean/Variance Analysis of Currency Overlays (1994) (93)
The Performance of Emerging Hedge Fund Managers (2008) (91)
A Century of Global Stock Markets (1996) (64)
Information Effects of Bond Rating Changes: The Role of the Rating Prior to the Announcement (2006) (59)
Big bets gone bad : derivatives and bankruptcy in Orange County (1995) (58)
Multivariate Unit root Tests of the PPP Hypothesis (1999) (57)
Hidden Survivorship in Hedge Fund Returns (2010) (57)
Portfolio Optimization with Constraints on Tracking Error (2002) (55)
The Long-Term Risks of Global Stock Markets (2003) (52)
Fallacies about the effects of market risk management systems (2002) (49)
Information Transfer Effects of Bond Rating Downgrades (2009) (45)
Value Relevance of Financial and Non Financial Information in Emerging Industries: The Changing Role of Web Traffic Data (2001) (40)
Financial risk management : domestic and international dimensions (1996) (40)
Bank Trading Risk and Systemic Risk (2005) (35)
Does real interest parity hold at longer maturities (1996) (33)
Are Hedge Fund Managers Systematically Misreporting? Or Not? (2013) (33)
Risk Management for Hedge Funds with Position Information (2006) (30)
Financial Risk Manager Handbook (Wiley Finance) (2007) (29)
The Fix Is In: Properly Backing Out Backfill Bias (2017) (29)
The Strategic Listing Decisions of Hedge Funds (2012) (24)
Is There a Cost to Transparency? (2011) (22)
Term premiums and the integration of the eurocurrency markets (1992) (21)
The Risk of Emerging Hedge Fund Managers (2009) (20)
An empirical investigation of the early exercise premium of foreign currency options (1989) (19)
Synthetic International Diversification (1993) (19)
Financial risk manager handbook plus test bank : FRM Part I/Part II (2011) (18)
Financial Risk Manager Handbook 2001-2002 (2001) (16)
Tightening Credit Standards: Fact or Fiction? (2005) (15)
Foreign exchange risk premia volatility once again (1988) (15)
Lessons from the Orange County Bankruptcy (1997) (14)
Universal Currency Hedges for Global Portfolios (1992) (12)
Intra-Industry Credit Contagion: Evidence from the Credit Default Swap and Stock Markets (2006) (12)
Big bets gone bad (1995) (11)
The Delisting Bias in Hedge Fund Databases (2013) (11)
Who are the Smartest Investors in the Room? Evidence from U.S. Hedge Funds Solicitation (2015) (11)
Returns to Japanese investors from US investments (1996) (8)
Risk Management for Event-Driven Funds (2007) (6)
Portfolio analysis of international equity investments (1983) (5)
Financial Risk Manager Handbook + Test Bank : FRM Part I / Part II Ed. 6 (2010) (5)
1 Does Hedging Increase Firm Value ? Evidence from the Gold Mining Industry (2007) (4)
Non-Linear Effects of Bond Rating Changes (2005) (3)
Innovations in Risk Management: Seminal Papers from The Journal of Risk (2004) (3)
A (Sub)penny For Your Thoughts: Tracking Retail Investor Activity in TAQ (2022) (3)
Risk Management for Alternative Investments Prepared for the CAIA Supplementary Level II Book (2012) (1)
Properties of the ECU as a Currency Basket (2008) (1)
Financial Risk Manager Handbook Ed. 5 (2008) (1)
Limited Liability Leverage (L 3): A New Measure of Leverage (2010) (1)
Nikunj Kapadia Risk-Based Capital Standards , Deposit Insurance and Procyclicality Risk-Based Capital Standards , Deposit Insurance and Procyclicality FDIC Center for Financial Research Working Paper No . 200 8-0 8 Credit Contagion from Counterparty Risk July 2008 (2008) (1)
1. Risk and Thrnover in the Foreign Exchange Market (2019) (0)
Risk Management: Historical Perspectives (2010) (0)
Sources of Systemic Risk (Presentation Slides) (2017) (0)
Risk in emerging markets revisited (1998) (0)
Marginal Markets First Draft : 10 / 95 , Current Draft : January 5 , 1995 (1996) (0)
Risk Management for Alternative Investments (2012) (0)
Market Risk (2021) (0)
Hedge Funds vs. Alternative Risk Premia (2021) (0)
Orange County Value-at-Risk Case (1996) (0)
Hedge Funds and Financial Misreporting (2021) (0)
The 'Actual Retail Price' of Equity Trades (2022) (0)
The choice of a multicurrency portfolio for a central bank: Bonds, eurodeposits, and forward contracts (1992) (0)
Systemic Effects of Market Risk Management Systems (2004) (0)
1 Tightening Credit Standards : Fact or Fiction ? (2012) (0)
Financial Risk Manager Handbook Plus Test Bank -6/E. (2012) (0)

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What Schools Are Affiliated With Philippe Jorion?

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