Patrice Poncet

Available identifiers

zbMath Open poncet.patriceMaRDI QIDQ198580

List of research outcomes

Publication	Date of Publication	Type
Capital Market Finance	2021-09-14	Paper
Long horizon predictability: an asset allocation perspective	2019-06-27	Paper
Understanding dynamic mean variance asset allocation	2016-10-07	Paper
Optimal benchmarking for active portfolio managers	2014-07-27	Paper
Monetary non-neutrality in the sidrauski model under uncertainty	2013-01-29	Paper
The Minimum Variance Hedge Ratio Under Stochastic Interest Rates	2012-02-12	Paper
Dynamic asset pricing with non-redundant forwards	2008-10-24	Paper
On optimal portfolio choice under stochastic interest rates	2001-08-20	Paper
Optimal hedging in a dynamic futures market with a nonnegativity constraint on wealth	1997-02-27	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

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