The following pages link to Patrice Poncet (Q198580):
Displaying 7 items.
- Understanding dynamic mean variance asset allocation (Q323338) (← links)
- Dynamic asset pricing with non-redundant forwards (Q951352) (← links)
- Optimal hedging in a dynamic futures market with a nonnegativity constraint on wealth (Q1350471) (← links)
- Monetary non-neutrality in the sidrauski model under uncertainty (Q1934828) (← links)
- Long horizon predictability: an asset allocation perspective (Q1999642) (← links)
- Optimal benchmarking for active portfolio managers (Q2253564) (← links)
- The Minimum Variance Hedge Ratio Under Stochastic Interest Rates (Q3116755) (← links)
