The following pages link to Isabelle Bajeux-Besnainou (Q311017):
Displaying 4 items.
- A Krylov subspace approach to large portfolio optimization (Q311020) (← links)
- Dynamic Asset Allocation in a Mean-Variance Framework (Q2784078) (← links)
- Optimal portfolio allocations with tracking error volatility and stochastic hedging constraints (Q2871414) (← links)
- DYNAMIC SPANNING: ARE OPTIONS AN APPROPRIATE INSTRUMENT? (Q4226851) (← links)