Ali Lazrak

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Present-biased lobbyists in linear-quadratic stochastic differential games Finance and Stochastics	2023-10-12	Paper
Optimal allocation to hedge funds: an empirical analysis Quantitative Finance	2019-01-14	Paper
On managerial risk-taking incentives when compensation may be hedged against Mathematics and Financial Economics	2014-11-26	Paper
The golden rule when preferences are time inconsistent Mathematics and Financial Economics	2013-01-20	Paper
Implications of the Sharpe ratio as a performance measure in multi-period settings Journal of Economic Dynamics and Control	2010-01-19	Paper
INCOMPLETE INFORMATION WITH RECURSIVE PREFERENCES International Journal of Theoretical and Applied Finance	2008-09-03	Paper
Being serious about non-commitment: subgame perfect equilibrium in continuous time	2006-04-11	Paper
A Generalized Stochastic Differential Utility Mathematics of Operations Research	2005-11-11	Paper
Generalized stochastic differential utility and preference for information The Annals of Applied Probability	2005-03-21	Paper
Generalized stochastic differential utility and preference for information The Annals of Applied Probability	2005-03-21	Paper
Efficient consumption set under recursive utility and unknown beliefs. Journal of Mathematical Economics	2004-03-14	Paper

Research outcomes over time

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