Patrice Poncet
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Person:198580
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 |
|---|---|---|
| Capital Market Finance Springer Texts in Business and Economics | 2021-09-14 | Paper |
| Long horizon predictability: an asset allocation perspective European Journal of Operational Research | 2019-06-27 | Paper |
| Understanding dynamic mean variance asset allocation European Journal of Operational Research | 2016-10-07 | Paper |
| Optimal benchmarking for active portfolio managers European Journal of Operational Research | 2014-07-27 | Paper |
| Monetary non-neutrality in the sidrauski model under uncertainty Economics Letters | 2013-01-29 | Paper |
| The minimum variance hedge ratio under stochastic interest rates Management Science | 2012-02-12 | Paper |
| Dynamic asset pricing with non-redundant forwards Journal of Economic Dynamics and Control | 2008-10-24 | Paper |
| On optimal portfolio choice under stochastic interest rates Journal of Economic Dynamics and Control | 2001-08-20 | Paper |
| Optimal hedging in a dynamic futures market with a nonnegativity constraint on wealth Journal of Economic Dynamics and Control | 1997-02-27 | Paper |
Research outcomes over time
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