Isabelle Bajeux-Besnainou

Available identifiers

zbMath Open bajeux-besnainou.isabelleMaRDI QIDQ311017

List of research outcomes

Publication	Date of Publication	Type
A Krylov subspace approach to large portfolio optimization	2016-09-28	Paper
Optimal portfolio allocations with tracking error volatility and stochastic hedging constraints	2014-01-23	Paper
Pricing stock and bond derivatives with a multi-factor Gaussian model	2002-09-04	Paper
Dynamic asset allocation in a mean-variance framework	2002-04-17	Paper
DYNAMIC SPANNING: ARE OPTIONS AN APPROPRIATE INSTRUMENT?	1999-08-05	Paper

Research outcomes over time

This page was built for person: Isabelle Bajeux-Besnainou