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 |
|---|---|---|
| A Krylov subspace approach to large portfolio optimization Journal of Economic Dynamics and Control | 2016-09-28 | Paper |
| Optimal portfolio allocations with tracking error volatility and stochastic hedging constraints Quantitative Finance | 2014-01-23 | Paper |
| Pricing stock and bond derivatives with a multi-factor Gaussian model Applied Mathematical Finance | 2002-09-04 | Paper |
| Dynamic asset allocation in a mean-variance framework Management Science | 2002-04-17 | Paper |
| DYNAMIC SPANNING: ARE OPTIONS AN APPROPRIATE INSTRUMENT? Mathematical Finance | 1999-08-05 | Paper |
Research outcomes over time
This page was built for person: Isabelle Bajeux-Besnainou
