Hervé Roche

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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!

PublicationDate of PublicationType
The implications of tax loss carryforwards on investment policy
Mathematics and Financial Economics
2022-07-15Paper
Asset management with endogenous withdrawals under a drawdown constraint
Quantitative Finance
2019-09-26Paper
Asset prices in an exchange economy when agents have heterogeneous homothetic recursive preferences and no risk free bond is available
Journal of Economic Dynamics and Control
2011-01-31Paper
Stochastic growth: a duality approach.
Journal of Economic Theory
2004-01-23Paper


Research outcomes over time


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