The following pages link to Abraham Lioui (Q198579):
Displaying 16 items.
- Understanding dynamic mean variance asset allocation (Q323338) (← links)
- Stochastic dividend yields and derivatives pricing in complete markets (Q867117) (← links)
- Dynamic asset pricing with non-redundant forwards (Q951352) (← links)
- The asset allocation puzzle is still a puzzle (Q1017031) (← links)
- Optimal spreading when spreading is optimal (Q1274857) (← links)
- Optimal hedging in a dynamic futures market with a nonnegativity constraint on wealth (Q1350471) (← links)
- Macroeconomic environment, money demand and portfolio choice (Q1755268) (← links)
- Habit persistence in consumption and the demand for money (Q1934110) (← links)
- Monetary non-neutrality in the sidrauski model under uncertainty (Q1934828) (← links)
- Time consistent vs. time inconsistent dynamic asset allocation: some utility cost calculations for mean variance preferences (Q1994239) (← links)
- Long horizon predictability: an asset allocation perspective (Q1999642) (← links)
- Optimal benchmarking for active portfolio managers (Q2253564) (← links)
- Factor investing for the long run (Q2661656) (← links)
- The Minimum Variance Hedge Ratio Under Stochastic Interest Rates (Q3116755) (← links)
- A Paradox of the Mean Variance Setting for the Long Term Investor (Q4979401) (← links)
- On optimal portfolio choice under stochastic interest rates (Q5941435) (← links)
