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Investor diversification and international equity markets
French, Kenneth Ronald; Poterba, James M. - 1991
Persistent link: https://www.econbiz.de/10000810001
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The asset allocation puzzle is still a puzzle
Lioui, Abraham - In: Journal of economic dynamics & control 31 (2007) 4, pp. 1185-1216
Persistent link: https://www.econbiz.de/10003443369
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Migration
Fama, Eugene F. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003409413
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Practitioner portfolio construction and performance measurement : evidence from Europe
Amenc, Noël; Goltz, Felix; Lioui, Abraham - In: Financial analysts' journal : FAJ 67 (2011) 3, pp. 39-50
Persistent link: https://www.econbiz.de/10009228990
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A five-factor asset pricing model
Fama, Eugene F.; French, Kenneth Ronald - In: Journal of financial economics 116 (2015) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10011347324
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Size, value, and momentum in international stock returns
Fama, Eugene F.; French, Kenneth Ronald - In: Journal of financial economics 105 (2012) 3, pp. 457-472
Persistent link: https://www.econbiz.de/10009666815
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Optimal benchmarking for active portfolio managers
Lioui, Abraham; Poncet, Patrice - In: European journal of operational research : EJOR 226 (2013) 2, pp. 268-276
Persistent link: https://www.econbiz.de/10009718922
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A paradox of the mean variance setting for the long term investor
Lioui, Abraham - In: Models and methods in economics and management science …, (pp. 75-93). 2014
Persistent link: https://www.econbiz.de/10011551843
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Understanding dynamic mean variance asset allocation
Lioui, Abraham; Poncet, Patrice - In: European journal of operational research : EJOR 254 (2016) 1, pp. 320-337
Persistent link: https://www.econbiz.de/10011503312
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Incremental variables and the investment opportunity set
Fama, Eugene F.; French, Kenneth Ronald - In: Journal of financial economics 117 (2015) 3, pp. 470-488
Persistent link: https://www.econbiz.de/10011480307