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Managing with or without a manager?
Lioui, Abraham - 1995
Persistent link: https://www.econbiz.de/10000931727
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Portfolio optimization under volatility and shortfall constraints
Kalin, Dieter; Zagst, Rudi - 1995
Persistent link: https://www.econbiz.de/10000955547
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Estimation of the term structure and its application to risk management
Zagst, Rudi - 1997
Persistent link: https://www.econbiz.de/10000980079
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Optimal dynamic hedging in incomplete futures markets
Lioui, Abraham - In: The Geneva papers on risk and insurance theory 21 (1996) 1, pp. 103-122
Persistent link: https://www.econbiz.de/10001334890
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Effiziente Value-at-Risk-Berechnung für Rentenportfolios
Zagst, Rudi - In: Finanzmarkt und Portfolio-Management 11 (1997) 2, pp. 165-178
Persistent link: https://www.econbiz.de/10001227919
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Optimal spreading when spreading is optimal
Lioui, Abraham - In: Journal of economic dynamics & control 23 (1998) 2, pp. 277-301
Persistent link: https://www.econbiz.de/10001252613
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How much should you pay your portfolio manager?
Lioui, Abraham - 1995
Persistent link: https://www.econbiz.de/10000931720
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A new approach to the agency relationship in portfolio delegation
Lioui, Abraham - 1995
Persistent link: https://www.econbiz.de/10000931723
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Marketing-to-market and the demand for interest rate futures contracts
Lioui, Abraham - In: The journal of futures markets 17 (1997) 3, pp. 303-316
Persistent link: https://www.econbiz.de/10001221316
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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