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Simulationmethods for optimal portfolios
Detemple, Jérôme B.; Garcia, René; Rindisbacher, Marcel - In: Financial engineering, (pp. 867-923). 2008
Persistent link: https://www.econbiz.de/10003567829
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Intertemporal asset allocation : a comparison of methods
Detemple, Jérôme B.; Garcia, René; Rindisbacher, Marcel - In: Journal of banking & finance 29 (2005) 11, pp. 2821-2848
Persistent link: https://www.econbiz.de/10003121055
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The stochastic discount factor : extending the volatility bound and a new approach to portfolio selection with higher-order moments
Chabi-Yo, Fousseni; Garcia, René; Renault, Eric - 2005
Persistent link: https://www.econbiz.de/10002655756
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A Monte Carlo method for optimal portfolios
Detemple, Jérôme B.; Garcia, René; Rindisbacher, Marcel - In: The journal of finance : the journal of the American … 58 (2003) 1, pp. 401-446
Persistent link: https://www.econbiz.de/10001737303
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Approximate analytical solutions for consumption/investment problems under recursive utility and finite horizon
Campani, Carlos Heitor; Garcia, René - In: The North American journal of economics and finance : a … 48 (2019), pp. 364-384
Persistent link: https://www.econbiz.de/10012120271
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Economic implications of nonlinear pricing kernels
Almeida, Caio; Garcia, René - In: Management science : journal of the Institute for … 63 (2017) 10, pp. 3361-3380
Persistent link: https://www.econbiz.de/10011760496
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Optimal portfolio strategies in the presence of regimes in asset returns
Campani, Carlos Heitor; Garcia, René; Lewin, Marcelo - In: Journal of banking & finance 123 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10012662395