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Theorie
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Poncet, Patrice
31
Lioui, Abraham
22
Ezzili, Chekib
3
Portait, Roland
2
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ECONIS (ZBW)
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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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2
Superior information and compensation fees of active mutual funds
Ezzili, Chekib
;
Poncet, Patrice
- In:
The Journal of financial perspectives
1
(
2013
)
3
,
pp. 143-154
Persistent link: https://www.econbiz.de/10010336796
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3
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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4
Money and asset prices in a production economy
Lioui, Abraham
;
Poncet, Patrice
- In:
Finance : revue de l'Association Française de Finance
31
(
2010
)
2
,
pp. 7-49
Persistent link: https://www.econbiz.de/10008771753
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5
General equilibrium pricing of CPI derivatives
Lioui, Abraham
;
Poncet, Patrice
- In:
Journal of banking & finance
29
(
2005
)
5
,
pp. 1265-1294
Persistent link: https://www.econbiz.de/10002628958
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6
General equilibrium real and nominal interest rates
Lioui, Abraham
;
Poncet, Patrice
- In:
Journal of banking & finance
28
(
2004
)
7
,
pp. 1569-1595
Persistent link: https://www.econbiz.de/10002100496
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7
On optimal portfolio choice under stochastic interest rates
Lioui, Abraham
;
Poncet, Patrice
- In:
Journal of economic dynamics & control
25
(
2001
)
11
,
pp. 1841-1865
Persistent link: https://www.econbiz.de/10001599261
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8
The valuation of nature-linked bonds with exchange rate risk
Poncet, Patrice
;
Vaugirard, Victor E.
- In:
Journal of economics and finance
25
(
2001
)
3
,
pp. 293-307
Persistent link: https://www.econbiz.de/10001662843
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9
Valuation of options on bond spreads involving two currencies
Mellios, Constantin
;
Poncet, Patrice
- In:
Finance : revue de l'Association Française de Finance
22
(
2001
)
2
,
pp. 75-100
Persistent link: https://www.econbiz.de/10001626686
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10
International asset allocation : a new perspective
Lioui, Abraham
;
Poncet, Patrice
- In:
Journal of banking & finance
27
(
2003
)
11
,
pp. 2203-2230
Persistent link: https://www.econbiz.de/10001798817
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