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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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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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International asset allocation : a new perspective
Lioui, Abraham (contributor); Poncet, Patrice (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001675764
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Optimal currency risk hedging
Lioui, Abraham; Poncet, Patrice - In: Journal of international money and finance 21 (2002) 2, pp. 241-264
Persistent link: https://www.econbiz.de/10001653939