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Investment and hedging under a stochastic yield curve : a two-state-variable, multi-factor model
Poncet, Patrice - In: European economic review : EER 37 (1993) 5, pp. 1127-1147
Persistent link: https://www.econbiz.de/10001147291
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Capital market finance : an introduction to primitive assets, derivatives, portfolio management and risk
Poncet, Patrice; Portait, Roland; Toder, Igor - 2022
Persistent link: https://www.econbiz.de/10012628654
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Capital Market Finance : An Introduction to Primitive Assets, Derivatives, Portfolio Management and Risk
Poncet, Patrice; Portait, Roland; Toder, Igor - 2022
1 Introduction: Economics and Organization of Financial Markets -- Part 1 Basic Financial Instruments -- 2 Basic Finance: Interest rates, Discounting, Investments, Loans -- 3 The Money Market and its Interbank Segment -- 4 The Bond Markets -- 5 Introduction to the Analysis of Interest Rate and...
Persistent link: https://www.econbiz.de/10013441427
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Capital market finance ; Volume 1
Poncet, Patrice; Portait, Roland; Toder, Igor - 2022
Persistent link: https://www.econbiz.de/10013445564
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Capital market finance ; Volume 2
Poncet, Patrice; Portait, Roland; Toder, Igor - 2022
Persistent link: https://www.econbiz.de/10013445565
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Portfolio optimization under tracking error and weights constraints
Bajeux-Besnainou, Isabelle; Belhaj, Riadh; Maillard, Didier - In: The journal of financial research 34 (2011) 2, pp. 295-330
Persistent link: https://www.econbiz.de/10009372972
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An asset allocation puzzle: comment
Bajeux-Besnainou, Isabelle; Jordan, James V.; Portait, … - In: The American economic review 91 (2001) 4, pp. 1170-1179
Persistent link: https://www.econbiz.de/10001613330
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Dynamic asset allocation with mean variance preferences and a solvency constraint
Nguyen, Pascal; Portait, Roland - In: Journal of economic dynamics & control 26 (2002) 1, pp. 11-32
Persistent link: https://www.econbiz.de/10001617063
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Assurance et couverture de portefeuille, volatilité des prix et stabilité des marchés financiers : les enseignements de trois modèles théoriques
Charléty, Patricia - In: Revue économique : revue bimestrielle 48 (1997) 4, pp. 853-868
Persistent link: https://www.econbiz.de/10001222556
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The numeraire portfolio : a new perspective on financial theory
Bajeux-Besnainou, Isabelle - In: The European journal of finance 3 (1997) 4, pp. 291-309
Persistent link: https://www.econbiz.de/10001236104