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Pricing stock and bond derivatives with a multi-factor Gaussian model
Bajeux-Besnainou, Isabelle
;
Portait, Roland
- In:
Applied mathematical finance
5
(
1998
)
3/4
,
pp. 207-225
Persistent link: https://www.econbiz.de/10001446813
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2
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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3
Dynamic asset allocation for stocks, bonds, and cash
Bajeux-Besnainou, Isabelle
;
Jordan, James V.
;
Portait, …
- In:
The journal of business : B
76
(
2003
)
2
,
pp. 263-287
Persistent link: https://www.econbiz.de/10001776340
Saved in:
4
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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5
Dynamic spanning: are options an appropriate instrument?
Bajeux-Besnainou, Isabelle
- In:
Mathematical finance : an international journal of …
6
(
1996
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10001201646
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6
Mean-variance asset allocation for long horizons
Bajeux-Besnainou, Isabelle
;
Jordan, James V.
- In:
Finance : revue de l'Association Française de Finance
22
(
2001
)
2
,
pp. 7-23
Persistent link: https://www.econbiz.de/10001626663
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7
A Krylov subspace approach to large portfolio optimization
Bajeux-Besnainou, Isabelle
;
Bandara, Wachindra
;
Bura, …
- In:
Journal of economic dynamics & control
36
(
2012
)
11
,
pp. 1688-1699
Persistent link: https://www.econbiz.de/10009701940
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8
Uncertainty, networks and real options
Bajeux-Besnainou, Isabelle
;
Joshi, Sumit
;
Vonortas, …
- In:
Journal of economic behavior & organization : JEBO
75
(
2010
)
3
,
pp. 523-541
Persistent link: https://www.econbiz.de/10008907460
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9
Spending rules for endowment funds : a dynamic model with subsistence levels
Bajeux-Besnainou, Isabelle
;
Ogunc, Kurtay
- In:
Review of quantitative finance and accounting
27
(
2006
)
1
,
pp. 93-107
Persistent link: https://www.econbiz.de/10003344317
Saved in:
10
Honoring the memory of Professor Roland Portait
Poncet, Patrice
;
Charléty, Patricia
;
Dumas, Bernard
; …
- In:
Finance : revue de l'Association Française de Finance
43
(
2022
)
1
,
pp. 3-45
Persistent link: https://www.econbiz.de/10014252338
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