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~subject:"Portfolio selection"
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Portfolio selection
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Bajeux-Besnainou, Isabelle
10
Portait, Roland
5
Jordan, James V.
3
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1
Belhaj, Riadh
1
Bura, Efstathia
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Canner, Niko
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Finance : revue de l'Association Française de Finance
2
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1
Journal of economic dynamics & control
1
New directions in mathematical finance
1
Review of quantitative finance and accounting
1
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ECONIS (ZBW)
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1
Gestion de portefeuille dans un modèle binomial en horizon infini
Bajeux-Besnainou, Isabelle
- In:
Finance : revue de l'Association Française de Finance
12
(
1991
)
2
,
pp. 53-78
Persistent link: https://www.econbiz.de/10001139189
Saved in:
2
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
Saved in:
3
Gestion de portefeuille dans un modèle binomial
Bajeux-Besnainou, Isabelle
- In:
Annales d'économie et de statistique
(
1989
),
pp. 49-76
Persistent link: https://www.econbiz.de/10001076717
Saved in:
4
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
Saved in:
5
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:
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
Saved in:
7
Dynamic, deterministic and static optimal portfolio stratgies in a mean-variance framework under stochastic interest rates
Bajeux-Besnainou, Isabelle
;
Portait, Roland
- In:
New directions in mathematical finance
,
(pp. 101-115)
.
2002
Persistent link: https://www.econbiz.de/10001736565
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
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