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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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Méthodes probabilistes d'évaluation et modèles à variables d'état : une synthèse
Bajeux-Besnainou, Isabelle - In: Finance : revue de l'Association Française de Finance 13 (1993) 2, pp. 23-56
Persistent link: https://www.econbiz.de/10001141395
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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
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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
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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
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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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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. 263-288
Persistent link: https://www.econbiz.de/10006028068
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Dynamic Asset Allocation in a Mean-Variance Framework
Bajeux-Besnainou, Isabelle; Portrait, Roland - In: Management science : journal of the Institute for … 44 (1998) 11, pp. S79
Persistent link: https://www.econbiz.de/10006098358
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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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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