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Optimal Benchmarking for Activ...
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Lioui, Abraham
158
Poncet, Patrice
112
Tarelli, Andrea
11
Portait, Roland
9
Touahri, David
8
Bazin, Damien
7
Aftalion, Florin
5
Attaoui, Sami
5
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5
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4
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4
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4
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4
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4
Toder, Igor
4
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3
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3
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3
Sharma, Zenu
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3
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2
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Lioui, A.
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ham- Māḵôn le-Meḥqār Kalkālî be-Yiśrā'ēl ʿal Šēm Môrîs Fâlq <Yerûšālayim>
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Journal of economic dynamics & control
13
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10
The journal of futures markets
10
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6
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ECONIS (ZBW)
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1
Bernoulli speculator and trading strategy risk
Lioui, Abraham
;
Poncet, Patrice
- In:
The journal of futures markets
20
(
2000
)
6
,
pp. 507-523
Persistent link: https://www.econbiz.de/10001509969
Saved in:
2
Optimal dynamic hedging in incomplete futures markets
Lioui, Abraham
- In:
The Geneva papers on risk and insurance theory
21
(
1996
)
1
,
pp. 103-122
Persistent link: https://www.econbiz.de/10001334890
Saved in:
3
Optimal hedging in a dynamic futures market with a nonnegativity constraint on wealth
Lioui, Abraham
- In:
Journal of economic dynamics & control
20
(
1996
)
6
,
pp. 1101-1113
Persistent link: https://www.econbiz.de/10001200764
Saved in:
4
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
Saved in:
5
Mean-variance efficiency of the market portfolio and futures trading
Lioui, Abraham
;
Poncet, Patrice
- In:
The journal of futures markets
21
(
2001
)
4
,
pp. 329-346
Persistent link: https://www.econbiz.de/10001567419
Saved in:
6
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
Saved in:
7
Dynamic asset pricing with non-redundant forwards
Lioui, Abraham
;
Poncet, Patrice
- In:
Journal of economic dynamics & control
27
(
2003
)
7
,
pp. 1163-1180
Persistent link: https://www.econbiz.de/10001736089
Saved in:
8
General equilibrium pricing of trading strategy risk
Lioui, Abraham
(
contributor
);
Poncet, Patrice
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001675744
Saved in:
9
Dynamic asset pricing with non-redundant forwards
Lioui, Abraham
(
contributor
);
Poncet, Patrice
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001675750
Saved in:
10
International asset allocation : a new perspective
Lioui, Abraham
(
contributor
);
Poncet, Patrice
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001675764
Saved in:
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