| 1. | Optimal portfolio choice under loss aversion
Publishing author: POST Thierry
Co-author(s): BERKELAAR Arjan / KOUWENBERG Roy
Working paper (2003 - Tinbergen Institute) - English
Online since 2003.02.10 at 15:03:22 - 335 download(s) - 0
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Abstract | Download (pdf - 1098 Ko) - Zip version (322 Ko) |
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| 2. | Portfolio selection with skewness in emerging markets: Countries
Publishing author: PEDREIRA Eduardo
Co-author(s): CANELA Miguel Angel
Working paper (2005) - English
Online since 2008.03.24 at 20:52:34 - 26 download(s) - 1
rating(s) - Average rating (/5): 5
Abstract | Download (pdf - 294 Ko) - Zip version (253 Ko) |
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| 3. | Optimal Portfolio Implementation with Transactions Costs and Capital Gains Taxes
Publishing author: LELAND Hayne Ellis
Co-author(s):
Working paper (2000 - Hass School of Business - University of California) - English
Online since 2002.10.22 at 08:15:56 - 221 download(s) - 0
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Abstract | Download (pdf - 253 Ko) - Zip version (223 Ko) |
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| 4. | Bond return predictability and optimal portfolio choice
Publishing author: MAES Konstantijn
Co-author(s):
Working paper (2002) - English
Online since 2002.11.27 at 11:39:10 - 220 download(s) - 0
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Abstract | Download (pdf - 795 Ko) - Zip version (734 Ko) |
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| 5. | A Clark-Ocone-Haussman Formula for Optimal Portfolios under Girsanov transformed pure-jump Lévy processes
Publishing author: HUEHNE Florian
Co-author(s):
Working paper (2005) - English
Online since 2005.08.25 at 17:12:21 - 38 download(s) - 0
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Abstract | Download (pdf - 222 Ko) - Zip version (197 Ko) |
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| 6. | On Bond Portfolio Management
Publishing author: KARGUINE Vladislav
Co-author(s):
Working paper (2003) - English
Online since 2003.03.03 at 17:11:46 - 499 download(s) - 0
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Abstract | Download (pdf - 250 Ko) - Zip version (222 Ko) |
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| 7. | Optimal Asset Allocation with Asymptotic Criteria
Publishing author: KARGUINE Vladislav
Co-author(s):
Working paper (2003) - English
Online since 2003.07.06 at 16:21:51 - 110 download(s) - 0
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Abstract | Download (pdf - 246 Ko) - Zip version (182 Ko) |
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| 8. | LESS CAN BE MORE!
Publishing author: GATFAOUI Hayette
Co-author(s): RODARIE Hubert / WALTER Christian
Working paper (2007 - Groupe ESC Rouen) - English
Online since 2008.02.16 at 18:00:58 - 19 download(s) - 0
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Abstract | Download (pdf - 336 Ko) - Zip version (308 Ko) |
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| 9. | A.I.R.A.P. - Alternative RAPMs for Alternative Investments
Publishing author: SHARMA Milind
Co-author(s):
Working paper (2003) - English
Online since 2004.02.04 at 00:23:29 - 189 download(s) - 1
rating(s) - Average rating (/5): 3
Abstract | Download (pdf - 204 Ko) - Zip version (178 Ko) |
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| 10. | Conditioning Information for well Behaved Tactical Asset Allocation Programs
Publishing author: GAUSSEL Nicolas
Co-author(s):
Working paper (2001 - Paris I, Sorbonne) - English
Online since 2002.11.14 at 17:28:28 - 110 download(s) - 0
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Abstract | Download (pdf - 278 Ko) - Zip version (244 Ko) |
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