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publications

(3)

• Optimal allocation to hedge funds: an empirical analysis
  J. Cvitanic and A. Lazrak and L. Martellini and F. Zapatero Quantitative Finance 3 28--39 (2003)
  to imported by smicha on 2008-04-23 19:09:19
  | URL | BibTeX  
• Implications of the Sharpe ratio as a performance measure in multi-period settings
  Jaksa Cvitanic and Ali Lazrak and Tan Wang Journal of Economic Dynamics and Control 32 1622--1649 (2008)
  to Sharpe ratio by smicha on 2008-04-22 15:17:45
  | URL | BibTeX  
• A Generalized Stochastic Differential Utility.
  Ali Lazrak and Marie Claire Quenez Math. Oper. Res. 28 154-180 (2003)
  to dblp by dblp on 2004-10-13 00:00:00
  | URL | BibTeX