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publications

(19)

• Investment and hedging under a stochastic yield curve : A two-state-variable, multi-factor model
  Patrice Poncet and Roland Portait European Economic Review 37 1127--1147 (1993)
  to imported by smicha on 2008-04-28 13:05:01
  | URL | BibTeX  
• Optimal currency risk hedging
  Abraham Lioui and Patrice Poncet Journal of International Money and Finance 21 241--264 (2002)
  to Foreign investment by smicha on 2008-04-23 22:05:04
  | URL | BibTeX  
• Optimal hedging in a dynamic futures market with a nonnegativity constraint on wealth
  Abraham Lioui and Patrice Poncet Journal of Economic Dynamics and Control 20 1101--1113 (1996)
  to Hedging by smicha on 2008-04-22 15:17:45
  | URL | BibTeX  
• On optimal portfolio choice under stochastic interest rates
  Abraham Lioui and Patrice Poncet Journal of Economic Dynamics and Control 25 1841--1865 (2001)
  to Portfolio choice theory by smicha on 2008-04-22 15:17:45
  | URL | BibTeX  
• Dynamic asset pricing with non-redundant forwards
  Abraham Lioui and Patrice Poncet Journal of Economic Dynamics and Control 27 1163--1180 (2003)
  to Incomplete market by smicha on 2008-04-22 15:17:45
  | URL | BibTeX  
• International asset allocation: A new perspective
  Abraham Lioui and Patrice Poncet Journal of Banking \& Finance 27 2203--2230 (2003)
  to International portfolio theory by smicha on 2008-04-22 13:53:19
  | URL | BibTeX  
• General equilibrium real and nominal interest rates
  Abraham Lioui and Patrice Poncet Journal of Banking \& Finance 28 1569--1595 (2004)
  to Real and nominal structures term by smicha on 2008-04-22 13:53:19
  | URL | BibTeX  
• General equilibrium pricing of CPI derivatives
  Abraham Lioui and Patrice Poncet Journal of Banking \& Finance 29 1265--1294 (2005)
  to Continuous time by smicha on 2008-04-22 13:53:19
  | URL | BibTeX  
• Optimum consumption and portfolio rules with money as an asset
  Patrice Poncet Journal of Banking \& Finance 7 231--252 (1983)
  to imported by smicha on 2008-04-22 13:53:19
  | URL | BibTeX  
• A note on two-valued possibility (sigma-maxitive) measures and Mesiar's hypothesis.
  Paul Poncet Fuzzy Sets and Systems 158 1843-1845 (2007)
  to dblp by dblp on 2007-09-27 00:00:00
  | URL | BibTeX