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bookmarks

publications

(3)

• 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  
• Pricing stock and bond derivatives with a multi-factor Gaussian model
  Isabelle Bajeux-Besnainou and Roland Portait Applied Mathematical Finance 5 207--225 (1998)
  to imported by smicha on 2008-04-23 19:16:38
  | URL | BibTeX  
• Dynamic asset allocation with mean variance preferences and a solvency constraint
  Pascal Nguyen and Roland Portait Journal of Economic Dynamics and Control 26 11--32 (2002)
  to Dynamic allocation asset by smicha on 2008-04-22 15:17:45
  | URL | BibTeX