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• Abraham Lioui

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Article provided by Elsevier in its journal Journal of Economic Dynamics and Control.

Volume (Year): 25 (2001)
Issue (Month): 11 (November)
Pages: 1841-1865
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Handle: RePEc:eee:dyncon:v:25:y:2001:i:11:p:1841-1865

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1. Francesco Menoncin, 2006. "The role of longevity bonds in optimal portfolios," Working Papers 0601, University of Brescia, Department of Economics. [Downloadable!]
2. Francesco MENONCIN, 2001. "How to Manage Inflation Risk in an Asset Allocation Problem : an Algebric Aproximated Solution," Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) Discussion Paper 2001035, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES). [Downloadable!]
3. Francesco, MENONCIN, . "Investment Strategies for HARA Utility Function : A General Algebraic Approximated Solution," Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) Discussion Paper 2002034, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES). [Downloadable!]
4. Francesco, MENONCIN, 2003. "Optimal Real Consumption and Asset Allocation for a HARA Investor with Labour Income," Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) Discussion Paper 2003015, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES). [Downloadable!]
5. Paolo BATTOCCHIO & Francesco MENONCIN, 2002. "Optimal Pension Management under Stochastic Interest Rates, Wages, and Inflation," Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) Discussion Paper 2002021, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES). [Downloadable!]
6. Paolo BATTOCCHIO, 2002. "Optimal Portfolio Strategies with Stochastic Wage Income : The Case of A defined Contribution Pension Plan," Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) Discussion Paper 2002005, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES). [Downloadable!]
7. Francesco MENONCIN, 2002. "How the Financial Managers’ Remuneration Can Affect the Optimal Portfolio Composition ?," Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) Discussion Paper 2002022, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES). [Downloadable!]
8. Francesco, MENONCIN, . "Investment Strategies in Incomplete Markets : Sufficient Conditions for a Closed Form Solution," Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) Discussion Paper 2002033, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES). [Downloadable!]

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