This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
On optimal portfolio choice under stochastic interest rates Author info | Abstract | Publisher info | Download info | Related research | Statistics Lioui, Abraham
Poncet, Patrice
Additional information is available for the following
registered author(s):
No abstract is available for
this item.
To download:
If you experience problems downloading a file, check if you have the
proper application to
view it first. Information about this may be contained
in the File-Format links below. In case of further problems read
the IDEAS help
page . Note that these files are not on the IDEAS
site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Article provided by Elsevier in its journal Journal of Economic Dynamics and Control .
Volume (Year): 25 (2001)
Issue (Month): 11 (November)
Pages: 1841-1865
Download reference. The following formats are available: HTML
(with abstract ),
plain text
(with abstract ),
BibTeX ,
RIS (EndNote, RefMan, ProCite),
ReDIF
Handle: RePEc:eee:dyncon:v:25:y:2001:i:11:p:1841-1865Contact details of provider: Web page: http://www.elsevier.com/locate/jedc
For technical questions regarding this item, or to correct its listing, contact: (Heidi Boesdal).
Keywords: Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
André De Palma & Nathalie Picard & Jean-Luc Prigent, 2009.
"Prise en compte de l'attitude face au risque dans le cadre de la directive MiFID ,"
Working Papers
hal-00418892_v1, HAL.
[Downloadable!]
Francesco Menoncin, 2006.
"The role of longevity bonds in optimal portfolios ,"
Working Papers
0601, University of Brescia, Department of Economics.
[Downloadable!]
Other versions: Francesco MENONCIN, 2001.
"How to Manage Inflation Risk in an Asset Allocation Problem : an Algebric Aproximated Solution ,"
Discussion Papers (IRES - Institut de Recherches Economiques et Sociales)
2001035, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
[Downloadable!]
Francesco, MENONCIN, 2002.
"Investment Strategies for HARA Utility Function : A General Algebraic Approximated Solution ,"
Discussion Papers (IRES - Institut de Recherches Economiques et Sociales)
2002034, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
[Downloadable!]
Jaime A. Londo\~no, 2006.
"State Dependent Utility ,"
Quantitative Finance Papers
math/0603316, arXiv.org.
[Downloadable!]
Francesco, MENONCIN, 2003.
"Optimal Real Consumption and Asset Allocation for a HARA Investor with Labour Income ,"
Discussion Papers (IRES - Institut de Recherches Economiques et Sociales)
2003015, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
[Downloadable!]
Paolo BATTOCCHIO, 2002.
"Optimal Portfolio Strategies with Stochastic Wage Income : The Case of A defined Contribution Pension Plan ,"
Discussion Papers (IRES - Institut de Recherches Economiques et Sociales)
2002005, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
[Downloadable!]
Francesco MENONCIN, 2002.
"How the Financial ManagersÕ Remuneration Can Affect the Optimal Portfolio Composition ? ,"
Discussion Papers (IRES - Institut de Recherches Economiques et Sociales)
2002022, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
[Downloadable!]
Timotheos Angelidis & Nikolaos Tessaromatis, 2009.
"The Efficiency of Greek Public Pension Fund Portfolios ,"
Working Papers
0035, University of Peloponnese, Department of Economics.
[Downloadable!]
Francesco, MENONCIN, 2002.
"Investment Strategies in Incomplete Markets : Sufficient Conditions for a Closed Form Solution ,"
Discussion Papers (IRES - Institut de Recherches Economiques et Sociales)
2002033, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
[Downloadable!]
Paolo BATTOCCHIO & Francesco MENONCIN, 2002.
"Optimal Pension Management under Stochastic Interest Rates, Wages, and Inflation ,"
Discussion Papers (IRES - Institut de Recherches Economiques et Sociales)
2002021, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
[Downloadable!]
Access and
download statistics Did you know? RePEc encourages publishers to make their bibliographic data freely available to the public.
This page was last updated on 2009-12-5.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .