Poncet Patrice

Patrice Poncet

Information about the author Patrice Poncet will soon be added to the site.
Found 2 papers in total
Optimal benchmarking for active portfolio managers
Optimal benchmarking for active portfolio managers
2013
Within an agency theoretic framework adapted to the portfolio delegation issue, we...
The minimum variance hedge ratio under stochastic interest rates
The minimum variance hedge ratio under stochastic interest rates
2000
In an environment where interest rates are stochastic, we examine the case of a...
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