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10. A Time-Varying Approach of the US Welfare Cost of Inflation. (2014). Martins, Luis Filipe ; Miller, Stephen M..
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1. Dynamic portfolio optimization with inverse covariance clustering. (2023). Aste, Tomaso ; Wang, Yuanrong.
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2. On optimal constrained investment strategies for long-term savers in stochastic environments and probability hedging. (2023). Vodika, Peter ; Nielsen, Jens Perch ; Kyriakou, Ioannis ; Gerrard, Russell.
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3. Optimal Investment with Stochastic Interest Rates and Ambiguity. (2023). Holzermann, Julian.
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4. Dynamic Portfolio Optimization with Inverse Covariance Clustering. (2022). Aste, Tomaso ; Wang, Yuanrong.
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5. Mental accounts with horizon and asymmetry preferences. (2021). Lejeune, Thomas ; Hübner, Georges ; Hubner, Georges.
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6. Mixed-asset portfolio allocation under mean-reverting asset returns. (2019). Prigent, Jean-Luc ; BERTRAND, Philippe ; Barthélémy, Fabrice ; Amedee-Manesme, Charles-Olivier ; Barthelemy, Fabrice.
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7. A Diffusion Model for Long-Term Optimization in the Presence of Stochastic Interest and Inflation Rates. (2019). Prigent, Jean-Luc ; Abid, Ilyes ; Mkaouar, Farid.
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8. Macroeconomic environment, money demand and portfolio choice. (2019). Lioui, Abraham ; Tarelli, Andrea.
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9. Trading ambiguity: a tale of two heterogeneities. (2018). Tallon, Jean-Marc ; Ozsoylev, Han ; Mukerji, Sujoy.
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10. Semi-analytical solutions for dynamic portfolio choice in jump-diffusion models and the optimal bond-stock mix. (2018). Jin, Xing ; Hong, YI.
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11. Long-term investment with stochastic interest and inflation rates: The need for inflation-indexed bonds. (2017). Prigent, Jean-Luc ; Abid, Ilyes ; Mkaouar, Farid.
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12. Optimal portfolio choice with asset return predictability and nontradable labor income. (2015). Wu, Yangru ; Tsai, Hui-Ju.
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13. Asymmetries and Portfolio Choice. (2015). Dahlquist, Magnus ; Tedongap, Romeo ; Farago, Adam.
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14. Institutional investors and long-term investment : evidence from Chile. (2014). Schmukler, Sergio ; Opazo, Luis ; Raddatz, Claudio .
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15. Long-Term Investment with Stochastic Interest and Inflation Rates Incompleteness and Compensating Variation. (2014). Prigent, Jean-Luc ; MKAOUAR, Farid ; Mkouar, Farid .
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16. The bond–stock mix under time-varying interest rates and predictable stock returns. (2014). Leirvik, Thomas .
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17. Risky asset allocation and consumption rule in the presence of background risk and insurance markets. (2012). Lu, Jin-Ray ; Lin, Wen-chang .
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18. Standardized versus customized portfolio: a compensating variation approach. (2009). Prigent, Jean-Luc ; Palma, Andre.
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19. Prise en compte de lattitude face au risque dans le cadre de la directive MiFID. (2009). Prigent, Jean-Luc ; Picard, Nathalie ; de Palma, André.
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20. Bonds versus stocks: Investors age and risk taking. (2009). Wolf, Avner ; Bali, Turan G. ; Demirtas, Ozgur K. ; Levy, Haim.
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21. Asset allocation with differential borrowing and lending rates. (2008). Olson, Dennis ; Bley, Jorg.
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22. Utilitarianism and fairness in portfolio positioning. (2008). Prigent, Jean-Luc ; de Palma, André.
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23. Computation of optimal portfolios using simulation-based dimension reduction. (2008). Imai, Junichi ; Boyle, Phelim ; Tan, Ken Seng.
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24. The asset allocation puzzle is still a puzzle. (2007). lioui, abraham.
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25. Empirical evaluation of investor rationality in the asset allocation puzzle. (2006). Dionne, Georges ; Chakroun, Oussama ; Dugas-Sampara, Amelie.
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26. Empirical Evaluation of Investor Rationality in the Asset Allocation Puzzle. (2006). Dionne, Georges ; Dugas-Sampara, Amelie ; Chakroun, Oussama.
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27. Spending rules for endowment funds. (2006). Ogunc, Kurtay ; Bajeux-Besnainou, Isabelle .
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28. A human capital explanation for an asset allocation puzzle?. (2004). Michaelides, Alexander ; Gomes, Francisco.
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29. Mortality Risk and Real Optimal Asset Allocation for Pension Funds. (2003). Scaillet, Olivier ; Menoncin, Francesco.
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