Authors: Lioui, A Poncet, P

Citation: A. Lioui et P. Poncet, Mean-variance efficiency of the market portfolio and futures trading, J FUT MARK, 21(4), 2001, pp. 329-346

Authors: Lioui, A Poncet, P

Citation: A. Lioui et P. Poncet, On optimal portfolio choice under stochastic interest rates, J ECON DYN, 25(11), 2001, pp. 1841-1865

Authors: Lioui, A Poncet, P

Citation: A. Lioui et P. Poncet, Bernoulli speculator and trading strategy risk, J FUT MARK, 20(6), 2000, pp. 507-523

Authors: Lioui, A Poncet, P

Citation: A. Lioui et P. Poncet, The minimum variance hedge ratio under stochastic interest rates, MANAG SCI, 46(5), 2000, pp. 658-668

Authors: Lioui, A

Citation: A. Lioui, Spreading currency forwards: why and how?, J INT MONEY, 18(2), 1999, pp. 305-317