On optimal portfolio choice under stochastic interest rates A Lioui, P Poncet Journal of Economic Dynamics and Control 25 (11), 1841-1865, 2001 | 126 | 2001 |
Finance de marché R Portait, P Poncet Dalloz (2eme Ed.), 2009 | 79* | 2009 |
Les techniques de mesure de performance F Aftalion, P Poncet Economica, 2003 | 55 | 2003 |
Capital structure and debt priority S Attaoui, P Poncet Financial Management 42 (4), 737-775, 2013 | 35 | 2013 |
Le monétarisme F Aftalion, P Poncet FeniXX, 1983 | 32 | 1983 |
International asset allocation: a new perspective A Lioui, P Poncet Journal of banking & finance 27 (11), 2203-2230, 2003 | 31 | 2003 |
Volatility patterns: Theory and some evidence from the... V Gesser, P Poncet Journal of Derivatives 5 (2), 46-61, 1997 | 31 | 1997 |
Optimal hedging in a dynamic futures market with a nonnegativity constraint on wealth A Lioui, P Poncet Journal of Economic Dynamics and Control 20 (6-7), 1101-1113, 1996 | 31 | 1996 |
Optimal benchmarking for active portfolio managers A Lioui, P Poncet European Journal of Operational Research 226 (2), 268-276, 2013 | 30 | 2013 |
General equilibrium real and nominal interest rates A Lioui, P Poncet Journal of Banking & Finance 28 (7), 1569-1595, 2004 | 30 | 2004 |
General equilibrium pricing of CPI derivatives A Lioui, P Poncet Journal of Banking & Finance 29 (5), 1265-1294, 2005 | 27 | 2005 |
Optimal currency risk hedging A Lioui, P Poncet Journal of International Money and Finance 21 (2), 241-264, 2002 | 26 | 2002 |
Dynamic asset allocation with forwards and futures A Lioui, P Poncet Springer Science & Business Media, 2005 | 25 | 2005 |
Corporate social responsibility and the cross section of stock returns A Lioui, P Poncet, M Sisto Available at SSRN 2730722, 2018 | 24 | 2018 |
The minimum variance hedge ratio under stochastic interest rates A Lioui, P Poncet Management Science 46 (5), 658-668, 2000 | 24 | 2000 |
Write-down bonds and capital and debt structures S Attaoui, P Poncet Journal of Corporate Finance 35, 97-119, 2015 | 20 | 2015 |
Monetary non-neutrality in the Sidrauski model under uncertainty A Lioui, P Poncet Economics Letters 100 (1), 22-26, 2008 | 20 | 2008 |
The Pricing of Insurance‐Linked Securities Under Interest Rate Uncertainty P Poncet, VE Vaugirard The Journal of Risk Finance 3 (3), 48-59, 2002 | 18 | 2002 |
Les mesures de performance des OPCVM(problèmes et solutions) F Aftalion, P Poncet | 18 | 1991 |
Understanding dynamic mean variance asset allocation A Lioui, P Poncet European Journal of Operational Research 254 (1), 320-337, 2016 | 16 | 2016 |