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Patrice Poncet
Patrice Poncet
Distinguished Professor of Finance
Adresse e-mail validée de essec.fr
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On optimal portfolio choice under stochastic interest rates
A Lioui, P Poncet
Journal of Economic Dynamics and Control 25 (11), 1841-1865, 2001
1262001
Finance de marché
R Portait, P Poncet
Dalloz (2eme Ed.), 2009
712009
Les techniques de mesure de performance
F Aftalion, P Poncet
Economica, 2003
552003
Capital structure and debt priority
S Attaoui, P Poncet
Financial Management 42 (4), 737-775, 2013
362013
Le monétarisme
F Aftalion, P Poncet
FeniXX, 1983
341983
General equilibrium real and nominal interest rates
A Lioui, P Poncet
Journal of Banking & Finance 28 (7), 1569-1595, 2004
312004
International asset allocation: a new perspective
A Lioui, P Poncet
Journal of banking & finance 27 (11), 2203-2230, 2003
312003
Volatility patterns: Theory and some evidence from the...
V Gesser, P Poncet
Journal of Derivatives 5 (2), 46-61, 1997
311997
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
311996
Optimal benchmarking for active portfolio managers
A Lioui, P Poncet
European Journal of Operational Research 226 (2), 268-276, 2013
292013
General equilibrium pricing of CPI derivatives
A Lioui, P Poncet
Journal of Banking & Finance 29 (5), 1265-1294, 2005
262005
Optimal currency risk hedging
A Lioui, P Poncet
Journal of International Money and Finance 21 (2), 241-264, 2002
262002
Dynamic asset allocation with forwards and futures
A Lioui, P Poncet
Springer Science & Business Media, 2005
242005
The minimum variance hedge ratio under stochastic interest rates
A Lioui, P Poncet
Management Science 46 (5), 658-668, 2000
232000
Corporate social responsibility and the cross section of stock returns
A Lioui, P Poncet, M Sisto
Available at SSRN 2730722, 2018
222018
Monetary non-neutrality in the Sidrauski model under uncertainty
A Lioui, P Poncet
Economics Letters 100 (1), 22-26, 2008
202008
Write-down bonds and capital and debt structures
S Attaoui, P Poncet
Journal of Corporate Finance 35, 97-119, 2015
192015
Les mesures de performance des OPCVM(problèmes et solutions)
F Aftalion, P Poncet
181991
The Pricing of Insurance‐Linked Securities Under Interest Rate Uncertainty
P Poncet, VE Vaugirard
The Journal of Risk Finance 3 (3), 48-59, 2002
172002
Understanding dynamic mean variance asset allocation
A Lioui, P Poncet
European Journal of Operational Research 254 (1), 320-337, 2016
152016
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