Patrice Poncet

Publication Activity (10 Years)

Years Active: 2013-2019
Publications (10 Years): 2

Top Topics

Genetic Algorithm

Utility Function

Information Systems

Top Venues

Eur. J. Oper. Res.

Publications

Abraham Lioui, Patrice Poncet
Long horizon predictability: An asset allocation perspective. Eur. J. Oper. Res. 278 (3) (2019)
Abraham Lioui, Patrice Poncet
Understanding dynamic mean variance asset allocation. Eur. J. Oper. Res. 254 (1) (2016)
Abraham Lioui, Patrice Poncet
Optimal benchmarking for active portfolio managers. Eur. J. Oper. Res. 226 (2) (2013)