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1

PORTFOLIO OPTIMIZATION UNDER TRACKING ERROR AND WEIGHTS CONSTRAINTS

Isabelle Bajeux-Besnainou, Riadh Belhaj, Didier Maillard, Roland Portait

Journal:

Journal of Financial Research

Year:

2011

Language:

english

File:

PDF, 296 KB

english, 2011

2

Gestion de portefeuille dans un modèle binomial

Isabelle Bajeux

Journal:

Annales d'Économie et de Statistique

Year:

1989

File:

PDF, 1.87 MB

1989

3

Optimal portfolio allocations with tracking error volatility and stochastic hedging constraints

Bajeux-Besnainou, Isabelle, Portait, Roland, Tergny, Guillaume

Journal:

Quantitative Finance

Year:

2013

Language:

english

File:

PDF, 234 KB

english, 2013

4

Dynamic Asset Allocation for Stocks, Bonds, and Cash*

Bajeux‐Besnainou, Isabelle, Jordan, James V., Portait, Roland

Journal:

The Journal of Business

Year:

2003

Language:

english

File:

PDF, 178 KB

english, 2003

5

Pricing stock and bond derivatives with a multi-factor Gaussian model

Bajeux-Besnainou, Isabelle, Portait, Roland

Journal:

Applied Mathematical Finance

Year:

1998

Language:

english

File:

PDF, 311 KB

english, 1998

6

Dynamic Asset Allocation in a Mean-Variance Framework

Bajeux-Besnainou, Isabelle, Portait, Roland

Journal:

Management Science

Year:

1998

Language:

english

File:

PDF, 751 KB

english, 1998

7

The numeraire portfolio: a new perspective on financial theory

Bajeux-Besnainou, I., Portait, R.

Journal:

European Journal of Finance

Year:

1997

Language:

english

File:

PDF, 381 KB

english, 1997

8

Number of Source Patches Required for Population Persistence in a Source–Sink Metapopulation with Explicit Movement

Arino, Julien, Bajeux, Nicolas, Kirkland, Steve

Journal:

Bulletin of Mathematical Biology

Year:

2019

Language:

english

File:

PDF, 1.49 MB

english, 2019

9

Spending rules for endowment funds

Isabelle Bajeux-Besnainou, Kurtay Ogunc

Journal:

Review of Quantitative Finance and Accounting

Year:

2006

Language:

english

File:

PDF, 279 KB

english, 2006

10

DYNAMIC SPANNING: ARE OPTIONS AN APPROPRIATE INSTRUMENT?

Isabelle Bajeux-Besnainou, Jean-Charles Rochet

Journal:

Mathematical Finance

Year:

1996

Language:

english

File:

PDF, 729 KB

english, 1996

11

Apprentissage du vélo chez trois enfants dyspraxiques

Wilquin, A., Skolski-Bajeux, E.

Journal:

Motricité Cérébrale : Réadaptation, Neurologie du Développement

Year:

2007

Language:

french

File:

PDF, 153 KB

french, 2007

12

The Magic Orange Tree and Other Haitian Folktalesby Diane Wolkstein; Elsa Henriquez

Review by: Jean-Claude Bajeux

Journal:

Caribbean Studies

Year:

1980

Language:

english

File:

PDF, 313 KB

english, 1980

13

An Asset Allocation Puzzle: Comment

Isabelle Bajeux-Besnainou, James V. Jordan and Roland Portait

Journal:

American Economic Review

Year:

2001

Language:

english

File:

PDF, 296 KB

english, 2001

14

Part 2 of 2 || Dynamic Asset Allocation in a Mean-Variance Framework

Isabelle Bajeux-Besnainou and Roland Portait

Journal:

Management Science

Year:

1998

Language:

english

File:

PDF, 2.64 MB

english, 1998

15

An Asset Allocation Puzzle: Comment

Bajeux-Besnainou, Isabelle, Jordan, James V, Portait, Roland

Journal:

American Economic Review

Year:

2001

Language:

english

File:

PDF, 71 KB

english, 2001

16

Stability switching and hydra effect in a predatorâprey metapopulation model

Bajeux, Nicolas, Ghosh, Bapan

Journal:

Year:

2020

File:

PDF, 596 KB

2020

17

Uncertainty, networks and real options

Isabelle Bajeux-Besnainou, Sumit Joshi, Nicholas Vonortas

Journal:

Journal of Economic Behavior & Organization

Year:

2010

Language:

english

File:

PDF, 376 KB

english, 2010

18

A Krylov subspace approach to large portfolio optimization

Bajeux-Besnainou, Isabelle, Bandara, Wachindra, Bura, Efstathia

Journal:

Journal of Economic Dynamics and Control

Year:

2012

Language:

english

File:

PDF, 569 KB

english, 2012

19

Maternal fish and shellfish consumption and wheeze, eczema and food allergy at age two: a prospective cohort study in Brittany, France

Pelé, Fabienne, Bajeux, Emma, Gendron, Hélène, Monfort, Christine, Rouget, Florence, Multigner, Luc, Viel, Jean-François, Cordier, Sylvaine

Journal:

Environmental Health

Year:

2013

Language:

english

File:

PDF, 196 KB

english, 2013

20

P1092 Comparaison de deux techniques de chirurgie conservatrice dans la prise en charge de l’ostéite du pied diabétique

Salle, A., Ruault, C., Bajeux, E., Rohmer, V., Hubert, L.

Journal:

Diabetes & Metabolism

Year:

2013

Language:

french

File:

PDF, 62 KB

french, 2013

21

Expositions périnatales aux solvants et sifflements, eczéma et allergies alimentaires de l’enfant à 2ans

Journal:

Revue d'Épidémiologie et de Santé Publique

Year:

2014

Language:

french

File:

PDF, 95 KB

french, 2014

22

Categorical Thinking in Stock Portfolio Management: A Puzzle?

Bajeux-Besnainou, Isabelle, Ogunc, Kurtay

Journal:

Journal of Behavioral Finance

Year:

2003

Language:

english

File:

PDF, 56 KB

english, 2003

23

Perinatal exposure to solvents and wheezing, eczema and food allergies at age 2

Bajeux, E., Cordier, S., Garlantezec, R., Monfort, C., Rouget, F., Pele, F.

Journal:

Occupational and Environmental Medicine

Year:

2014

Language:

english

File:

PDF, 303 KB

english, 2014

24

Sa1881 Long Term Outcomes and Predictors of Disabling Disease and Bowel Damage During Crohn's Disease: A Population-Based Study of Incident Cases Diagnosed Between 1994 and 1997

Marie-Laure, Rabilloud, Bajeux, Emma, Laurent, Siproudhis, Isabelle, Tron, Robaszkiewicz, Michel, Viel, Jean-François, Bretagne, Jean-François, Bouguen, Guillaume

Journal:

Gastroenterology

Year:

2016

Language:

english

File:

PDF, 287 KB

english, 2016

25

Mo1806 Natural History of Perianal Crohn's Disease: Long-Term Follow-Up on a Population-Based Cohort

Marie-Laure, Rabilloud, Brochard, Charlène, Bajeux, Emma, Laurent, Siproudhis, Viel, Jean-François, Robaszkiewicz, Michel, Isabelle, Tron, Bretagne, Jean-François, Bouguen, Guillaume

Journal:

Gastroenterology

Year:

2016

Language:

english

File:

PDF, 526 KB

english, 2016

26

Perception par les médecins des conditions de prise en charge d’un Témoin de Jéhovah

Gouezec, H., Lerenard, I., Jan, S., Bajeux, E., Renaudier, P., Mertes, P.M.

Journal:

Transfusion Clinique et Biologique

Year:

2016

File:

PDF, 288 KB

2016

27

Augmentative biocontrol when natural enemies are subject to Allee effects

Bajeux, Nicolas, Grognard, Frédéric, Mailleret, Ludovic

Journal:

Journal of Mathematical Biology

Year:

2017

Language:

english

File:

PDF, 892 KB

english, 2017

28

Can we stop immunomodulatory treatments in secondary progressive multiple sclerosis?

Bonenfant, J., Bajeux, E., Deburghgraeve, V., Le Page, E., Edan, G., Kerbrat, A.

Journal:

European Journal of Neurology

Year:

2016

Language:

english

File:

PDF, 284 KB

english, 2016

29

Intérêt et conditions de développement de la transfusion à domicile

Charron, Jalal, Bajeux, Emma, Gouezec, Herve

Journal:

Transfusion Clinique et Biologique

Year:

2017

Language:

french

File:

PDF, 198 KB

french, 2017

30

Comparaison de la séquence sagittale Phase-Sensitive T1 Inversion Recovery (PSIR) avec la séquence sagittale Spin Echo T2 en IRM médullaire à 3 T dans la sclérose en plaques : étude multi-centrique

Rojat-Rieul, Gabrielle, Carsin-Nicol, Béatrice, Bannier, lise, Bajeux, Emma, Hamonic, Stéphanie, Kerbrat, Anne, Ferré, Jean-Christophe

Journal:

Journal of Neuroradiology

Year:

2018

Language:

french

File:

PDF, 254 KB

french, 2018

31

Factors Associated with Parent–Child Discrepancies in Reports of Mental Health Disorders in Young Children

Bajeux, Emma, Klemanski, David H., Husky, Mathilde, Leray, Emmanuelle, Chan Chee, Christine, Shojaei, Taraneh, Fermanian, Christophe, Kovess-Masfety, Viviane

Journal:

Child Psychiatry & Human Development

Year:

2018

Language:

english

File:

PDF, 760 KB

english, 2018

32

Poussées tardives et évolution du handicap chez les patients atteints de sclérose en plaques secondairement progressive

Ahrweiller, Kévin, Rousseau, Chloé, Bajeux, Emma, Leray, Emmanuelle, Le Page, Emmanuelle, Edan, Gilles, Kerbrat, Anne

Journal:

Revue Neurologique

Year:

2018

Language:

french

File:

PDF, 107 KB

french, 2018

33

L’évaluation médicoéconomique : principes et objectifs

Journal:

Transfusion Clinique et Biologique

Year:

2018

Language:

french

File:

PDF, 413 KB

french, 2018

34

Transfusion à domicile : intérêt et conditions de développement dans le contexte français

Charron, J., Gouëzec, H., Bajeux, E.

Journal:

Transfusion Clinique et Biologique

Year:

2018

File:

PDF, 357 KB

2018

35

Influence of the components of propagule pressure, Allee effects, and stochasticity on the time to establish introduced populations

Bajeux, Nicolas, Grognard, Frédéric, Mailleret, Ludovic

Journal:

Journal of Theoretical Biology

Year:

2019

File:

PDF, 1.83 MB

2019

36

Decreasing impact of late relapses on disability worsening in secondary progressive multiple sclerosis

Ahrweiller, Kevin, Rousseau, Chloé, Le Page, Emmanuelle, Bajeux, Emma, Leray, Emmanuelle, Michel, Laure, Edan, Gilles, Kerbrat, Anne

Journal:

Multiple Sclerosis Journal

Year:

2019

Language:

english

File:

PDF, 388 KB

english, 2019

37

L’évaluation médico-économique : principes et objectifs

Journal:

Transfusion Clinique et Biologique

Year:

2019

Language:

french

File:

PDF, 430 KB

french, 2019

38

The collaboration of clinical pharmacists and physicians for medication safety

Ballerie, Alice, Alix, Lilian, Bajeux, Emma, Jégo, Patrick, Lescoat, Alain, Hue, Benoît

Journal:

Lancet (London, England)

Year:

2019

File:

PDF, 42 KB

2019

39

In Vitro Maturation is a viable option for urgent fertility preservation in young women with hematological conditions

Sonigo, Charlotte, Bajeux, Jeanne, Boubaya, Marouane, Eustache, Florence, Sifer, Christophe, LÃ©vy, Vincent, Grynberg, MichaÃ«l, Sermondade, Nathalie

Journal:

Hematological Oncology

Year:

2020

File:

PDF, 1.60 MB

2020

40

Managing masculinities. Doctors, men, and menâs partners facing male infertility in France and French-speaking Switzerland (c. 1890â1970)

Bajeux, Camille

Journal:

NORMA Nordic Journal For Masculinity Studies

Year:

2020

File:

PDF, 1.34 MB

2020

41

Role of upfront CT pulmonary angiography at admission in COVID-19 patients

Jalaber, Carole, Revel, Marie-Pierre, Chassagnon, Guillaume, Bajeux, Emma, Lapotre, Thibaut, Croisille, Pierre, Lederlin, Mathieu

Journal:

Thrombosis Research

Year:

2020

File:

PDF, 469 KB

2020

42

[BMJ Publishing Group Ltd 32nd Triennial Congress of the International Commission on Occupational Health (ICOH), Dublin, Ireland, 29th April to 4th May 2018 - ()] Occupational Toxicology - 606âSegmentary demyelinating polyneuropathy as a sequel by arsine gas intoxication. case report

Bajeux, A, Real, GA, ValdÃ©s, MG, Figueroa, J

File:

PDF, 72 KB

43

Hypothermic oxygenated perfusion(HOPE) improves ECD liver graft function and reduces duration of hospitalisation without extra cost: The PERPHO Study

Rayar, Michel, Beaurepaire, JeanâMarie, Bajeux, Emma, Hamonic, StÃ©phanie, Renard, Thomas, Locher, Clara, Desfourneaux, VÃ©ronique, Merdrignac, Aude, Bergeat, Damien, lakehal, Mohamed, Sulpice, Laur

Journal:

Liver Transplantation

Year:

2020

File:

PDF, 16.63 MB

2020

44

Spread of Dutch elm disease in an urban forest

Bajeux, Nicolas, Arino, Julien, Portet, StÃ©phanie, Westwood, Richard

Journal:

Ecological Modelling

Year:

2020

File:

PDF, 4.74 MB

2020

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