Roland Portait

Optimal portfolio allocations with tracking error volatility and stochastic hedging constraints

Isabelle Bajeux-Besnainou, Roland Portait, Guillaume Tergny, 2013 .

Portfolio Optimization Under Tracking Error and Weights Constraints

Isabelle Bajeux-Besnainou, Roland Portait, R. Belhaj, 2007 .

Portfolio Management under Constraints on Ex-Ante and Ex-Post Tracking-Errors

Roland Portait, R. Belhaj, Didier Maillard, 2013 .

Investment and hedging under a stochastic yield curve: A two-state-variable, multi-factor model

Patrice Poncet, Roland Portait, 1993 .

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

Isabelle Bajeux-Besnainou, Roland Portait, 1998 .

The numeraire portfolio: a new perspective on financial theory

Isabelle Bajeux-Besnainou, Isabelle Bajeux-Besnainou, Roland Portait, 1997 .

Dynamic asset allocation with mean variance preferences and a solvency constraint

P. Nguyen, Roland Portait, 2002 .

Dynamic Asset Allocation for Stocks, Bonds, and Cash

Isabelle Bajeux-Besnainou, J. V. Jordan, Roland Portait, 2003 .