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Poncet, Patrice's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
1,102 |
Total
Citations
2 |
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1.
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Lioui, Abraham EDHEC Business School Poncet, Patrice ESSEC Business School
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324
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portfolio theory, asset return predictability, martingale approach, continuous time, market price of risk, pricing kernel
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2.
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Lioui, Abraham EDHEC Business School Poncet, Patrice ESSEC Business School
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230
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Inflation forecast, CPI, forwards, futures
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3.
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Lioui, Abraham EDHEC Business School Poncet, Patrice ESSEC Business School
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207
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4.
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Lioui, Abraham EDHEC Business School Poncet, Patrice ESSEC Business School
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128
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continuous time, monetary policy, money neutrality, money superneutrality, macroeconomic aggregates, equilibrium asset prices, inflation risk premium
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5.
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Lioui, Abraham EDHEC Business School Poncet, Patrice ESSEC Business School
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105
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2
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Intertemporal asset pricing, value premium, size premium, Fama-French factors
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6.
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Lioui, Abraham EDHEC Business School Poncet, Patrice ESSEC Business School
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92
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7.
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Ezzili, Chekib ESSEC Business School Poncet, Patrice ESSEC Business School
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16
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portfolio delegation, filtration enlargement, information differential
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8.
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Attaoui, Sami Rouen Business School Poncet, Patrice ESSEC Business School
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13 Oct 11
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Last Revised:
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14 May 12
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Capital structure, Debt priority structure, Liquidation, Default probability, Credit spread
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9.
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Lioui, Abraham EDHEC Business School Poncet, Patrice ESSEC Business School
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10.
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Lioui, Abraham EDHEC Business School Poncet, Patrice ESSEC Business School
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Continuous time, Derivatives Pricing, Asset allocation, General Equilibrium
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11.
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Lioui, Abraham EDHEC Business School Poncet, Patrice ESSEC Business School
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Endogenous Price Level, Inflation Risk Premium, Money Non Neutrality, Options
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12.
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Lioui, Abraham EDHEC Business School Poncet, Patrice ESSEC Business School
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13.
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Lioui, Abraham EDHEC Business School Poncet, Patrice ESSEC Business School
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14.
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Lioui, Abraham EDHEC Business School Poncet, Patrice ESSEC Business School
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International Portfolio Theory; Interest rate risk; Currency risk premium; Market prices of risk; Asset return predictability
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15.
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Poncet, Patrice ESSEC Business School Vaugirard, Victor TEAM-CNRS, University of Paris at Sorbonne
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16.
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Lioui, Abraham EDHEC Business School Poncet, Patrice ESSEC Business School
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forward contracts, mean variance efficiency, equilibrium risk premium
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17.
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Poncet, Patrice ESSEC Business School Vaugirard, Victor TEAM-CNRS, University of Paris at Sorbonne
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Insurance bonds, digital options, outside barrier calls, change of numeraire, currency risk
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18.
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Lioui, Abraham EDHEC Business School Poncet, Patrice ESSEC Business School
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currency risk, interest rate risk, dynamic hedging
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19.
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Lioui, Abraham EDHEC Business School Poncet, Patrice ESSEC Business School
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Hedging, predictability, market price of risk
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20.
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Lioui, Abraham EDHEC Business School Poncet, Patrice ESSEC Business School
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21.
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Lioui, Abraham EDHEC Business School Poncet, Patrice ESSEC Business School
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22.
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Lioui, Abraham EDHEC Business School Poncet, Patrice ESSEC Business School
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23.
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Lioui, Abraham EDHEC Business School Trong, Pascal Nguyen Duc ESSEC Business School Poncet, Patrice ESSEC Business School
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