Jorge F. Rodriguez

Merrill Lynch

Vice President - Investment Banking

Metro Office Park, 15 2nd St

Millennium Park Plaza, Suite 210

Guaynabo, 00968

Puerto Rico

SCHOLARLY PAPERS

2

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CITATIONS

4

Scholarly Papers (2)

Strategic Asset Allocation in a Continuous-Time VAR Model

Harvard Institute Reseach Working Paper No. 1973
Number of pages: 24 Posted: 24 Oct 2002
Harvard University - Department of Economics, Santa Clara University - Finance Department, Merrill Lynch and Harvard Business School - Finance Unit
Downloads 781 (29,851)
Citation 4

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Strategic Asset Allocation in a Continuous-Time VAR Model

NBER Working Paper No. w9547
Number of pages: 25 Posted: 08 Mar 2003 Last Revised: 01 Nov 2010
Harvard University - Department of Economics, Santa Clara University - Finance Department, Merrill Lynch and Harvard Business School - Finance Unit
Downloads 54 (376,369)
Citation 5

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Strategic Asset Allocation in a Continuous-Time VAR Model

CEPR Discussion Paper No. 4160
Number of pages: 38 Posted: 12 Jan 2004
Harvard University - Department of Economics, Santa Clara University - Finance Department, Merrill Lynch and Harvard Business School - Finance Unit
Downloads 23 (513,706)
Citation 20
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2.

Hedging Demands, Imperfect Information, and Incomplete Markets

Number of pages: 52 Posted: 05 Feb 2003
Jorge F. Rodriguez
Merrill Lynch
Downloads 199 (150,549)

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Portfolio Choice, Predictability, Hedging Demands, Imperfect Information, Incomplete Markets