Concepedia
Statistics
Publications
7
Citations
395
H-Index
Active since
1996
Affiliations
George Washington University(Current)
École Supérieure des Sciences Économiques et Commerciales
Isabelle Bajeux‐Besnainou is an author at George Washington University specializing in economics, finance, and management.
Top concepts
FinanceBusinessEconomicsManagementAsset PricingAsset AllocationPortfolio ManagementFinancial EconomicsPortfolio SelectionPortfolio Optimization
Publications per year
1996–2011
Dynamic Asset Allocation in a Mean-Variance Framework
Isabelle Bajeux‐Besnainou, Roland Portait · Management Science · 1998 · 125 citations
Economics, Portfolio Optimization, Dynamic Efficient Frontier +14
Dynamic Asset Allocation for Stocks, Bonds, and Cash*
Isabelle Bajeux‐Besnainou, James V. Jordan, Roland Portait · The Journal of Business · 2003 · 73 citations
The numeraire portfolio: a new perspective on financial theory
Isabelle Bajeux‐Besnainou, Roland Portait · European Journal of Finance · 1997 · 69 citations
An Asset Allocation Puzzle: Comment
Isabelle Bajeux‐Besnainou, James V. Jordan, Roland Portait · American Economic Review · 2001 · 62 citations
Asset Allocation, Portfolio Management, Asset Allocation Puzzle +18
DYNAMIC SPANNING: ARE OPTIONS AN APPROPRIATE INSTRUMENT?<sup>1</sup>
Isabelle Bajeux‐Besnainou, Jean‐Charles Rochet · Mathematical Finance · 1996 · 36 citations
Dynamic Spanning, Option Pricing, Economics +15
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