Concepedia

Roland Portait

RP

Statistics

Publications

7

Citations

379

H-Index

7

Active since

1993

Affiliations

École Supérieure des Sciences Économiques et Commerciales(Current)

CY Cergy Paris Université

George Washington University

Roland Portait is an author at École Supérieure des Sciences Économiques et Commerciales specializing in business, finance, and asset pricing.

Top concepts

Publications per year

1993–2011

7

Publications

7

Dynamic Asset Allocation in a Mean-Variance Framework

Isabelle Bajeux‐Besnainou, Roland Portait · Management Science · 1998 · 125 citations

, , +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

, , +18

Dynamic asset allocation with mean variance preferences and a solvency constraint

Pascal Nguyên, Roland Portait · Journal of Economic Dynamics and Control · 2002 · 21 citations

, , +14

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