Essec\Faculty\Model\Contribution {#2216
  #_index: "academ_contributions"
  #_id: "1414"
  #_source: array:26 [
    "id" => "1414"
    "slug" => "investment-and-hedging-under-a-stochastic-yield-curve"
    "yearMonth" => "1993-01"
    "year" => "1993"
    "title" => "Investment and Hedging under a Stochastic Yield Curve"
    "description" => "PONCET, P. et PORTAIT, R. (1993). Investment and Hedging under a Stochastic Yield Curve. <i>European Economic Review</i>, pp. 1127-1147."
    "authors" => array:2 [
      0 => array:3 [
        "name" => "PONCET Patrice"
        "bid" => "B00000430"
        "slug" => "poncet-patrice"
      ]
      1 => array:1 [
        "name" => "PORTAIT Roland"
      ]
    ]
    "ouvrage" => ""
    "keywords" => []
    "updatedAt" => "2020-12-17 17:55:06"
    "publicationUrl" => null
    "publicationInfo" => array:3 [
      "pages" => "1127-1147"
      "volume" => null
      "number" => null
    ]
    "type" => array:2 [
      "fr" => "Articles"
      "en" => "Journal articles"
    ]
    "support_type" => array:2 [
      "fr" => "Revue scientifique"
      "en" => "Scientific journal"
    ]
    "countries" => array:2 [
      "fr" => null
      "en" => null
    ]
    "abstract" => array:2 [
      "fr" => "Construction de portefeuilles optimaux impliquant actions et obligations sous une gamme de taux à deux facteurs, sans contraintes et avec contraintes plus Futures."
      "en" => "This paper determines optimal portfolios involving both fixed and non-fixed income securities under a 2-state variable yield curve, without constraints and with constraints plus Futures."
    ]
    "authors_fields" => array:2 [
      "fr" => "Finance"
      "en" => "Finance"
    ]
    "indexedAt" => "2024-11-15T07:21:49.000Z"
    "docTitle" => "Investment and Hedging under a Stochastic Yield Curve"
    "docSurtitle" => "Journal articles"
    "authorNames" => "<a href="/cv/poncet-patrice">PONCET Patrice</a>, PORTAIT Roland"
    "docDescription" => "<span class="document-property-authors">PONCET Patrice, PORTAIT Roland</span><br><span class="document-property-authors_fields">Finance</span> | <span class="document-property-year">1993</span>"
    "keywordList" => ""
    "docPreview" => "<b>Investment and Hedging under a Stochastic Yield Curve</b><br><span>1993-01 | Journal articles </span>"
    "docType" => "research"
    "publicationLink" => "<a href="#" target="_blank">Investment and Hedging under a Stochastic Yield Curve</a>"
  ]
  +lang: "en"
  +"_type": "_doc"
  +"_score": 8.947243
  +"parent": null
}