Essec\Faculty\Model\Contribution {#2216
  #_index: "academ_contributions"
  #_id: "8093"
  #_source: array:26 [
    "id" => "8093"
    "slug" => "investment-and-hedging-under-a-stochastic-yield-curve-a-two-state-variable-multi-factor-model"
    "yearMonth" => "1993-03"
    "year" => "1993"
    "title" => "Investment and Hedging under a Stochastic Yield Curve : A Two-state-variable, Multi-factor Model"
    "description" => "PONCET, P. et PORTAIT, R. (1993). <i>Investment and Hedging under a Stochastic Yield Curve : A Two-state-variable, Multi-factor Model</i>. ESSEC Business School."
    "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 21:00:33"
    "publicationUrl" => null
    "publicationInfo" => array:3 [
      "pages" => null
      "volume" => null
      "number" => null
    ]
    "type" => array:2 [
      "fr" => "Documents de travail"
      "en" => "Working Papers"
    ]
    "support_type" => array:2 [
      "fr" => "Editeur"
      "en" => "Publisher"
    ]
    "countries" => array:2 [
      "fr" => null
      "en" => null
    ]
    "abstract" => array:2 [
      "fr" => "Optimisation de portefeuille impliquant titres à revenus fixes, actions et futures dans un contexte où les taux d'intérêt dépendent de deux facteurs et des contraintes pèsent sur la position en obligations."
      "en" => "Portfolio optimisation involving bonds, stocks and futures when two factors drive the yield curve and constraints may be imposed on the bond position."
    ]
    "authors_fields" => array:2 [
      "fr" => "Finance"
      "en" => "Finance"
    ]
    "indexedAt" => "2024-11-15T07:21:49.000Z"
    "docTitle" => "Investment and Hedging under a Stochastic Yield Curve : A Two-state-variable, Multi-factor Model"
    "docSurtitle" => "Working Papers"
    "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 : A Two-state-variable, Multi-factor Model</b><br><span>1993-03 | Working Papers </span>"
    "docType" => "research"
    "publicationLink" => "<a href="#" target="_blank">Investment and Hedging under a Stochastic Yield Curve : A Two-state-variable, Multi-factor Model</a>"
  ]
  +lang: "en"
  +"_type": "_doc"
  +"_score": 8.947243
  +"parent": null
}