Lazrak, Ali; Zapatero, Fernando Efficient consumption set under recursive utility and unknown beliefs. (English) Zbl 1180.91322 J. Math. Econ. 40, No. 1-2, 207-226 (2004). MSC: 91G80 60H30 91B16 PDFBibTeX XMLCite \textit{A. Lazrak} and \textit{F. Zapatero}, J. Math. Econ. 40, No. 1--2, 207--226 (2004; Zbl 1180.91322) Full Text: DOI
Cvitanić, J.; Lazrak, A.; Martellini, L.; Zapatero, F. Optimal allocation to hedge funds: an empirical analysis. (English) Zbl 1405.91543 Quant. Finance 3, No. 1, 28-39 (2003). MSC: 91G10 PDFBibTeX XMLCite \textit{J. Cvitanić} et al., Quant. Finance 3, No. 1, 28--39 (2003; Zbl 1405.91543) Full Text: DOI
Cvitanić, Jaksa; Lazrak, Ali; Quenez, Marie Claire; Zapatero, Fernando Incomplete information with recursive preferences. (English) Zbl 1154.91540 Int. J. Theor. Appl. Finance 4, No. 2, 245-261 (2001). MSC: 91B44 PDFBibTeX XMLCite \textit{J. Cvitanić} et al., Int. J. Theor. Appl. Finance 4, No. 2, 245--261 (2001; Zbl 1154.91540) Full Text: DOI