Pascal Maenhout

Pascal Maenhout

INSEAD Business School - Fontainebleau / France
Others
AD Scientific Index ID: 1662382
INSEAD Ecole de Commerce
person_outline Pascal Maenhout's MOST POPULAR ARTICLES
1-) Consumption and portfolio choice over the life cycleJF Cocco, FJ Gomes, PJ MaenhoutThe Review of Financial Studies 18 (2), 491-533, 200517042005
2-) Robust portfolio rules and asset pricingPJ MaenhoutReview of financial studies 17 (4), 951-983, 20047922004
3-) The price of correlation risk: Evidence from equity optionsJ Driessen, PJ Maenhout, G VilkovThe Journal of Finance 64 (3), 1377-1406, 20094692009
4-) Individual stock-option prices and credit spreadsM Cremers, J Driessen, P Maenhout, D WeinbaumJournal of Banking & Finance 32 (12), 2706-2715, 20083742008
5-) Investing retirement wealth: A life-cycle modelJY Campbell, JF Cocco, FJ Gomes, PJ MaenhoutRisk aspects of investment-based Social Security reform, 439-482, 20013512001