Optimal benchmarking for active portfolio managers. - Abraham Lioui; Patrice Poncet (Eur. J. Oper. Res., 2013)

Understanding dynamic mean variance asset allocation. - Abraham Lioui; Patrice Poncet (Eur. J. Oper. Res., 2016)

Long horizon predictability: An asset allocation perspective. - Abraham Lioui; Patrice Poncet (Eur. J. Oper. Res., 2019)