| Mean–variance efficiency with extended CIR interest rates R Ferland, F Watier Applied Stochastic Models in Business and Industry 26 (1), 71-84, 2010 | 25 | 2010 |
| FBSDE approach to utility portfolio selection in a market with random parameters R Ferland, F Watier Statistics & Probability Letters 78 (4), 426-434, 2008 | 13 | 2008 |
| On an optimal multivariate multiperiod mean-variance portfolio J Vaillancourt, F Watier Mathematical Reports of the Academy of Sciences 27 (3), 92, 2005 | 4 | 2005 |
| Goal achieving probabilities of constrained mean-variance strategies A Scott, F Watier Statistics & Probability Letters 81 (8), 1021-1026, 2011 | 3 | 2011 |
| Bounds for goal achieving probabilities of mean-variance strategies with a no bankruptcy constraint A Scott, F Watier Applied Mathematics 3 (12), 2022, 2012 | 2 | 2012 |
| First-passage Time Estimation of Diffusion Processes through Time-Varying Boundaries with an Application in Finance I Allab, F Watier International Journal of Statistics and Probability 6 (1), 59, 2016 | 1 | 2016 |
| Goal achieving probabilities of cone‐constrained mean‐variance portfolios C Labbé, F Watier Applied Stochastic Models in Business and Industry 30 (5), 544-572, 2014 | 1 | 2014 |
| Switch-When-Safe Multiperiod Mean-Variance Strategies R Ferland, F Watier International Journal of Statistics and Probability 2 (2), 59-66, 2013 | | 2013 |
