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Search: subject:"Structured portfolio"
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Structured portfolio
6
Ambiguity
3
Portfolio optimization
3
Portfolio selection
3
Portfolio-Management
3
Theorie
3
Theory
3
Decision under uncertainty
2
Entscheidung unter Unsicherheit
2
Performance measure
2
Risikoaversion
2
Risk aversion
2
SharpeOmega ratio
2
Anlageverhalten
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Behavioural finance
1
Betriebliche Kennzahl
1
Financial analysis
1
Financial investment
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Financial ratio
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Finanzanalyse
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Kapitalanlage
1
Kappa measure
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Mathematical programming
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Mathematische Optimierung
1
Measurement
1
Messung
1
Multiple assets
1
Optimal positioning
1
Performance measurement
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Performance-Messung
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Sharpe-Omega ratio
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performance measure
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Prigent, Jean-Luc
4
Hentati-Kaffel, Rania
2
Abbes, Mouna Boujelbène
1
Ameur, H. Ben
1
Ben Ameur, H.
1
Ben Ameur, Hachmi
1
Hentati, Rania
1
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1
Triki, Emna
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Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
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ECONIS (ZBW)
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1
Optimal portfolio positioning on multiple assets under ambiguity
Ben Ameur, Hachmi
;
Abbes, Mouna Boujelbène
;
Prigent, …
- In:
Computational economics
56
(
2020
)
1
,
pp. 21-57
Persistent link: https://www.econbiz.de/10012272015
Saved in:
2
Structured
portfolio
analysis under SharpeOmega ratio
Hentati, Rania
;
Prigent, Jean-Luc
-
HAL
-
2012
optimal
structured
portfolio
is not necessarily increasing and concave. We also discuss about the interest of the asset …
Persistent link: https://www.econbiz.de/10011026161
Saved in:
3
Structured
portfolio
analysis under SharpeOmega ratio.
Hentati-Kaffel, Rania
;
Prigent, Jean-Luc
-
Centre d'Économie de la Sorbonne, Université Paris 1 …
-
2012
the optimal
structured
portfolio
is not necessarily increasing and concave. We also discuss about the interest of the …
Persistent link: https://www.econbiz.de/10009421809
Saved in:
4
Structured products under generalized kappa ratio
Hentati-Kaffel, Rania
- In:
Economic modelling
58
(
2016
),
pp. 599-614
Persistent link: https://www.econbiz.de/10011647933
Saved in:
5
Optimal portfolio positioning under ambiguity
Ameur, H. Ben
;
Prigent, J.L.
- In:
Economic Modelling
34
(
2013
)
C
,
pp. 89-97
findings have practical applications in
structured
portfolio
management. Indeed, it is important to take account of uncertainty …
Persistent link: https://www.econbiz.de/10010709342
Saved in:
6
Optimal portfolio positioning under ambiguity
Ben Ameur, H.
;
Prigent, Jean-Luc
- In:
Economic modelling
34
(
2013
),
pp. 89-97
Persistent link: https://www.econbiz.de/10010361938
Saved in:
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