Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"restricted"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Portfolio insurance : gap risi...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
21
Theory
21
Portfolio selection
20
Portfolio-Management
20
Risk management
10
Risikomanagement
9
Option pricing theory
6
Optionspreistheorie
6
Stochastic process
6
Stochastischer Prozess
6
Dynamic programming
5
Dynamische Optimierung
5
Hedging
5
Portfolio optimization
5
Capital income
4
Capital structure
4
Financial crisis
4
Financial market
4
Finanzkrise
4
Finanzmarkt
4
Interest rate
4
Kapitaleinkommen
4
Kapitalstruktur
4
Portfolio insurance
4
Risiko
4
Risk
4
Volatility
4
Volatilität
4
Zins
4
Ambiguity
3
Anlageverhalten
3
Behavioural finance
3
CPPI
3
Derivat
3
Derivative
3
Estimation
3
Nachhaltige Kapitalanlage
3
Risikoaversion
3
Risk aversion
3
Schätzung
3
more ...
less ...
Online availability
All
Undetermined
Free
65
CC license
1
Type of publication
All
Article
46
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
25
Aufsatz in Zeitschrift
25
Aufsatz im Buch
7
Book section
7
Aufsatzsammlung
3
Konferenzschrift
1
Language
All
English
39
Undetermined
11
Author
All
Prigent, Jean-Luc
38
Ben-Ameur, Hatem
9
Bertrand, Philippe
7
Ftiti, Zied
5
Ben Ameur, Hachmi
4
Clark, Ephraim
4
Abid, Ilyes
3
Barthélémy, Fabrice
3
Chérif, Rim
3
Ameur, H. Ben
2
Amédée-Manesme, Charles-Olivier
2
Ayadi, Mohamed
2
Barone-Adesi, Giovanni
2
Cherrat, Hamza
2
Fakhfakh, Tarek
2
Letifi, N.
2
Mkaouar, Farid
2
Prigent, J.L.
2
Rémillard, Bruno N.
2
Abbes, Mouna Boujelbène
1
Adam, Alexandre
1
AitSahlia, Farid
1
Arouri, M. E.
1
Ayadi, Mohamed A.
1
Bellalah, Makram
1
Bellalah, Mondher
1
Ben Amar, Amine
1
Ben Ameur, H.
1
Ben Ayed, Myriam
1
Ben Saida, Abdallah
1
Ben Slimane, Ikrame
1
Ben-Abdellatif, Malek
1
Bouaskera, O.
1
Boujelbene, Nadia Belkhir
1
Bouri, Abdelfatteh
1
Boussada, Haifa
1
Channouf, Nabil
1
Erkan, Bünyamin
1
Hachicha, Néjib
1
Hamidi, Benjamin
1
more ...
less ...
Published in...
All
Computational economics
7
Economic modelling
6
Decision making and risk/return optimization in financial economics
3
European journal of operational research : EJOR
3
Economic Modelling
2
Finance : revue de l'Association Française de Finance
2
Journal of Banking & Finance
2
Risk management decisions and value under uncertainty
2
Risk management decisions and wealth management in financial economics
2
Annals of operations research
1
Applied Economics
1
Applied economics
1
Economic Inquiry
1
European Journal of Operational Research
1
International Journal of Managerial and Financial Accounting
1
International journal of entrepreneurship and small business : IJESB
1
International review of financial analysis
1
Journal of Economic Dynamics and Control
1
Journal of Empirical Finance
1
Journal of economic behavior & organization
1
Journal of financial services research : JFSR
1
Journal of mathematical finance
1
Journal of risk
1
Journal of risk : JOR
1
Nonlinear modeling of economic and financial time-series
1
Recent developments in alternative finance : empirical assessments and economic implications
1
Review of derivatives research
1
The Geneva Risk and Insurance Review
1
The Journal of Real Estate Finance and Economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
38
RePEc
11
Other ZBW resources
1
Showing
1
-
10
of
50
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Risk management of time varying floors for dynamic portfolio insurance
Ben-Ameur, Hatem
;
Prigent, Jean-Luc
- In:
European journal of operational research : EJOR
269
(
2018
)
1
,
pp. 363-381
Persistent link: https://www.econbiz.de/10011864356
Saved in:
2
Preface: Risk management decisions and wealth management in financial economics
Ben-Ameur, Hatem
;
Clark, Ephraim
;
Palma, André de
; …
- In:
Risk management decisions and wealth management in …
,
(pp. 239-240)
.
2018
Persistent link: https://www.econbiz.de/10011871621
Saved in:
3
On the sovereign debt crisis : sovereign credit default swaps and their interaction with stock market indices
Boussada, Haifa
;
Prigent, Jean-Luc
;
Soumare, Ibrahima
- In:
Applied economics
55
(
2023
)
1
,
pp. 20-42
Persistent link: https://www.econbiz.de/10013494390
Saved in:
4
Special issue: crisis and risk management : recent developments in computational economics
Ftiti, Zied
(
ed.
);
Prigent, Jean-Luc
(
ed.
)
-
2023
Persistent link: https://www.econbiz.de/10014382722
Saved in:
5
Crisis and risk management : recent developments in computational economics
Ftiti, Zied
;
Prigent, Jean-Luc
- In:
Computational economics
62
(
2023
)
2
,
pp. 487-491
Persistent link: https://www.econbiz.de/10014382726
Saved in:
6
On the hedging of interest rate margins on bank demand deposits
Cherrat, Hamza
;
Prigent, Jean-Luc
- In:
Computational economics
62
(
2023
)
3
,
pp. 935-967
Persistent link: https://www.econbiz.de/10014382850
Saved in:
7
Optimal portfolio allocation with long-short strategies : application to factor investing
Bertrand, Philippe
;
Prigent, Jean-Luc
- In:
Finance : revue de l'Association Française de Finance
45
(
2024
)
3
,
pp. 81-113
Persistent link: https://www.econbiz.de/10015173853
Saved in:
8
On the stochastic dominance of portfolio insurance strategies
Maalej, Hela
;
Prigent, Jean-Luc
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 14-27
Persistent link: https://www.econbiz.de/10011542992
Saved in:
9
Optimal positioning in financial derivatives under mixture distributions
Hentati-Kaffel, R.
;
Prigent, Jean-Luc
- In:
Economic modelling
52
(
2016
),
pp. 115-124
Persistent link: https://www.econbiz.de/10011645569
Saved in:
10
Equilibrium of financial derivative markets under portfolio insurance constraints
Bertrand, Philippe
;
Prigent, Jean-Luc
- In:
Economic modelling
52
(
2016
),
pp. 278-291
Persistent link: https://www.econbiz.de/10011645654
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
