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~isPartOf:"European journal of operational research : EJOR"
~person:"Albrecht, Peter"
~person:"Levy, Haim"
~person:"Prigent, Jean-Luc"
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Albrecht, Peter
Levy, Haim
Prigent, Jean-Luc
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European journal of operational research : EJOR
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Sonderforschungsbereich 504, Rationalitätskonzepte, Entscheidungsverhalten und Ökonomische Modellierung
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German Risk and Insurance Review ; 1 (2005), S. 21-152
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On the optimality of path-dependent structured funds : the cost of standardization
Bertrand, Philippe
;
Prigent, Jean-Luc
- In:
European journal of operational research : EJOR
277
(
2019
)
1
,
pp. 333-350
Persistent link: https://www.econbiz.de/10012015036
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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
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The benefits of differential variance-based constraints in portfolio optimization
Levy, Haim
;
Levy, Moshe
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 372-381
Persistent link: https://www.econbiz.de/10010356754
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4
Portfolio insurance : gap rising under conditional multiples
Ameur, H. Ben
;
Prigent, Jean-Luc
- In:
European journal of operational research : EJOR
236
(
2014
)
1
,
pp. 238-253
Persistent link: https://www.econbiz.de/10010361725
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