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Portfolio insurance : gap risi...
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110
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22
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20
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17
Renault, Olivier
14
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7
Clark, Ephraim
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ECONIS (ZBW)
108
RePEc
10
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4
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2
Other ZBW resources
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1
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:
2
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:
3
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:
4
Risk management decisions and wealth management in financial economics
Ben-Ameur, Hatem
(
ed.
);
Clark, Ephraim
(
ed.
); …
-
International Finance Conference <8., 2015, Paris>
-
2018
Persistent link: https://www.econbiz.de/10011804953
Saved in:
5
Weak convergence of financial markets
Prigent, Jean-Luc
-
2003
Persistent link: https://www.econbiz.de/10001704709
Saved in:
6
Portfolio optimization and performance analysis
Prigent, Jean-Luc
-
2007
Persistent link: https://www.econbiz.de/10003355187
Saved in:
7
An empirical investigation in credit spread indices
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
2000
Persistent link: https://www.econbiz.de/10001533313
Saved in:
8
An autoregressive conditional binomial option pricing model
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
2000
Persistent link: https://www.econbiz.de/10001533318
Saved in:
9
Option pricing with discrete rebalancing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
1999
Persistent link: https://www.econbiz.de/10001430979
Saved in:
10
Convergence of discrete time option pricing models under stochastic interest rates
Lesne, Jean-Philippe
;
Prigent, Jean-Luc
;
Scaillet, Olivier
- In:
Finance and stochastics
4
(
2000
)
1
,
pp. 81-93
Persistent link: https://www.econbiz.de/10001487041
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