Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Fabozzi, Frank J."
~person:"Prigent, Jean-Luc"
~subject:"Portfolio selection"
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
Model-free CPPI
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Theorie
295
Theory
293
Portfolio-Management
272
USA
66
United States
63
Anleihe
59
Bond
58
CAPM
50
Finanzanalyse
48
Risikomanagement
47
Risk management
45
Portfoliomanagement
43
Financial analysis
42
Derivat
35
Derivative
35
Risiko
35
Welt
35
Statistische Verteilung
34
World
34
Statistical distribution
33
Capital income
32
Kapitaleinkommen
32
Risk
31
Kapitalanlage
30
Risikomaß
29
Risk measure
28
Option pricing theory
26
Optionspreistheorie
26
Schätzung
25
Estimation
24
Stochastic process
24
Stochastischer Prozess
24
Volatilität
24
Volatility
23
Financial market
22
Finanzmarkt
22
Festverzinsliches Wertpapier
21
Financial investment
20
Finanzmathematik
17
more ...
less ...
Online availability
All
Undetermined
55
Free
18
Type of publication
All
Article
151
Book / Working Paper
120
Type of publication (narrower categories)
All
Article in journal
107
Aufsatz in Zeitschrift
107
Aufsatz im Buch
36
Book section
36
Collection of articles of several authors
26
Sammelwerk
26
Lehrbuch
19
Textbook
18
Handbook
16
Handbuch
16
Aufsatzsammlung
7
Mehrbändiges Werk
2
Multi-volume publication
2
Arbeitspapier
1
Bibliografie
1
Conference paper
1
Glossar enthalten
1
Glossary included
1
Graue Literatur
1
Interview
1
Konferenzbeitrag
1
Konferenzschrift
1
Non-commercial literature
1
Working Paper
1
more ...
less ...
Language
All
English
269
French
1
Undetermined
1
Author
All
Fabozzi, Frank J.
Prigent, Jean-Luc
Maurer, Raimond
118
Mitchell, Olivia S.
114
Guidolin, Massimo
92
Platen, Eckhard
91
Campbell, John Y.
78
Satchell, Stephen
77
Lo, Andrew W.
73
McAleer, Michael
73
Ang, Andrew
69
Gollier, Christian
68
Kraft, Holger
63
Uppal, Raman
63
Hens, Thorsten
61
Korn, Ralf
56
Wong, Wing Keung
55
Bodie, Zvi
53
Viceira, Luis M.
53
Li, Duan
52
Markowitz, Harry
51
Stambaugh, Robert F.
51
Zaremba, Adam
51
Blake, David
50
Levy, Haim
50
Schenk-Hoppé, Klaus Reiner
50
Weber, Martin
48
Wermers, Russ
47
Post, Thierry
46
Zhou, Guofu
46
Pedersen, Lasse Heje
45
Lucas, André
44
Zagst, Rudi
44
Kelly, Bryan T.
43
Poterba, James M.
43
Vanduffel, Steven
43
Hammoudeh, Shawkat
42
Warnock, Francis E.
42
Račev, Svetlozar T.
41
Agarwal, Vikas
40
more ...
less ...
Institution
All
Frank J. Fabozzi Associates <New Hope, Pa.>
14
Association for Investment Management and Research
2
Published in...
All
The Frank J. Fabozzi series
27
The journal of portfolio management : JPM
9
The theory and practice of investment management
9
Applied economics
7
European journal of operational research : EJOR
7
International journal of business
7
Investment management and financial management
7
The journal of portfolio management : a publication of Institutional Investor
7
Valuation, financial modeling, and quantitative tools
7
Frank J. Fabozzi series
6
Journal of banking & finance
6
The handbook of fixed income securities
6
Economic modelling
5
Finance : revue de l'Association Française de Finance
5
Frank J. Fabozzi Ser
5
International journal of theoretical and applied finance
5
Financial markets and instruments
4
Wiley finance
4
Annals of operations research
3
Computational economics
3
Journal of economic dynamics & control
3
The journal of asset management
3
The journal of fixed income
3
The journal of fixed income : JFI
3
29th International Conference of the French Finance Association (AFFI) 2012
2
Always learning
2
Analytical models for financial modeling and risk management
2
Applied financial economics letters
2
Finance research letters
2
Frank J. Fabozzi Series
2
International review of financial analysis
2
Journal / The Capco Institute : journal of financial transformation
2
Journal of international money and finance
2
Operations research models in banking management
2
Quantitative fund management
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The journal of asset management : a major new, international quarterly journal for the financial community
2
A Probus guide to world markets
1
Advanced bond portfolio management : best practices in modeling and strategies
1
Applied economics letters
1
more ...
less ...
Source
All
ECONIS (ZBW)
270
RePEc
1
Showing
1
-
10
of
271
Sort
Relevance
Date (newest first)
Date (oldest first)
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
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:
3
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:
4
A dynamic autoregressive expectile for time-invariant portfolio protection strategies
Hamidi, Benjamin
;
Maillet, Bertrand
;
Prigent, Jean-Luc
- In:
Journal of economic dynamics & control
46
(
2014
),
pp. 1-29
Persistent link: https://www.econbiz.de/10010474410
Saved in:
5
Deciphering robust portfolios
Kim, Woo Chang
;
Kim, Jang Ho
;
Fabozzi, Frank J.
- In:
Journal of banking & finance
45
(
2014
),
pp. 1-8
Persistent link: https://www.econbiz.de/10010466688
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:
7
Structured Portfolio Management Under Ambiguity
Prigent, Jean-Luc
-
2012
ambiguity framework. We analyze some of these products with respect to investor's attitude towards
risk
, including ambiguity …
Persistent link: https://www.econbiz.de/10013114764
Saved in:
8
Diversification versus optimality : is there really a diversification puzzle?
Ortobelli Lozza, Sergio
;
Wong, Wing Keung
;
Fabozzi, Frank J.
- In:
Applied economics
50
(
2018
)
43
,
pp. 4671-4693
Persistent link: https://www.econbiz.de/10012061607
Saved in:
9
Real estate investment : market volatility and optimal holding period under
risk
aversion
Amédée-Manesme, Charles-Olivier
;
Barthélémy, Fabrice
; …
- In:
Economic modelling
58
(
2016
),
pp. 543-555
Persistent link: https://www.econbiz.de/10011647530
Saved in:
10
Multi-factor equity
risk
models
Fabozzi, Frank J.
;
Jones, Frank Joseph
;
Vardharaj, Raman
- In:
The theory and practice of investment management
,
(pp. 343-372)
.
2002
Persistent link: https://www.econbiz.de/10001730001
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
