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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
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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
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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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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
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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
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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
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Discount Rates, Social Judgments, Individuals’ Risk Preferences, and Uncertainty
Kaplow, Louis; Weisbach, David A. - 2011
social value judgments and individuals’ risk preferences, the latter raising an empirical question about choices under …, raises further complications regarding the relationship between social judgments and individuals’ risk preferences …
Persistent link: https://www.econbiz.de/10014179557
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Risk management decisions and value under uncertainty
Barone-Adesi, Giovanni; Clark, Ephraim; Prigent, Jean-Luc - In: Risk management decisions and value under uncertainty, (pp. 603-604). 2022
Persistent link: https://www.econbiz.de/10013341955
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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
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Crises and Uncertainty in the Economy
Ben Ameur, Hachmi (ed.); Ftiti, Zied (ed.);  … - 2022
Monetary Union -- 3. Macroeconomic-Financial Policies And Climate Change Nexus: Theory & Practices -- 4. Exchange Market … the Literature -- 12. How Accurate Are Risk Models During COVID-19 Pandemic Period? -- 13. What Does Matter The Climate … Change Risk On Agriculture Adaptation: Evidence From Southern Mediterranean Country. …
Persistent link: https://www.econbiz.de/10013503483