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~person:"Prigent, Jean-Luc"
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Prigent, Jean-Luc
Fabozzi, Frank J.
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Decision making and risk/return optimization in financial economics
1
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
1
Risk management decisions and value under uncertainty
1
Risk management decisions and wealth management in financial economics
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ECONIS (ZBW)
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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
Saved in:
2
Mixed-asset portfolio allocation under mean-reverting asset returns
Amédée-Manesme, Charles-Olivier
;
Barthélémy, Fabrice
; …
- In:
Decision making and risk/return optimization in …
,
(pp. 65-98)
.
2019
Persistent link: https://www.econbiz.de/10012127933
Saved in:
3
On the
robustness
of portfolio allocation under copula misspecification
Ben Saida, Abdallah
;
Prigent, Jean-Luc
- In:
Risk management decisions and wealth management in …
,
(pp. 631-652)
.
2018
Persistent link: https://www.econbiz.de/10011871693
Saved in:
4
An autoregressive conditional binominal option pricing model
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
- In:
Mathematical finance - Bachelier Congress, 2000 : …
,
(pp. 353-373)
.
2002
Persistent link: https://www.econbiz.de/10001679460
Saved in:
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