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~person:"Prigent, Jean-Luc"
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46
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Prigent, Jean-Luc
Fabozzi, Frank J.
262
Maurer, Raimond
126
Mitchell, Olivia S.
114
Guidolin, Massimo
93
Platen, Eckhard
92
Satchell, Stephen
81
Lo, Andrew W.
80
Campbell, John Y.
79
McAleer, Michael
73
Ang, Andrew
70
Gollier, Christian
70
Hens, Thorsten
69
Uppal, Raman
69
Kraft, Holger
64
Bodie, Zvi
61
Schenk-Hoppé, Klaus Reiner
58
Korn, Ralf
57
Williamson, Oliver E.
57
Markowitz, Harry
56
Blake, David
54
Viceira, Luis M.
54
Wong, Wing Keung
54
Zaremba, Adam
54
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51
Stambaugh, Robert F.
51
Weber, Martin
51
Wermers, Russ
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49
Evstigneev, Igor V.
48
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48
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48
Guasoni, Paolo
47
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47
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47
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46
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46
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International journal of business
7
Economic modelling
5
Finance : revue de l'Association Française de Finance
5
European journal of operational research : EJOR
3
29th International Conference of the French Finance Association (AFFI) 2012
2
Chapman & Hall/CRC financial mathematics series
2
Computational economics
2
Journal of banking & finance
2
Annals of operations research
1
Decision making and risk/return optimization in financial economics
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International Conference of the French Finance Association (AFFI), May 11-13, 2011
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ECONIS (ZBW)
46
USB Cologne (EcoSocSci)
2
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1
Constant proportion portfolio insurance effectiveness under transaction costs
Mkaouar, Farid
;
Prigent, Jean-Luc
- In:
International journal of business
15
(
2010
)
3
,
pp. 243-253
Persistent link: https://www.econbiz.de/10003993681
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
A diffusion model for long-term optimization in the presence of stochastic interest and inflation rates
Mkaouar, Farid
;
Prigent, Jean-Luc
;
Abid, Ilyes
- In:
Computational economics
54
(
2019
)
1
,
pp. 367-417
Persistent link: https://www.econbiz.de/10012134192
Saved in:
4
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
Saved in:
5
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:
6
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:
7
Optimal positioning in financial derivatives under mixture distributions
Hentati-Kaffel, R.
;
Prigent, Jean-Luc
- In:
Economic modelling
52
(
2016
),
pp. 115-124
Persistent link: https://www.econbiz.de/10011645569
Saved in:
8
Equilibrium of financial derivative markets under portfolio insurance constraints
Bertrand, Philippe
;
Prigent, Jean-Luc
- In:
Economic modelling
52
(
2016
),
pp. 278-291
Persistent link: https://www.econbiz.de/10011645654
Saved in:
9
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:
10
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:
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