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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

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

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

Weak convergence of financial markets

Prigent, Jean-Luc - 2003

Persistent link: https://www.econbiz.de/10001704709

Portfolio optimization and performance analysis

Prigent, Jean-Luc - 2007

Persistent link: https://www.econbiz.de/10003355187

Gestion de portefeuille avec garantie : l'allocation optimale en actifs dérivés

Bertrand, Philippe; Lesne, Jean-Philippe; Prigent, Jean-Luc - In: Finance : revue de l'Association Française de Finance 22 (2001) 1, pp. 7-35

Persistent link: https://www.econbiz.de/10001624292

Portfolio insurance : the extreme value approach to the CPPI method

Bertrand, Philippe; Prigent, Jean-Luc - In: Finance : revue de l'Association Française de Finance 23 (2002) 2, pp. 69-86

Persistent link: https://www.econbiz.de/10001702629

Portfolio insurance strategies : a comparison of standard methods when the volatility of the stock is stochastic

Bertrand, Philippe; Prigent, Jean-Luc - In: International journal of business 8 (2003) 4, pp. 461-472

Persistent link: https://www.econbiz.de/10002039315

Risk Management and Value : Valuation and Asset Pricing

Bellalah, Mondher - 2009

This book provides a comprehensive discussion of the issues related to risk, volatility, value and risk management. It includes a selection of the best papers presented at the Fourth International Finance Conference 2007, qualified by Professor James Heckman, the 2000 Nobel Prize Laureate in...

Persistent link: https://www.econbiz.de/10013156510

On the hedging of interest rate margins on bank demand deposits

Cherrat, Hamza; Prigent, Jean-Luc - In: Computational economics 62 (2023) 3, pp. 935-967

Persistent link: https://www.econbiz.de/10014382850