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Portfolio insurance : gap risi...
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Theorie
56
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56
Portfolio-Management
55
Portfolio selection
54
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27
Option pricing theory
26
Risikomanagement
18
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16
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English
130
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75
French
4
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1
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Prigent, Jean-Luc
165
Bertrand, Philippe
36
Scaillet, Olivier
26
Renault, Olivier
18
Ben-Ameur, Hatem
17
Prigent, J.-L.
11
Scaillet, O.
10
Hamidi, Benjamin
9
Maillet, Bertrand
8
Barthélémy, Fabrice
7
Chérif, Rim
7
Clark, Ephraim
7
Hentati, Rania
6
Naguez, Naceur
6
Ben Ameur, Hachmi
5
Ben-Abdellatif, Malek
5
Bouri, Abdelfatteh
5
Fakhfakh, Tarek
5
Ftiti, Zied
5
Lesne, Jean-Philippe
5
Palma, André de
5
Barone-Adesi, Giovanni
4
Bellalah, Mondher
4
Bouasker, Olfa
4
Mkaouar, Farid
4
PRIGENT, Jean-Luc
4
Prigent, J. L.
4
Prigent, Jean-luc
4
Renault, O.
4
Abid, Ilyes
3
Ameur, H. Ben
3
Ben Ameur, H.
3
Boujelbene, Nadia Belkhir
3
Jawadi, F.
3
Jawadi, N.
3
Lesne, J.-P.
3
Letifi, N.
3
Louhichi, W.
3
Tahar, Fabrice
3
de Palma, André
3
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Institut de Préparation à l'Administration et à la Gestion (IPAG)
13
HAL
8
Théorie Économique, Modélisation, Application (THEMA), Université de Cergy-Pontoise
7
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
2
Financial Markets Group
2
Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain
2
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1
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1
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1
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1
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1
National Centre of Competence in Research North South <Bern>
1
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1
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Finance : revue de l'Association Française de Finance
13
International journal of business
13
Working Papers / Institut de Préparation à l'Administration et à la Gestion (IPAG)
13
Economic modelling
8
Computational economics
7
THEMA Working Papers
7
Annals of operations research
6
Journal of banking & finance
5
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5
Série des documents de travail / Centre de Recherche en Économie et Statistique
4
Applied economics
3
Decision making and risk/return optimization in financial economics
3
Discussion paper
3
European journal of operational research : EJOR
3
Les cahiers du GERAD
3
The journal of futures markets
3
29th International Conference of the French Finance Association (AFFI) 2012
2
Arbeitspapiere
2
Chapman & Hall/CRC financial mathematics series
2
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2
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2
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2
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2
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2
Finance and stochastics
2
International Center for Financial Asset Management and Engineering (FAME) - Research Paper Series
2
International Conference of the French Finance Association (AFFI), May 11-13, 2011
2
International Journal of Academic Research in Accounting, Finance and Management Sciences
2
International journal of managerial and financial accounting
2
Journal of Banking & Finance
2
Journal of empirical finance
2
Nonlinear modeling of economic and financial time-series
2
Research paper / International Center for Financial Asset Management and Engineering
2
Risk management decisions and value under uncertainty
2
Risk management decisions and wealth management in financial economics
2
The Geneva risk and insurance review
2
The journal of real estate finance and economics
2
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
2
Applied Economics
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Source
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ECONIS (ZBW)
124
RePEc
57
OLC EcoSci
21
USB Cologne (business full texts)
4
USB Cologne (EcoSocSci)
3
Other ZBW resources
1
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11
Convergence of discrete time option pricing models under stochastic interest rates
Lesne, Jean-Philippe
;
Prigent, Jean-Luc
;
Scaillet, Olivier
- In:
Finance and stochastics
4
(
2000
)
1
,
pp. 81-93
Persistent link: https://www.econbiz.de/10001487041
Saved in:
12
Convergence of discrete time option pricing models under stochastic interest rates
Lesne, Jean-Philippe
;
Prigent, Jean-Luc
;
Scaillet, Olivier
-
1998
Persistent link: https://www.econbiz.de/10000997340
Saved in:
13
An empirical investigation in credit spread indices
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
2000
Persistent link: https://www.econbiz.de/10001572485
Saved in:
14
Lookback and barrier options : a comparison between black-scholes and ABC pricing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
- In:
Finance : revue de l'Association Française de Finance
20
(
1999
)
2
,
pp. 143-152
Persistent link: https://www.econbiz.de/10001544338
Saved in:
15
A general subordinated stochastic process for derivatives pricing
Lesne, J. L.
;
Prigent, Jean-Luc
- In:
International journal of theoretical and applied finance
4
(
2001
)
1
,
pp. 121-146
Persistent link: https://www.econbiz.de/10001554222
Saved in:
16
An empirical investigation in credit spread indices
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
2000
Persistent link: https://www.econbiz.de/10001604303
Saved in:
17
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
Saved in:
18
A note on the valuation of an exotic timing option
Bellalah, Mondher
- In:
The journal of futures markets
17
(
1997
)
4
,
pp. 483-487
Persistent link: https://www.econbiz.de/10001221098
Saved in:
19
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
Saved in:
20
Option pricing with discrete rebalancing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
2002
Persistent link: https://www.econbiz.de/10001707061
Saved in:
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