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Portfolio insurance : gap risi...
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Theorie
56
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56
Portfolio-Management
55
Portfolio selection
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27
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26
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18
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16
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English
130
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75
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4
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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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13
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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
National Centre of Competence in Research North South <Bern>
1
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1
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13
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13
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13
Economic modelling
8
Computational economics
7
THEMA Working Papers
7
Annals of operations research
6
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5
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5
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4
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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
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2
Chapman & Hall/CRC financial mathematics series
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
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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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31
Optimal portfolio allocation with long-short strategies : application to factor investing
Bertrand, Philippe
;
Prigent, Jean-Luc
- In:
Finance : revue de l'Association Française de Finance
45
(
2024
)
3
,
pp. 81-113
Persistent link: https://www.econbiz.de/10015173853
Saved in:
32
A note on risk aversion, prudence and portfolio insurance
Bertrand, Philippe
;
Prigent, Jean-Luc
- In:
The Geneva risk and insurance review
35
(
2010
)
1
,
pp. 81-92
Persistent link: https://www.econbiz.de/10008664051
Saved in:
33
Dynamic versus static optimization of hedge fund portfolios : the relevance of performance measures
Hentati, Rania
;
Kaffel, Ameur
;
Prigent, Jean-Luc
- In:
International journal of business
15
(
2010
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10003956604
Saved in:
34
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:
35
CPPI method with a conditional floor
Ameur, Hachmi Ben
;
Prigent, Jean-Luc
- In:
International journal of business
16
(
2011
)
3
,
pp. 218-230
Persistent link: https://www.econbiz.de/10009307957
Saved in:
36
Omega performance measure and portfolio insurance
Bertrand, Philippe
;
Prigent, Jean-Luc
- In:
Journal of banking & finance
35
(
2011
)
7
,
pp. 1811-1823
Persistent link: https://www.econbiz.de/10009247603
Saved in:
37
Analysis and comparison of leveraged ETFs and CPPI-type leveraged strategies
Bertrand, Philippe
;
Prigent, Jean-Luc
- In:
Finance : revue de l'Association Française de Finance
34
(
2013
)
1
,
pp. 73-116
Persistent link: https://www.econbiz.de/10009776161
Saved in:
38
Estimation of non-Gaussian returns : the hedge funds case
Naguez, Naceur
;
Prigent, Jean-Luc
- In:
Recent developments in alternative finance : empirical …
,
(pp. 247-272)
.
2012
Persistent link: https://www.econbiz.de/10009682737
Saved in:
39
Option pricing with discrete rebalancing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
1999
Persistent link: https://www.econbiz.de/10009758936
Saved in:
40
An autoregressive conditional binomial option pricing model
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
1999
Persistent link: https://www.econbiz.de/10009758937
Saved in:
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