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Portfolio insurance : gap risi...
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Theorie
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27
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English
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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
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Théorie Économique, Modélisation, Application (THEMA), Université de Cergy-Pontoise
7
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2
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1
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1
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International journal of business
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
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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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Chapman & Hall/CRC financial mathematics series
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International Conference of the French Finance Association (AFFI), May 11-13, 2011
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2
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2
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2
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2
Nonlinear modeling of economic and financial time-series
2
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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
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2
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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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51
Portfolio insurance strategies : OBPI versus CPPI
Bertrand, Philippe
;
Prigent, Jean-Luc
- In:
Finance : revue de l'Association Française de Finance
26
(
2005
)
1
,
pp. 5-32
Persistent link: https://www.econbiz.de/10003229682
Saved in:
52
Portfolio management with safety criteria in complete financial markets
Prigent, Jean-Luc
;
Toumi, Salwa
- In:
International journal of business
10
(
2005
)
3
,
pp. 233-250
Persistent link: https://www.econbiz.de/10003176568
Saved in:
53
Utilitarianism and fairness in portfolio positioning
Palma, André de
;
Prigent, Jean-Luc
- In:
Journal of banking & finance
32
(
2008
)
8
,
pp. 1648-1660
Persistent link: https://www.econbiz.de/10003749402
Saved in:
54
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:
55
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:
56
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:
57
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:
58
Optimal funding and hiring/firing policies with mean reverting demand
Bouaskera, O.
;
Letifi, N.
;
Prigent, Jean-Luc
- In:
Economic modelling
58
(
2016
),
pp. 569-579
Persistent link: https://www.econbiz.de/10011647565
Saved in:
59
Long-term investment with stochastic interest and inflation rates : the need for inflation-indexed bonds
Mkaouar, Farid
;
Prigent, Jean-Luc
;
Abid, Ilyes
- In:
Economic modelling
67
(
2017
),
pp. 228-247
Persistent link: https://www.econbiz.de/10011813816
Saved in:
60
On path-dependent structured funds : complexity does not always pay : Asian versus average performance funds
Bertrand, Philippe
;
Prigent, Jean-Luc
- In:
Finance : revue de l'Association Française de Finance
37
(
2015
)
2
,
pp. 67-105
Persistent link: https://www.econbiz.de/10011615586
Saved in:
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