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~subject:"Portfolio-Management"
~person:"Prigent, Jean-Luc"
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Portfolio-Management
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49
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33
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8
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Prigent, Jean-Luc
Fabozzi, Frank J.
141
Maurer, Raimond
92
Guidolin, Massimo
59
Mitchell, Olivia S.
59
Gollier, Christian
57
Platen, Eckhard
56
Uppal, Raman
50
Ang, Andrew
48
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47
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45
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42
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Markowitz, Harry
40
Post, Thierry
40
Li, Duan
39
Lo, Andrew W.
38
Lucas, André
37
Bacchetta, Philippe
35
Schenk-Hoppé, Klaus Reiner
34
Van Wincoop, Eric
33
Vanduffel, Steven
33
Zagst, Rudi
33
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32
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32
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32
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31
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31
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30
Bodie, Zvi
30
Warnock, Francis E.
30
Jarrow, Robert A.
29
Račev, Svetlozar T.
28
Shleifer, Andrei
28
Wong, Hoi Ying
28
Kane, Alex
27
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Economic modelling
5
Finance : revue de l'Association Française de Finance
4
European journal of operational research : EJOR
3
International journal of business
3
29th International Conference of the French Finance Association (AFFI) 2012
2
Computational economics
2
Chapman & Hall/CRC financial mathematics series
1
Decision making and risk/return optimization in financial economics
1
International Conference of the French Finance Association (AFFI), May 11-13, 2011
1
Journal of economic dynamics & control
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ECONIS (ZBW)
33
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1
Portfolio optimization and performance analysis
Prigent, Jean-Luc
-
2007
Persistent link: https://www.econbiz.de/10003355187
Saved in:
2
Optimal time to sell in real estate portfolio management
Barthélémy, Fabrice
;
Prigent, Jean-Luc
- In:
The journal of real estate finance and economics
38
(
2009
)
1
,
pp. 59-87
Persistent link: https://www.econbiz.de/10003797669
Saved in:
3
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:
4
Portfolio insurance : gap rising under conditional multiples
Ameur, H. Ben
;
Prigent, Jean-Luc
- In:
European journal of operational research : EJOR
236
(
2014
)
1
,
pp. 238-253
Persistent link: https://www.econbiz.de/10010361725
Saved in:
5
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
Saved in:
6
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:
7
A dynamic autoregressive expectile for time-invariant portfolio protection strategies
Hamidi, Benjamin
;
Maillet, Bertrand
;
Prigent, Jean-Luc
- In:
Journal of economic dynamics & control
46
(
2014
),
pp. 1-29
Persistent link: https://www.econbiz.de/10010474410
Saved in:
8
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:
9
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:
10
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:
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