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Optimal portfolio positioning on multiple assets under ambiguity

Ben Ameur, Hachmi; Abbes, Mouna Boujelbène; Prigent, … - In: Computational economics 56 (2020) 1, pp. 21-57

Persistent link: https://www.econbiz.de/10012272015

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

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

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

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

Structured Portfolio Management Under Ambiguity

Prigent, Jean-Luc - 2012

ambiguity framework. We analyze some of these products with respect to investor's attitude towards risk, including ambiguity …

Persistent link: https://www.econbiz.de/10013114764

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

Crises and Uncertainty in the Economy

Ben Ameur, Hachmi (ed.); Ftiti, Zied (ed.); … - 2022

Monetary Union -- 3. Macroeconomic-Financial Policies And Climate Change Nexus: Theory & Practices -- 4. Exchange Market … the Literature -- 12. How Accurate Are Risk Models During COVID-19 Pandemic Period? -- 13. What Does Matter The Climate … Change Risk On Agriculture Adaptation: Evidence From Southern Mediterranean Country. …

Persistent link: https://www.econbiz.de/10013503483

A diffusion model for long-term optimization in the presence of stochastic interest and inflation rates

Mkaouar, Farid; Prigent, Jean-Luc; Abid, Ilyes - In: Computational economics 54 (2019) 1, pp. 367-417

Persistent link: https://www.econbiz.de/10012134192

On the optimality of path-dependent structured funds : the cost of standardization

Bertrand, Philippe; Prigent, Jean-Luc - In: European journal of operational research : EJOR 277 (2019) 1, pp. 333-350

Persistent link: https://www.econbiz.de/10012015036