//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Portfolio selection"
~accessRights:"restricted"
~person:"Prigent, Jean-Luc"
~subject:"EU countries"
~subject:"Economic theory"
~subject:"Monetary policy"
~type:"article"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
EU countries
Economic theory
Monetary policy
Theorie
15
Theory
15
Portfolio-Management
12
Portfolio optimization
4
Risikomanagement
4
Risk management
4
Capital income
3
Hedging
3
Interest rate
3
Kapitaleinkommen
3
Portfolio insurance
3
Risiko
3
Risk
3
Stochastic process
3
Stochastischer Prozess
3
Zins
3
Ambiguity
2
CPPI
2
Compensating variation
2
Decision under uncertainty
2
Derivat
2
Derivative
2
Entscheidung unter Unsicherheit
2
Immobilienfonds
2
Inflation
2
Inflation rate
2
Inflation-indexed bonds
2
Inflationsrate
2
Real estate fund
2
Risikoaversion
2
Risk aversion
2
Stochastic interest rate
2
Volatility
2
Volatilität
2
Yield curve
2
Zinsstruktur
2
Anleihe
1
Bank
1
Barret and Donald Test
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Aufsatz im Buch
2
Book section
2
Language
All
English
12
Author
All
Prigent, Jean-Luc
Escobar, Marcos
22
Fabozzi, Frank J.
19
Wang, Ruodu
16
Serletis, Apostolos
14
Wong, Wing Keung
14
Forsyth, Peter A.
13
Vanduffel, Steven
12
Zagst, Rudi
12
Cui, Xiangyu
11
Kwon, Roy H.
11
Li, Duan
11
Tan, Ken Seng
11
Bernard, Carole
10
Capponi, Agostino
10
Chen, An
10
Di Bartolomeo, Giovanni
10
Gupta, Rangan
10
Ida, Daisuke
10
Liang, Zongxia
10
Nakata, Taisuke
10
Righi, Marcelo Brutti
10
Wong, Hoi Ying
10
Belke, Ansgar
9
Chen, Zhiping
9
Dai, Min
9
Jang, Bong-Gyu
9
Kim, Woo Chang
9
Li, Zhongfei
9
Minford, Patrick
9
Schmidt, Sebastian
9
Yao, Haixiang
9
Dai, Zhifeng
8
Jarrow, Robert A.
8
Li, Bin
8
Li, Danping
8
Li, Xun
8
Piergallini, Alessandro
8
Pisani, Massimiliano
8
Post, Thierry
8
more ...
less ...
Published in...
All
Economic modelling
4
Computational economics
2
European journal of operational research : EJOR
2
Decision making and risk/return optimization in financial economics
1
Finance : revue de l'Association Française de Finance
1
Journal of mathematical finance
1
Risk management decisions and wealth management in financial economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Performance participation strategies : OBPP versus CPPP
Bertrand, Philippe
;
Prigent, Jean-Luc
- In:
Finance : revue de l'Association Française de Finance
43
(
2022
)
1
,
pp. 123-150
Persistent link: https://www.econbiz.de/10014252552
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
Mixed-asset portfolio allocation under mean-reverting asset returns
Amédée-Manesme, Charles-Olivier
;
Barthélémy, Fabrice
; …
- In:
Decision making and risk/return optimization in …
,
(pp. 65-98)
.
2019
Persistent link: https://www.econbiz.de/10012127933
Saved in:
6
On the robustness of portfolio allocation under copula misspecification
Ben Saida, Abdallah
;
Prigent, Jean-Luc
- In:
Risk management decisions and wealth management in …
,
(pp. 631-652)
.
2018
Persistent link: https://www.econbiz.de/10011871693
Saved in:
7
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
Saved in:
8
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:
9
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:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->