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subject:"Portfolio-Management"
type_genre:"Article in journal"
~person:"Prigent, Jean-Luc"
~subject:"CAPM"
~subject:"Theorie"
~subject:"Yield curve"
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Portfolio-Management
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28
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5
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5
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5
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Prigent, Jean-Luc
Beladi, Hamid
163
Pestieau, Pierre
160
Güth, Werner
155
Creedy, John
145
Phillips, Peter C. B.
144
Lai, Ching-chong
140
Thisse, Jacques-François
133
Nijkamp, Peter
130
Turnovsky, Stephen J.
125
Tirole, Jean
124
Marjit, Sugata
120
Cremer, Helmuth
119
Broll, Udo
118
Mukherjee, Arijit
118
Färe, Rolf
116
Long, Ngo Van
116
Lambertini, Luca
113
Frey, Bruno S.
112
Acemoglu, Daron
111
Laporte, Gilbert
109
Jarrow, Robert A.
106
Cheng, T. C. E.
104
Tsionas, Efthymios G.
102
Laffont, Jean-Jacques
101
Devereux, Michael B.
100
Miceli, Thomas J.
100
Stiglitz, Joseph E.
99
Gersbach, Hans
98
Kumbhakar, Subal
98
Shogren, Jason F.
97
Quiggin, John C.
96
Franses, Philip Hans
94
Gupta, Rangan
94
Lien, Da-hsiang Donald
93
Michel, Philippe
93
Sappington, David Edward Michael
93
Chao, Chi-Chur
92
Bossert, Walter
91
Andersen, Torben M.
90
Wang, Leonard F. S.
90
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Economic modelling
5
Finance : revue de l'Association Française de Finance
5
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4
International journal of business
4
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3
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1
International journal of theoretical and applied finance
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ECONIS (ZBW)
28
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1
Crisis and risk management : recent developments in computational economics
Ftiti, Zied
;
Prigent, Jean-Luc
- In:
Computational economics
62
(
2023
)
2
,
pp. 487-491
Persistent link: https://www.econbiz.de/10014382726
Saved in:
2
On the hedging of interest rate margins on bank demand deposits
Cherrat, Hamza
;
Prigent, Jean-Luc
- In:
Computational economics
62
(
2023
)
3
,
pp. 935-967
Persistent link: https://www.econbiz.de/10014382850
Saved in:
3
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:
4
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:
5
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:
6
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:
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:
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