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type_genre:"Bibliographie"
type_genre:"Bibliography included"
~isPartOf:"European journal of operational research : EJOR"
~person:"Date, P."
~person:"Prigent, Jean-Luc"
~subject:"Portfolio selection"
~type_genre:"Aufsatz in Zeitschrift"
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Portfolio selection
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Date, P.
Prigent, Jean-Luc
Liesiö, Juuso
9
Li, Duan
6
Salo, Ahti A.
6
Grechuk, Bogdan
4
Lioui, Abraham
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Steuer, Ralph E.
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European journal of operational research : EJOR
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ECONIS (ZBW)
5
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1
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:
2
Comment on "an algorithm for moment-matching scenario generation with application to financial portfolio optimization"
Contreras, Juan Pablo
;
Bosch, Paul
;
Herrera, Mauricio
- In:
European journal of operational research : EJOR
269
(
2018
)
3
,
pp. 1180-1184
Persistent link: https://www.econbiz.de/10011866903
Saved in:
3
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:
4
An algorithm for moment-matching scenario generation with application to financial portfolio optimisation
Ponomareva, K.
;
Roman, D.
;
Date, P.
- In:
European journal of operational research : EJOR
240
(
2015
)
3
,
pp. 678-687
Persistent link: https://www.econbiz.de/10010486971
Saved in:
5
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:
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