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~accessRights:"restricted"
~person:"Bernard, Carole"
~person:"Campbell, John Y."
~person:"Prigent, Jean-Luc"
~subject:"Portfolio selection"
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Portfolio selection
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Bernard, Carole
Campbell, John Y.
Prigent, Jean-Luc
Escobar, Marcos
22
Fabozzi, Frank J.
22
Wang, Ruodu
16
Forsyth, Peter A.
14
Wong, Wing Keung
14
Uppal, Raman
13
Kwon, Roy H.
12
Lee, Cheng F.
12
Liang, Zongxia
12
Vanduffel, Steven
12
Yao, Haixiang
12
Zagst, Rudi
12
Chen, Zhiping
11
Cui, Xiangyu
11
Kim, Woo Chang
11
Ledoit, Olivier
11
Li, Duan
11
Righi, Marcelo Brutti
11
Soner, Halil Mete
11
Tan, Ken Seng
11
Wolf, Michael
11
Auer, Benjamin R.
10
Capponi, Agostino
10
Chen, An
10
Dai, Min
10
Muhle-Karbe, Johannes
10
Wong, Hoi Ying
10
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9
Guan, Guohui
9
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9
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9
Platanakis, Emmanouil
9
Post, Thierry
9
De Nard, Gianluca
8
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8
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3
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Asia-Pacific journal of risk and insurance : APJRI
1
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ECONIS (ZBW)
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1
Asset risk management of participating contracts
Bernard, Carole
;
Le Courtois, Olivier
- In:
Asia-Pacific journal of risk and insurance : APJRI
6
(
2012
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10010126513
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2
A new approach to assessing model risk in high dimensions
Bernard, Carole
;
Vanduffel, Steven
- In:
Journal of banking & finance
58
(
2015
),
pp. 166-178
Persistent link: https://www.econbiz.de/10011543968
Saved in:
3
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:
4
Strategic asset allocation in a continuous time VAR model
Campbell, John Y.
(
contributor
)
-
2003
Persistent link: https://www.econbiz.de/10001903027
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5
Range value-at-risk bounds for unimodal distributions under partial information
Bernard, Carole
;
Kazzi, Rodrigue
;
Vanduffel, Steven
- In:
Insurance / Mathematics & economics
94
(
2020
),
pp. 9-24
Persistent link: https://www.econbiz.de/10012419085
Saved in:
6
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:
7
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:
8
Rationalizing investors' choices
Bernard, Carole
;
Chen, Jit Seng
;
Vanduffel, Steven
- In:
Journal of mathematical economics
59
(
2015
),
pp. 10-23
Persistent link: https://www.econbiz.de/10011573437
Saved in:
9
Optimal positioning in financial derivatives under mixture distributions
Hentati-Kaffel, R.
;
Prigent, Jean-Luc
- In:
Economic modelling
52
(
2016
),
pp. 115-124
Persistent link: https://www.econbiz.de/10011645569
Saved in:
10
Equilibrium of financial derivative markets under portfolio insurance constraints
Bertrand, Philippe
;
Prigent, Jean-Luc
- In:
Economic modelling
52
(
2016
),
pp. 278-291
Persistent link: https://www.econbiz.de/10011645654
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