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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

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

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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

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

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

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

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