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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
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Does the real business cycle help forecast the financial cycle?
Jawadi, Fredj; Ben Ameur, Hachmi; Bigou, Stephanie; … - In: Computational economics 60 (2022) 4, pp. 1529-1546
Persistent link: https://www.econbiz.de/10013447470
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The influence of economic policy uncertainty and business cycles on fine wine prices
Ben Ameur, Hachmi; Le Fur, Eric; Pillot, Julien - In: Computational economics 62 (2023) 2, pp. 589-608
Persistent link: https://www.econbiz.de/10014382739
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About long-term cross-currency Bermuda swaption pricing
Erkan, Bünyamin; Prigent, Jean-Luc - In: Computational economics 56 (2020) 1, pp. 239-262
Persistent link: https://www.econbiz.de/10012272028
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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
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Special issue: crisis and risk management : recent developments in computational economics
Ftiti, Zied (ed.); Prigent, Jean-Luc (ed.) - 2023
Persistent link: https://www.econbiz.de/10014382722
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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
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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