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Optimal portfolio positioning under ambiguity
Ben Ameur, H.; Prigent, Jean-Luc - In: Economic modelling 34 (2013), pp. 89-97
Persistent link: https://www.econbiz.de/10010361938
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On the optimality of funding and hiring/firing according to stochastic demand : the role of growth and shutdown options
Letifi, N.; Prigent, Jean-Luc - In: Economic modelling 40 (2014), pp. 410-422
Persistent link: https://www.econbiz.de/10010425583
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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
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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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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
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Optimal funding and hiring/firing policies with mean reverting demand
Bouaskera, O.; Letifi, N.; Prigent, Jean-Luc - In: Economic modelling 58 (2016), pp. 569-579
Persistent link: https://www.econbiz.de/10011647565
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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
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Information asymmetry, cluster trading, and market efficiency : evidence from the Chinese stock market
Hu, Yingyi; Prigent, Jean-Luc - In: Economic modelling 80 (2019), pp. 11-22
Persistent link: https://www.econbiz.de/10012199161