Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of economic dynamics & control"
~person:"Huang, Chi-fu"
~person:"Prigent, Jean-Luc"
~subject:"Portfolio selection"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Model-free CPPI
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Portfolio-Management
7
Theorie
7
Theory
7
Portfolio insurance
3
CPPI
2
Consumption theory
2
Finance
2
Hedging
2
Konsumtheorie
2
Risikomanagement
2
Risk management
2
CPPI with conditional multiples
1
Compensating variation
1
Dynamic quantile model
1
EU structural funds
1
EU-Strukturfonds
1
Economy of time
1
Expected shortfall
1
Expectile
1
Investition
1
Investment
1
Investment analysis
1
Margin
1
Mathematical programming
1
Mathematische Optimierung
1
Method of moments
1
Momentenmethode
1
Probability theory
1
Quantile regression
1
Ratchet
1
Regression analysis
1
Regressionsanalyse
1
Risikomaß
1
Risk measure
1
Stochastic volatility
1
Structured financial products
1
Time series analysis
1
Time varying floor
1
Volatility
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
7
Author
All
Huang, Chi-fu
Prigent, Jean-Luc
Liesiö, Juuso
13
Li, Duan
11
Salo, Ahti A.
10
Lioui, Abraham
9
Kraft, Holger
8
Steuer, Ralph E.
7
Fabozzi, Frank J.
6
Forsyth, Peter A.
6
Rustem, Berç
6
Zenios, Stauros Andrea
6
Branger, Nicole
5
Kerstens, Kristiaan
5
Mahayni, Antje
5
Munk, Claus
5
Palczewski, Jan
5
Utz, Sebastian
5
Zhang, Wei-guo
5
Zopounidis, Constantin
5
Bodnar, Taras
4
Cui, Xiangyu
4
Gao, Jianjun
4
Grechuk, Bogdan
4
Levy, Moshe
4
Li, Kai
4
Mulvey, John M.
4
Poncet, Patrice
4
Schmid, Wolfgang
4
Wong, Wing Keung
4
Zhu, Shushang
4
Balter, Anne G.
3
Cvitanić, Jakša
3
Fukushima, Masao
3
Guidolin, Massimo
3
Guo, Sini
3
Jin, Xing
3
Josa-Fombellida, Ricardo
3
Leippold, Markus
3
Li, Xiang
3
more ...
less ...
Published in...
All
European journal of operational research : EJOR
Journal of economic dynamics & control
International journal of business
7
Economic modelling
5
Finance : revue de l'Association Française de Finance
5
29th International Conference of the French Finance Association (AFFI) 2012
2
Computational economics
2
Journal of banking & finance
2
Journal of economic theory
2
Annals of operations research
1
Chapman & Hall/CRC financial mathematics series
1
Decision making and risk/return optimization in financial economics
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Finance and stochastics
1
International Conference of the French Finance Association (AFFI), May 11-13, 2011
1
International review of financial analysis
1
Journal of mathematical finance
1
Proceedings of the
1
Risk management decisions and wealth management in financial economics
1
Springer Finance
1
The Geneva risk and insurance review
1
The journal of real estate finance and economics
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A dynamic autoregressive expectile for time-invariant portfolio protection strategies
Hamidi, Benjamin
;
Maillet, Bertrand
;
Prigent, Jean-Luc
- In:
Journal of economic dynamics & control
46
(
2014
),
pp. 1-29
Persistent link: https://www.econbiz.de/10010474410
Saved in:
2
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:
3
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:
4
Optimal consumption and portfolio rules with durability and habit formation
Hindy, Ayman
- In:
Journal of economic dynamics & control
21
(
1997
)
2
,
pp. 525-550
Persistent link: https://www.econbiz.de/10001215799
Saved in:
5
Numerical analysis of a free-boundary singular control problem in financial economics
Hindy, Ayman
- In:
Journal of economic dynamics & control
21
(
1997
)
2
,
pp. 297-327
Persistent link: https://www.econbiz.de/10001215827
Saved in:
6
A continuous-time portfolio turnpike theorem
Cox, John Carrington
- In:
Journal of economic dynamics & control
16
(
1992
)
3
,
pp. 491-507
Persistent link: https://www.econbiz.de/10001130455
Saved in:
7
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
