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~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of economic dynamics & control"
~person:"Kerstens, Kristiaan"
~person:"Prigent, Jean-Luc"
~subject:"Portfolio selection"
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Kerstens, Kristiaan
Prigent, Jean-Luc
Liesiö, Juuso
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European journal of operational research : EJOR
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ECONIS (ZBW)
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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
Geometric representation of the mean-variance-skewness portfolio frontier based upon the shortage function
Kerstens, Kristiaan
;
Mounir, Amine
;
Van de Woestyne, Ignace
- In:
European journal of operational research : EJOR
210
(
2011
)
1
,
pp. 81-94
Persistent link: https://www.econbiz.de/10008826761
Saved in:
4
Portfolio selection in multidimensional general and partial moment space
Briec, Walter
;
Kerstens, Kristiaan
- In:
Journal of economic dynamics & control
34
(
2010
)
4
,
pp. 636-656
Persistent link: https://www.econbiz.de/10003966516
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5
Portfolio selection with skewness : a comparison of methods and a generalized one fund result
Briec, Walter
;
Kerstens, Kristiaan
;
Van de Woestyne, Ignace
- In:
European journal of operational research : EJOR
230
(
2013
)
2
,
pp. 412-421
Persistent link: https://www.econbiz.de/10009771824
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6
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
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7
Frontier-based vs. traditional mutual fund ratings : a first backtesting analysis
Brandouy, Olivier
;
Kerstens, Kristiaan
;
Van de …
- In:
European journal of operational research : EJOR
242
(
2015
)
1
,
pp. 332-342
Persistent link: https://www.econbiz.de/10010488000
Saved in:
8
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
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