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~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of economic dynamics & control"
~person:"Munk, Claus"
~person:"Prigent, Jean-Luc"
~subject:"Portfolio selection"
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Munk, Claus
Prigent, Jean-Luc
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European journal of operational research : EJOR
Journal of economic dynamics & control
International journal of business
7
Journal of banking & finance
7
Economic modelling
5
Finance : revue de l'Association Française de Finance
5
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Decision making and risk/return optimization in financial economics
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European finance review : the official journal of the European Finance Association
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International Conference of the French Finance Association (AFFI), May 11-13, 2011
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ECONIS (ZBW)
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1
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:
2
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:
3
Hedging recessions
Branger, Nicole
;
Larsen, Linda Sandris
;
Munk, Claus
- In:
Journal of economic dynamics & control
107
(
2019
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012312632
Saved in:
4
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:
5
Optimal consumption/investment policies with undiversifiable income
risk
and liquidity constraints
Munk, Claus
- In:
Journal of economic dynamics & control
24
(
2000
)
9
,
pp. 1315-1343
Persistent link: https://www.econbiz.de/10001483870
Saved in:
6
The costs of suboptimal dynamic asset allocation : general results and applications to interest rate
risk
, stock volatility
risk
, and growth/value tilts
Larsen, Linda Sandris
;
Munk, Claus
- In:
Journal of economic dynamics & control
36
(
2012
)
2
,
pp. 266-293
Persistent link: https://www.econbiz.de/10009489609
Saved in:
7
Asset allocation over the life cycle : how much do taxes matter?
Fischer, Marcel
;
Kraft, Holger
;
Munk, Claus
- In:
Journal of economic dynamics & control
37
(
2013
)
11
,
pp. 2217-2240
Persistent link: https://www.econbiz.de/10010196889
Saved in:
8
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:
9
Portfolio and consumption choice with stochastic investment opportunities and habit formation in preferences
Munk, Claus
- In:
Journal of economic dynamics & control
32
(
2008
)
11
,
pp. 3560-3589
Persistent link: https://www.econbiz.de/10003780974
Saved in:
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