//--> //--> //-->
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:"Prigent, Jean-Luc"
~person:"Wong, Wing Keung"
~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
8
Theorie
8
Theory
8
Portfolio insurance
3
USA
3
United States
3
CPPI
2
Diversification
2
Diversifikation
2
Efficient market hypothesis
2
Effizienzmarkthypothese
2
Finance
2
Hedging
2
Quantile regression
2
Regression analysis
2
Regressionsanalyse
2
Risikomanagement
2
Risikomaß
2
Risk management
2
Risk measure
2
Stochastic process
2
Stochastischer Prozess
2
Volatility
2
Volatilität
2
Anlageverhalten
1
Arbitrage
1
Behavioural finance
1
Brownian bridge
1
Bubbles
1
CPPI with conditional multiples
1
Compensating variation
1
Decision
1
Dynamic quantile model
1
EU structural funds
1
EU-Strukturfonds
1
Entscheidung
1
Estimation
1
Estimation theory
1
Expected shortfall
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Prigent, Jean-Luc
Wong, Wing Keung
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
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
Kerstens, Kristiaan
4
Levy, Moshe
4
Li, Kai
4
Mulvey, John M.
4
Poncet, Patrice
4
Schmid, Wolfgang
4
Zhu, Shushang
4
Balter, Anne G.
3
Cvitanić, Jakša
3
Fukushima, Masao
3
Guidolin, Massimo
3
Guo, Sini
3
Huang, Chi-fu
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
6
Finance : revue de l'Association Française de Finance
5
Annals of financial economics
4
Econometric Institute research papers
4
Journal of risk and financial management : JRFM
4
International review of financial analysis
3
Journal of mathematical finance
3
Risk and decision analysis
3
Risk management : a journal of risk, crisis and disaster
3
29th International Conference of the French Finance Association (AFFI) 2012
2
Computational economics
2
Discussion paper / Tinbergen Institute
2
Economies : open access journal
2
Journal of banking & finance
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Advances in quantitative analysis of finance and accounting : a research annual
1
American journal of business : applying research to practice ; AJB
1
Annals of operations research
1
Applied economics
1
Applied financial economics
1
Chapman & Hall/CRC financial mathematics series
1
Computers & operations research : and their applications to problems of world concern ; an international journal
1
Decision making and risk/return optimization in financial economics
1
ECG report
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Finance India : the quarterly journal of Indian Institute of Finance
1
IMA journal of management mathematics
1
International Conference of the French Finance Association (AFFI), May 11-13, 2011
1
International journal of revenue management : IJRM
1
Journal of business and finance
1
Journal of financial markets
1
Journal of risk
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Pacific-Basin finance journal
1
Proceedings of the
1
Review of quantitative finance and accounting
1
Risk management : an international journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
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
Stochastic dominance and
risk
measure : a decision-theoretic foundation for VaR and C-VaR
Ma, Chenghu
;
Wong, Wing Keung
- In:
European journal of operational research : EJOR
207
(
2010
)
2
,
pp. 927-935
Persistent link: https://www.econbiz.de/10008652647
Saved in:
4
Gains from diversification on convex combinations: a majorization and stochastic dominance approach
Egozcue, Martin
;
Wong, Wing Keung
- In:
European journal of operational research : EJOR
200
(
2009/10
)
3
,
pp. 893-900
Persistent link: https://www.econbiz.de/10003892398
Saved in:
5
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:
6
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:
7
An improved estimation to make Markowitz’s portfolio optimization
theory
users friendly and estimation accurate with application on the US stock market investment
Leung, Pui-lam
;
Ng, Hon-yip
;
Wong, Wing Keung
- In:
European journal of operational research : EJOR
222
(
2012
)
1
,
pp. 85-95
Persistent link: https://www.econbiz.de/10009569579
Saved in:
8
Do investors like to diversify? : a study of Markowitz preferences
Egozcue, Martín
;
García, Luis Fuentes
;
Wong, Wing Keung
; …
- In:
European journal of operational research : EJOR
215
(
2011
)
1
,
pp. 188-193
Persistent link: https://www.econbiz.de/10009313984
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->