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~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of economic dynamics & control"
~person:"Prigent, Jean-Luc"
~person:"Zhu, Shushang"
~subject:"Portfolio selection"
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Model-free CPPI
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Portfolio selection
Portfolio-Management
8
Theorie
7
Theory
7
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3
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3
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3
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3
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Prigent, Jean-Luc
Zhu, Shushang
Liesiö, Juuso
13
Li, Duan
11
Salo, Ahti A.
10
Lioui, Abraham
9
Kraft, Holger
8
Steuer, Ralph E.
7
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6
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6
Rustem, Berç
6
Zenios, Stauros Andrea
6
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5
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5
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5
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5
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5
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5
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5
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4
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4
Gao, Jianjun
4
Grechuk, Bogdan
4
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4
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4
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4
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4
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3
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3
Josa-Fombellida, Ricardo
3
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3
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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
Journal of banking & finance
4
29th International Conference of the French Finance Association (AFFI) 2012
2
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1
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Decision making and risk/return optimization in financial economics
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ECONIS (ZBW)
8
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1
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8
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8
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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
Active allocation of systematic
risk
and control of
risk
sensitivity in portfolio optimization
Li, Yingjie
;
Zhu, Shushang
;
Li, Donghui
;
Li, Duan
- In:
European journal of operational research : EJOR
228
(
2013
)
3
,
pp. 556-570
Persistent link: https://www.econbiz.de/10009758081
Saved in:
4
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:
5
Portfolio management with
robustness
in both prediction and decision : a mixture model based learning approach
Zhu, Shushang
;
Fan, Minjie
;
Li, Duan
- In:
Journal of economic dynamics & control
48
(
2014
),
pp. 1-25
Persistent link: https://www.econbiz.de/10010485842
Saved in:
6
Time-consistent and self-coordination strategies for multi-period mean-Conditional Value-at-
Risk
portfolio selection
Cui, Xiangyu
;
Gao, Jianjun
;
Shi, Yun
;
Zhu, Shushang
- In:
European journal of operational research : EJOR
276
(
2019
)
2
,
pp. 781-789
Persistent link: https://www.econbiz.de/10012003667
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:
8
Systemic
risk
of optioned portfolio : controllability and optimization
Pang, Xiaochuan
;
Zhu, Shushang
;
Cui, Xueting
;
Ma, Jiali
- In:
Journal of economic dynamics & control
153
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014479336
Saved in:
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