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~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of economic dynamics & control"
~person:"Prigent, Jean-Luc"
~person:"Zopounidis, Constantin"
~subject:"Portfolio selection"
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Model-free CPPI
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European journal of operational research : EJOR
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ECONIS (ZBW)
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1
Robust multiobjective portfolio optimization : a minimax regret approach
Xidonas, Panos
;
Mavrotas, George
;
Hassapis, Christis
; …
- In:
European journal of operational research : EJOR
262
(
2017
)
1
,
pp. 299-305
Persistent link: https://www.econbiz.de/10011785767
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
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:
4
IPSSIS : an integrated multicriteria decision support system for equity portfolio construction and selection
Xidonas, Panagiotis
;
Mavrotas, George
;
Zopounidis, …
- In:
European journal of operational research : EJOR
210
(
2011
)
2
,
pp. 398-409
Persistent link: https://www.econbiz.de/10008841181
Saved in:
5
Special issue: 60 years following Harry Markowitz's contribution to portfolio
theory
and operations research
Zopounidis, Constantin
(
contributor
)
-
2014
Persistent link: https://www.econbiz.de/10010358387
Saved in:
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
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
Fifty years of portfolio optimization
Salo, Ahti A.
;
Doumpos, Michael
;
Liesiö, Juuso
; …
- In:
European journal of operational research : EJOR
318
(
2024
)
2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10015047611
Saved in:
9
Preface to the special issue: 60 years following Harry Markowitz's contributions in portfolio
theory
and operations research
Zopounidis, Constantin
;
Doumpos, Michael
;
Fabozzi, Frank J.
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 343-345
Persistent link: https://www.econbiz.de/10010356763
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