//--> //--> //-->
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"
~person:"Bernard, Carole"
~person:"Campbell, John Y."
~person:"Prigent, Jean-Luc"
~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
Using shares vs. Log of shares...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Portfolio-Management
4
Theorie
4
Theory
4
Portfolio insurance
3
Finance
2
Hedging
2
Investment analysis
2
Risikomanagement
2
Risk management
2
Betriebliche Kennzahl
1
CPPI
1
CPPI with conditional multiples
1
Capital income
1
Compensating variation
1
EU structural funds
1
EU-Strukturfonds
1
Financial analysis
1
Financial ratio
1
Finanzanalyse
1
Ill-posedness
1
Kapitaleinkommen
1
Margin
1
Mathematical programming
1
Mathematische Optimierung
1
Omega ratio
1
Optimal portfolio choice
1
Performance measurement
1
Performance-Messung
1
Ratchet
1
Stochastic volatility
1
Structured financial products
1
Time varying floor
1
Volatility
1
Volatilität
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Bernard, Carole
Campbell, John Y.
Prigent, Jean-Luc
Liesiö, Juuso
10
Salo, Ahti A.
7
Li, Duan
6
Steuer, Ralph E.
6
Bodnar, Taras
4
Grechuk, Bogdan
4
Lioui, Abraham
4
Palczewski, Jan
4
Schmid, Wolfgang
4
Utz, Sebastian
4
Zopounidis, Constantin
4
Fabozzi, Frank J.
3
Gao, Jianjun
3
Kerstens, Kristiaan
3
Mavrotas, George
3
Mulvey, John M.
3
Parolya, Nestor
3
Penev, Spiridon
3
Poncet, Patrice
3
Rustem, Berç
3
Speranza, Maria Grazia
3
Van de Woestyne, Ignace
3
Wimmer, Maximilian
3
Wong, Wing Keung
3
Yang, Hailiang
3
Zabarankin, Michael
3
Zhang, Wei-guo
3
Adcock, C. J.
2
Balbás de la Corte, Alejandro
2
Balbás, Beatriz
2
Balbás, Raquel
2
Balter, Anne G.
2
Boonen, Tim J.
2
Brandtner, Mario
2
Chen, Jingnan
2
Ching, Wai Ki
2
Conlon, Thomas
2
Cotter, John
2
Cui, Xiangyu
2
more ...
less ...
Published in...
All
European journal of operational research : EJOR
Working paper / National Bureau of Economic Research, Inc.
6
Discussion paper series / Harvard Institute of Economic Research
5
Economic modelling
5
Finance : revue de l'Association Française de Finance
4
NBER working paper series
4
International journal of business
3
NBER Working Paper
3
29th International Conference of the French Finance Association (AFFI) 2012
2
Computational economics
2
Discussion paper / Centre for Economic Policy Research
2
IFA working paper
2
Journal of economic dynamics & control
2
Asia-Pacific journal of risk and insurance : APJRI
1
Chapman & Hall/CRC financial mathematics series
1
Decision making and risk/return optimization in financial economics
1
Economics letters
1
European finance review : the official journal of the European Finance Association
1
Finance and stochastics
1
Financial markets and asset pricing
1
Forthcoming in Quantitative Finance
1
Insurance / Mathematics & economics
1
International Conference of the French Finance Association (AFFI), May 11-13, 2011
1
Journal of banking & finance
1
Journal of financial economics
1
Journal of mathematical economics
1
Journal of mathematical finance
1
Journal of the Operational Research Society
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Mathematics and financial economics
1
NBER reporter online
1
Proceedings of the
1
Research paper / International Center for Financial Asset Management and Engineering
1
Risk aspects of investment-based social security reform
1
Risk management decisions and wealth management in financial economics
1
Springer Finance
1
The American economic review
1
The European journal of finance
1
The Oxford handbook of pensions and retirement income
1
The economic journal : the journal of the Royal Economic Society
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
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
Optimal strategies under Omega ratio
Bernard, Carole
;
Vanduffel, Steven
;
Ye, Jiang
- In:
European journal of operational research : EJOR
275
(
2019
)
2
,
pp. 755-767
Persistent link: https://www.econbiz.de/10011993573
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->