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Portfolio insurance strategies : OBPI versus CPPI
Bertrand, Philippe; Prigent, Jean-Luc - In: Finance : revue de l'Association Française de Finance 26 (2005) 1, pp. 5-32
Persistent link: https://www.econbiz.de/10003229682
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Portfolio insurance : the extreme value approach to the CPPI method
Bertrand, Philippe; Prigent, Jean-Luc - In: Finance : revue de l'Association Française de Finance 23 (2002) 2, pp. 69-86
Persistent link: https://www.econbiz.de/10001702629
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Gestion de portefeuille avec garantie : l'allocation optimale en actifs dérivés
Bertrand, Philippe; Lesne, Jean-Philippe; Prigent, Jean-Luc - In: Finance : revue de l'Association Française de Finance 22 (2001) 1, pp. 7-35
Persistent link: https://www.econbiz.de/10001624292
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Performance participation strategies : OBPP versus CPPP
Bertrand, Philippe; Prigent, Jean-Luc - In: Finance : revue de l'Association Française de Finance 43 (2022) 1, pp. 123-150
Persistent link: https://www.econbiz.de/10014252552
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Analysis and comparison of leveraged ETFs and CPPI-type leveraged strategies
Bertrand, Philippe; Prigent, Jean-Luc - In: Finance : revue de l'Association Française de Finance 34 (2013) 1, pp. 73-116
Persistent link: https://www.econbiz.de/10009776161
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Lookback and barrier options : a comparison between black-scholes and ABC pricing
Prigent, Jean-Luc; Renault, Olivier; Scaillet, Olivier - In: Finance : revue de l'Association Française de Finance 20 (1999) 2, pp. 143-152
Persistent link: https://www.econbiz.de/10001544338