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Constant proportion portfolio insurance effectiveness under transaction costs
Mkaouar, Farid; Prigent, Jean-Luc - In: International journal of business 15 (2010) 3, pp. 243-253
Persistent link: https://www.econbiz.de/10003993681
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Portfolio management with safety criteria in complete financial markets
Prigent, Jean-Luc; Toumi, Salwa - In: International journal of business 10 (2005) 3, pp. 233-250
Persistent link: https://www.econbiz.de/10003176568
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Portfolio insurance strategies : a comparison of standard methods when the volatility of the stock is stochastic
Bertrand, Philippe; Prigent, Jean-Luc - In: International journal of business 8 (2003) 4, pp. 461-472
Persistent link: https://www.econbiz.de/10002039315
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Optimal portfolios with guarantee at maturity : computation and comparison
Prigent, Jean-Luc; Tahar, Fabrice - In: International journal of business 11 (2006) 2, pp. 171-185
Persistent link: https://www.econbiz.de/10003342033
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Dynamic versus static optimization of hedge fund portfolios : the relevance of performance measures
Hentati, Rania; Kaffel, Ameur; Prigent, Jean-Luc - In: International journal of business 15 (2010) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10003956604
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Optimal international diversification with constraints
Mhiri, Maroua; Prigent, Jean-Luc - In: International journal of business 17 (2012) 2, pp. 181-193
Persistent link: https://www.econbiz.de/10009550119
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CPPI method with a conditional floor
Ameur, Hachmi Ben; Prigent, Jean-Luc - In: International journal of business 16 (2011) 3, pp. 218-230
Persistent link: https://www.econbiz.de/10009307957