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~person:"Fabozzi, Frank J."
~person:"Prigent, Jean-Luc"
~subject:"Finanzmathematik"
~subject:"Portfolio selection"
~subject:"Stochastic process"
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Fabozzi, Frank J.
Prigent, Jean-Luc
Maurer, Raimond
118
Mitchell, Olivia S.
115
Platen, Eckhard
112
McAleer, Michael
104
Guidolin, Massimo
100
Campbell, John Y.
87
Satchell, Stephen
86
Lo, Andrew W.
76
Gollier, Christian
74
Uppal, Raman
71
Ang, Andrew
69
Kraft, Holger
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63
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62
Korn, Ralf
62
Wong, Wing Keung
62
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60
Schenk-Hoppé, Klaus Reiner
60
Härdle, Wolfgang
57
Lucas, André
57
Chiarella, Carl
55
Račev, Svetlozar T.
54
Stambaugh, Robert F.
54
Bodie, Zvi
53
Viceira, Luis M.
53
Zaremba, Adam
53
Levy, Haim
52
Li, Duan
52
Blake, David
51
Markowitz, Harry
51
Koopman, Siem Jan
50
Lee, Cheng F.
49
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48
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48
Zhou, Guofu
48
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47
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47
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Frank J. Fabozzi Associates <New Hope, Pa.>
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27
The journal of portfolio management : JPM
9
The theory and practice of investment management
9
Valuation, financial modeling, and quantitative tools
8
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7
European journal of operational research : EJOR
7
International journal of business
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Working paper series in economics
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29th International Conference of the French Finance Association (AFFI) 2012
2
Always learning
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Analytical models for financial modeling and risk management
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Applied financial economics letters
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Frank J. Fabozzi Series
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International review of financial analysis
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Journal / The Capco Institute : journal of financial transformation
2
Journal of international money and finance
2
Operations research models in banking management
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The journal of asset management : a major new, international quarterly journal for the financial community
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1
Advanced bond portfolio management : best practices in modeling and strategies
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ECONIS (ZBW)
287
RePEc
1
USB Cologne (EcoSocSci)
1
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1
Optimal portfolio positioning on multiple assets under ambiguity
Ben Ameur, Hachmi
;
Abbes, Mouna Boujelbène
;
Prigent, …
- In:
Computational economics
56
(
2020
)
1
,
pp. 21-57
Persistent link: https://www.econbiz.de/10012272015
Saved in:
2
On the stochastic dominance of portfolio insurance strategies
Maalej, Hela
;
Prigent, Jean-Luc
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 14-27
Persistent link: https://www.econbiz.de/10011542992
Saved in:
3
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:
4
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:
5
Optimal portfolio positioning under ambiguity
Ben Ameur, H.
;
Prigent, Jean-Luc
- In:
Economic modelling
34
(
2013
),
pp. 89-97
Persistent link: https://www.econbiz.de/10010361938
Saved in:
6
Deciphering robust portfolios
Kim, Woo Chang
;
Kim, Jang Ho
;
Fabozzi, Frank J.
- In:
Journal of banking & finance
45
(
2014
),
pp. 1-8
Persistent link: https://www.econbiz.de/10010466688
Saved in:
7
Structured Portfolio Management Under Ambiguity
Prigent, Jean-Luc
-
2012
ambiguity framework. We analyze some of these products with respect to investor's attitude towards
risk
, including ambiguity …
Persistent link: https://www.econbiz.de/10013114764
Saved in:
8
Fundamental multifactor equity
risk
models
Fabozzi, Frank J.
;
Vardharaj, Raman
;
Jones, Frank Joseph
-
2008
Persistent link: https://www.econbiz.de/10003764728
Saved in:
9
Risk
measures and portfolio selection
Račev, Svetlozar T.
;
Menn, Christian
;
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003765462
Saved in:
10
The proper use of
risk
measures in portfolio
theory
Ortobelli, Sergio
;
Račev, Svetlozar T.
;
Stoyanov, Stoyan
; …
- In:
International journal of theoretical and applied finance
8
(
2005
)
8
,
pp. 1107-1133
Persistent link: https://www.econbiz.de/10003280039
Saved in:
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