//--> //--> //--> //-->
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
~person:"Prigent, Jean-Luc"
~person:"Vanduffel, Steven"
~subject:"Portfolio-Management"
~subject:"Real estate fund"
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
Faulty nash implementation in...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
Real estate fund
Theorie
124
Theory
124
Portfolio selection
65
Risikomaß
24
Risk measure
24
Risiko
19
Risk
19
Risikomanagement
15
Risk management
15
Option pricing theory
13
Optionspreistheorie
13
Statistical distribution
12
Statistische Verteilung
12
Martingal
10
Martingale
10
Mathematical programming
10
Mathematische Optimierung
10
Stochastic process
9
Stochastischer Prozess
9
Capital income
8
Hedging
8
Kapitaleinkommen
8
Incomplete market
7
Measurement
7
Messung
7
Unvollkommener Markt
7
Decision under uncertainty
6
Entscheidung unter Unsicherheit
6
Risikoaversion
6
Risk aversion
6
Volatility
6
Volatilität
6
Betriebliche Liquidität
5
Corporate liquidity
5
Credit risk
5
Financial market
5
Finanzmarkt
5
Interest rate
5
Kreditrisiko
5
more ...
less ...
Online availability
All
Undetermined
25
Free
21
Type of publication
All
Article
37
Book / Working Paper
28
Type of publication (narrower categories)
All
Article in journal
35
Aufsatz in Zeitschrift
35
Aufsatz im Buch
2
Book section
2
Conference paper
1
Graue Literatur
1
Konferenzbeitrag
1
Konferenzschrift
1
Non-commercial literature
1
more ...
less ...
Language
All
English
64
French
1
Author
All
Prigent, Jean-Luc
Vanduffel, Steven
Fabozzi, Frank J.
122
Maurer, Raimond
77
Platen, Eckhard
54
Gollier, Christian
52
Korn, Ralf
45
Uppal, Raman
43
Mitchell, Olivia S.
42
Ang, Andrew
40
Guidolin, Massimo
40
Markowitz, Harry
39
Li, Duan
38
Campbell, John Y.
37
Post, Thierry
36
Satchell, Stephen
35
Lo, Andrew W.
34
Escobar, Marcos
32
Schenk-Hoppé, Klaus Reiner
32
Viceira, Luis M.
32
Hens, Thorsten
31
Kraft, Holger
31
Levy, Haim
30
Lucas, André
30
Zagst, Rudi
30
Bodie, Zvi
28
Wong, Hoi Ying
28
Wong, Wing Keung
28
Başak, Suleyman
27
Kane, Alex
27
Lioui, Abraham
27
Wang, Ruodu
27
Jarrow, Robert A.
26
Račev, Svetlozar T.
26
Sass, Jörn
26
Shleifer, Andrei
26
Gouriéroux, Christian
25
Pedersen, Lasse Heje
25
Van Wincoop, Eric
25
Bacchetta, Philippe
24
more ...
less ...
Published in...
All
Economic modelling
5
European journal of operational research : EJOR
5
Finance : revue de l'Association Française de Finance
4
International journal of business
3
29th International Conference of the French Finance Association (AFFI) 2012
2
Computational economics
2
Insurance / Mathematics & economics
2
The journal of risk and insurance : the journal of the American Risk and Insurance Association
2
Chapman & Hall/CRC financial mathematics series
1
Decision making and risk/return optimization in financial economics
1
Economics letters
1
Finance and stochastics
1
Forthcoming in Quantitative Finance
1
International Conference of the French Finance Association (AFFI), May 11-13, 2011
1
Journal of banking & finance
1
Journal of economic dynamics & control
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
Proceedings of the
1
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
1
Risk management decisions and wealth management in financial economics
1
Risks : open access journal
1
Scandinavian actuarial journal
1
Springer Finance
1
The European journal of finance
1
The journal of real estate finance and economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
65
Showing
1
-
10
of
65
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
A new approach to assessing model risk in high dimensions
Bernard, Carole
;
Vanduffel, Steven
- In:
Journal of banking & finance
58
(
2015
),
pp. 166-178
Persistent link: https://www.econbiz.de/10011543968
Saved in:
3
A diffusion model for long-term optimization in the presence of stochastic interest and inflation rates
Mkaouar, Farid
;
Prigent, Jean-Luc
;
Abid, Ilyes
- In:
Computational economics
54
(
2019
)
1
,
pp. 367-417
Persistent link: https://www.econbiz.de/10012134192
Saved in:
4
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:
5
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:
6
A new efficiency test for ranking investments : application to hedge fund performance
Bernard, Carole
;
Vanduffel, Steven
;
Ye, Jiang
- In:
Economics letters
181
(
2019
),
pp. 203-207
Persistent link: https://www.econbiz.de/10012121794
Saved in:
7
Mixed-asset portfolio allocation under mean-reverting asset returns
Amédée-Manesme, Charles-Olivier
;
Barthélémy, Fabrice
; …
- In:
Decision making and risk/return optimization in …
,
(pp. 65-98)
.
2019
Persistent link: https://www.econbiz.de/10012127933
Saved in:
8
Real estate investment : market volatility and optimal holding period under risk aversion
Amédée-Manesme, Charles-Olivier
;
Barthélémy, Fabrice
; …
- In:
Economic modelling
58
(
2016
),
pp. 543-555
Persistent link: https://www.econbiz.de/10011647530
Saved in:
9
Optimal positioning in financial derivatives under mixture distributions
Hentati-Kaffel, R.
;
Prigent, Jean-Luc
- In:
Economic modelling
52
(
2016
),
pp. 115-124
Persistent link: https://www.econbiz.de/10011645569
Saved in:
10
Equilibrium of financial derivative markets under portfolio insurance constraints
Bertrand, Philippe
;
Prigent, Jean-Luc
- In:
Economic modelling
52
(
2016
),
pp. 278-291
Persistent link: https://www.econbiz.de/10011645654
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->