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:"Viceira, Luis M."
~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
90
Theory
90
Portfolio selection
65
Option pricing theory
13
Optionspreistheorie
13
Consumption theory
11
Incomplete market
11
Konsumtheorie
11
Lebenszyklus
11
Life cycle
11
Stochastic process
11
Stochastischer Prozess
11
Unvollkommener Markt
11
USA
10
United States
10
Volatility
10
Volatilität
10
Welfare analysis
9
Wohlfahrtsanalyse
9
Capital income
8
Kapitaleinkommen
8
Martingal
8
Martingale
8
Risikoprämie
8
Risk premium
8
Yield curve
8
Zinsstruktur
8
Anleihe
7
Bond
7
Risikoaversion
7
Risikomanagement
7
Risk aversion
7
Risk management
7
Consumer demand theory
6
Consumption
6
Exchange rate risk
6
Foreign exchange management
6
Hedging
6
Intertemporal choice
6
more ...
less ...
Online availability
All
Free
17
Undetermined
16
Type of publication
All
Book / Working Paper
34
Article
31
Type of publication (narrower categories)
All
Article in journal
28
Aufsatz in Zeitschrift
28
Arbeitspapier
14
Graue Literatur
14
Non-commercial literature
14
Working Paper
14
Aufsatz im Buch
3
Book section
3
Conference paper
1
Konferenzbeitrag
1
Konferenzschrift
1
more ...
less ...
Language
All
English
64
French
1
Author
All
Prigent, Jean-Luc
Viceira, Luis M.
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
Vanduffel, Steven
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 ...
Institution
All
National Bureau of Economic Research
3
Institute of Finance and Accounting <London>
1
Published in...
All
Working paper / National Bureau of Economic Research, Inc.
6
Economic modelling
5
Finance : revue de l'Association Française de Finance
4
European journal of operational research : EJOR
3
International journal of business
3
NBER Working Paper
3
NBER working paper series
3
29th International Conference of the French Finance Association (AFFI) 2012
2
Computational economics
2
Discussion paper / Centre for Economic Policy Research
2
Discussion paper series / Harvard Institute of Economic Research
2
Journal of economic dynamics & control
2
Research paper / International Center for Financial Asset Management and Engineering
2
The American economic review
2
Chapman & Hall/CRC financial mathematics series
1
Decision making and risk/return optimization in financial economics
1
European finance review : the official journal of the European Finance Association
1
Harvard Business School Finance Case
1
Harvard Business School Finance case
1
IFA working paper
1
International Conference of the French Finance Association (AFFI), May 11-13, 2011
1
Journal of mathematical finance
1
Proceedings of the
1
Risk management decisions and wealth management in financial economics
1
Springer Finance
1
The Oxford handbook of pensions and retirement income
1
The economic journal : the journal of the Royal Economic Society
1
The journal of finance : the journal of the American Finance Association
1
The journal of real estate finance and economics
1
The quarterly journal of economics
1
The review of financial studies
1
Working paper / Harvard Business School, Division of Research
1
more ...
less ...
Source
All
ECONIS (ZBW)
65
Showing
1
-
10
of
65
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Who should buy long-term bonds?
Campbell, John Y.
;
Viceira, Luis M.
-
1998
Persistent link: https://www.econbiz.de/10000682920
Saved in:
2
Consumption and portfolio decisions when expected returns are time varying
Campbell, John Y.
;
Viceira, Luis M.
-
1996
Persistent link: https://www.econbiz.de/10000613973
Saved in:
3
Consumption and portfolio decisions when expected returns are time varying
Campbell, John Y.
;
Viceira, Luis M.
- In:
The quarterly journal of economics
114
(
1999
)
2
,
pp. 433-495
Persistent link: https://www.econbiz.de/10001410484
Saved in:
4
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:
5
Consumption and portfolio decisions when expected returns are time varying
Campbell, John Y.
;
Viceira, Luis M.
-
1998
Persistent link: https://www.econbiz.de/10011478583
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
