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~person:"Prigent, Jean-Luc"
~subject:"Option pricing theory"
~subject:"Portfolio-Management"
~subject:"Real estate fund"
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Option pricing theory
Portfolio-Management
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Theorie
49
Theory
49
Portfolio selection
33
Optionspreistheorie
13
Martingal
8
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Prigent, Jean-Luc
Fabozzi, Frank J.
128
Maurer, Raimond
77
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58
Gollier, Christian
54
Härdle, Wolfgang
51
Korn, Ralf
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Uppal, Raman
44
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Ang, Andrew
40
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Li, Duan
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37
Post, Thierry
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31
Bodie, Zvi
30
Branger, Nicole
30
Lucas, André
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Dai, Min
29
Kane, Alex
28
Lioui, Abraham
28
Schwartz, Eduardo S.
28
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Economic modelling
5
Finance : revue de l'Association Française de Finance
5
European journal of operational research : EJOR
3
International journal of business
3
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
29th International Conference of the French Finance Association (AFFI) 2012
2
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1
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ECONIS (ZBW)
45
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1
Portfolio optimization and performance analysis
Prigent, Jean-Luc
-
2007
Persistent link: https://www.econbiz.de/10003355187
Saved in:
2
Optimal time to sell in real estate portfolio management
Barthélémy, Fabrice
;
Prigent, Jean-Luc
- In:
The journal of real estate finance and economics
38
(
2009
)
1
,
pp. 59-87
Persistent link: https://www.econbiz.de/10003797669
Saved in:
3
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
Saved in:
4
Option pricing with discrete rebalancing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
1999
Persistent link: https://www.econbiz.de/10009758936
Saved in:
5
An autoregressive conditional binomial option pricing model
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
1999
Persistent link: https://www.econbiz.de/10009758937
Saved in:
6
Portfolio insurance : gap rising under conditional multiples
Ameur, H. Ben
;
Prigent, Jean-Luc
- In:
European journal of operational research : EJOR
236
(
2014
)
1
,
pp. 238-253
Persistent link: https://www.econbiz.de/10010361725
Saved in:
7
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:
8
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:
9
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:
10
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
Saved in:
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