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"
~subject:"Portfolio-Management"
~subject:"Real estate fund"
~subject:"Risikomanagement"
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
Risikomanagement
Theorie
49
Theory
49
Portfolio selection
33
Option pricing theory
13
Optionspreistheorie
13
Martingal
8
Martingale
8
Incomplete market
7
Risk management
7
Stochastic process
7
Stochastischer Prozess
7
Unvollkommener Markt
7
Hedging
6
Interest rate
5
Portfolio optimization
5
Zins
5
Decision under uncertainty
4
Derivat
4
Derivative
4
Entscheidung unter Unsicherheit
4
Financial market
4
Finanzmarkt
4
Portfolio insurance
4
Risiko
4
Risk
4
Volatility
4
Volatilität
4
Ambiguity
3
CPPI
3
Capital income
3
Immobilien
3
Immobilienfonds
3
Kapitaleinkommen
3
Real estate
3
Risikoaversion
3
Risk aversion
3
Autocorrelation
2
more ...
less ...
Online availability
All
Undetermined
16
Free
4
Type of publication
All
Article
25
Book / Working Paper
11
Type of publication (narrower categories)
All
Article in journal
22
Aufsatz in Zeitschrift
22
Aufsatz im Buch
3
Book section
3
Conference paper
1
Konferenzbeitrag
1
Konferenzschrift
1
more ...
less ...
Language
All
English
35
French
1
Author
All
Prigent, Jean-Luc
Fabozzi, Frank J.
128
Maurer, Raimond
77
Gollier, Christian
58
Platen, Eckhard
54
Broll, Udo
48
Korn, Ralf
45
Uppal, Raman
43
Mitchell, Olivia S.
42
Ang, Andrew
40
Guidolin, Massimo
40
Lucas, André
39
Markowitz, Harry
39
Li, Duan
38
Campbell, John Y.
37
Bodie, Zvi
36
Post, Thierry
36
Satchell, Stephen
36
Vanduffel, Steven
36
Lo, Andrew W.
35
Escobar, Marcos
33
Dionne, Georges
32
Schenk-Hoppé, Klaus Reiner
32
Viceira, Luis M.
32
Wang, Ruodu
32
Wong, Hoi Ying
32
Wong, Wing Keung
32
Zagst, Rudi
32
Hens, Thorsten
31
Kraft, Holger
31
Levy, Haim
30
Pedersen, Lasse Heje
30
Vries, Casper G. de
30
Allen, Franklin
29
Härdle, Wolfgang
29
Jarrow, Robert A.
29
Račev, Svetlozar T.
29
Başak, Suleyman
27
Bernard, Carole
27
Gouriéroux, Christian
27
more ...
less ...
Published in...
All
Economic modelling
5
Computational economics
4
Finance : revue de l'Association Française de Finance
4
European journal of operational research : EJOR
3
International journal of business
3
29th International Conference of the French Finance Association (AFFI) 2012
2
Chapman & Hall/CRC financial mathematics series
1
Decision making and risk/return optimization in financial economics
1
International Conference of the French Finance Association (AFFI), May 11-13, 2011
1
Journal of economic dynamics & control
1
Journal of mathematical finance
1
Proceedings of the
1
Risk management decisions and value under uncertainty
1
Risk management decisions and wealth management in financial economics
1
Springer Finance
1
The journal of real estate finance and economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
36
Showing
1
-
10
of
36
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
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
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:
7
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:
8
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:
9
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
Saved in:
10
Portfolio insurance : the extreme value approach to the CPPI method
Bertrand, Philippe
;
Prigent, Jean-Luc
- In:
Finance : revue de l'Association Française de Finance
23
(
2002
)
2
,
pp. 69-86
Persistent link: https://www.econbiz.de/10001702629
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
