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~person:"Prigent, Jean-Luc"
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46
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Prigent, Jean-Luc
Fabozzi, Frank J.
236
Maurer, Raimond
120
Mitchell, Olivia S.
114
Guidolin, Massimo
94
Platen, Eckhard
91
Campbell, John Y.
78
Satchell, Stephen
78
Lo, Andrew W.
73
McAleer, Michael
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Ang, Andrew
70
Gollier, Christian
68
Kraft, Holger
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Uppal, Raman
63
Hens, Thorsten
61
Korn, Ralf
56
Levy, Haim
55
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Wong, Wing Keung
54
Bodie, Zvi
53
Viceira, Luis M.
53
Weber, Martin
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Zaremba, Adam
52
Blake, David
51
Stambaugh, Robert F.
51
Schenk-Hoppé, Klaus Reiner
50
Elton, Edwin J.
48
Li, Duan
48
Post, Thierry
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Zhou, Guofu
46
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45
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44
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44
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44
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44
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International journal of business
7
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5
Finance : revue de l'Association Française de Finance
5
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3
29th International Conference of the French Finance Association (AFFI) 2012
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Decision making and risk/return optimization in financial economics
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International Conference of the French Finance Association (AFFI), May 11-13, 2011
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ECONIS (ZBW)
46
USB Cologne (EcoSocSci)
1
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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 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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
On the robustness of portfolio allocation under copula misspecification
Ben Saida, Abdallah
;
Prigent, Jean-Luc
- In:
Risk management decisions and wealth management in …
,
(pp. 631-652)
.
2018
Persistent link: https://www.econbiz.de/10011871693
Saved in:
9
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:
10
Long-term investment with stochastic interest and inflation rates : the need for inflation-indexed bonds
Mkaouar, Farid
;
Prigent, Jean-Luc
;
Abid, Ilyes
- In:
Economic modelling
67
(
2017
),
pp. 228-247
Persistent link: https://www.econbiz.de/10011813816
Saved in:
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