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~person:"Prigent, Jean-Luc"
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Portfolio selection
46
Portfolio-Management
46
Theorie
33
Theory
33
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7
Financial market
6
Finanzmarkt
6
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5
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English
47
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Prigent, Jean-Luc
Aizenman, Joshua
281
Fabozzi, Frank J.
246
Belke, Ansgar
194
Hoffmann, Mathias
174
Mitchell, Olivia S.
162
Maurer, Raimond
144
Caporale, Guglielmo Maria
141
Weber, Martin
139
Cheung, Yin-Wong
128
Campbell, John Y.
109
Guidolin, Massimo
106
Schmukler, Sergio L.
100
Massa, Massimo
99
Hens, Thorsten
98
Schnabl, Gunther
97
Bacchetta, Philippe
94
Platen, Eckhard
93
Buch, Claudia M.
91
Lo, Andrew W.
88
Bekaert, Geert
86
Benigno, Gianluca
86
Tille, Cédric
86
Satchell, Stephen
85
Kawai, Masahiro
83
McAleer, Michael
81
Lane, Philip R.
80
Mendoza, Enrique G.
79
Corsetti, Giancarlo
78
Gollier, Christian
77
Obstfeld, Maurice
77
Ang, Andrew
76
Chinn, Menzie David
76
Goetzmann, William N.
75
Ventura, Jaume
75
Ito, Hiro
74
Spagnolo, Nicola
74
Hirshleifer, David
72
Menkhoff, Lukas
72
Kalemli-Ozcan, Sebnem
71
Reinhart, Carmen
70
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International journal of business
7
Economic modelling
5
Finance : revue de l'Association Française de Finance
5
European journal of operational research : EJOR
3
29th International Conference of the French Finance Association (AFFI) 2012
2
Computational economics
2
Journal of banking & finance
2
Annals of operations research
1
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
International review of financial analysis
1
Journal of economic behavior & organization
1
Journal of economic dynamics & control
1
Journal of mathematical finance
1
Proceedings of the
1
Risk management decisions and wealth management in financial economics
1
Springer Finance
1
The Geneva risk and insurance review
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The journal of real estate finance and economics
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ECONIS (ZBW)
47
USB Cologne (EcoSocSci)
1
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1
Standardized versus customized portfolio : a compensating variation approach
Palma, André de
;
Prigent, Jean-Luc
-
2009
Persistent link: https://www.econbiz.de/10003811687
Saved in:
2
Financial crisis and investor behavior : editorial
Ben Ameur, Hachmi
;
Ftiti, Zied
;
Louhichi, Wael
; …
- In:
Journal of economic behavior & organization
223
(
2024
),
pp. 307-310
Persistent link: https://www.econbiz.de/10014553333
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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