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~person:"Prigent, Jean-Luc"
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Portfolio Optimization Models...
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Portfolio selection
46
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46
Theorie
33
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33
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6
Portfolio optimization
6
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5
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Prigent, Jean-Luc
Fabozzi, Frank J.
228
Maurer, Raimond
119
Mitchell, Olivia S.
114
Guidolin, Massimo
94
Platen, Eckhard
94
Campbell, John Y.
78
Satchell, Stephen
77
Lo, Andrew W.
75
McAleer, Michael
74
Ang, Andrew
69
Gollier, Christian
69
Kraft, Holger
64
Uppal, Raman
64
Korn, Ralf
62
Hens, Thorsten
61
Wong, Wing Keung
55
Bodie, Zvi
53
Viceira, Luis M.
53
Zaremba, Adam
53
Levy, Haim
52
Markowitz, Harry
51
Stambaugh, Robert F.
51
Blake, David
50
Schenk-Hoppé, Klaus Reiner
50
Li, Duan
48
Weber, Martin
48
Zagst, Rudi
48
Post, Thierry
47
Wermers, Russ
47
Zhou, Guofu
46
Pedersen, Lasse Heje
45
Kelly, Bryan T.
44
Lucas, André
44
Vanduffel, Steven
44
Poterba, James M.
43
Račev, Svetlozar T.
43
Hammoudeh, Shawkat
42
Warnock, Francis E.
42
Agarwal, Vikas
40
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Institut de Préparation à l'Administration et à la Gestion (IPAG)
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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
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2
Journal of banking & finance
2
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1
Chapman & Hall/CRC financial mathematics series
1
Decision making and risk/return optimization in financial economics
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ECONIS (ZBW)
46
RePEc
2
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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 portfolios with guarantee at maturity : computation and comparison
Prigent, Jean-Luc
;
Tahar, Fabrice
- In:
International journal of business
11
(
2006
)
2
,
pp. 171-185
Persistent link: https://www.econbiz.de/10003342033
Saved in:
3
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:
4
Standardized versus customized portfolio : a compensating variation approach
Palma, André de
;
Prigent, Jean-Luc
-
2009
Persistent link: https://www.econbiz.de/10003811687
Saved in:
5
A note on risk aversion, prudence and portfolio insurance
Bertrand, Philippe
;
Prigent, Jean-Luc
- In:
The Geneva risk and insurance review
35
(
2010
)
1
,
pp. 81-92
Persistent link: https://www.econbiz.de/10008664051
Saved in:
6
Dynamic versus static optimization of hedge fund portfolios : the relevance of performance measures
Hentati, Rania
;
Kaffel, Ameur
;
Prigent, Jean-Luc
- In:
International journal of business
15
(
2010
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10003956604
Saved in:
7
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:
8
Optimal international diversification with constraints
Mhiri, Maroua
;
Prigent, Jean-Luc
- In:
International journal of business
17
(
2012
)
2
,
pp. 181-193
Persistent link: https://www.econbiz.de/10009550119
Saved in:
9
Omega performance measure and portfolio insurance
Bertrand, Philippe
;
Prigent, Jean-Luc
- In:
Journal of banking & finance
35
(
2011
)
7
,
pp. 1811-1823
Persistent link: https://www.econbiz.de/10009247603
Saved in:
10
CPPI method with a conditional floor
Ameur, Hachmi Ben
;
Prigent, Jean-Luc
- In:
International journal of business
16
(
2011
)
3
,
pp. 218-230
Persistent link: https://www.econbiz.de/10009307957
Saved in:
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