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~person:"Prigent, Jean-Luc"
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Prigent, Jean-Luc
Fabozzi, Frank J.
259
Antony, Jiju
139
Maurer, Raimond
137
Mitchell, Olivia S.
115
Guidolin, Massimo
101
Blind, Knut
93
Platen, Eckhard
92
Bruhn, Manfred
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Campbell, John Y.
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Satchell, Stephen
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McAleer, Michael
77
Gollier, Christian
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Lo, Andrew W.
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Hens, Thorsten
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Ang, Andrew
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Kraft, Holger
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Uppal, Raman
63
Devadasan, S. R.
61
Swinnen, Johan F. M.
60
Bodie, Zvi
59
Korn, Ralf
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Markowitz, Harry
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Wong, Wing Keung
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Schenk-Hoppé, Klaus Reiner
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Viceira, Luis M.
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Weber, Martin
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Levy, Haim
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Blake, David
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Pietrobelli, Carlo
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Zaremba, Adam
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International journal of business
7
Finance : revue de l'Association Française de Finance
6
Economic modelling
5
European journal of operational research : EJOR
3
29th International Conference of the French Finance Association (AFFI) 2012
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Chapman & Hall/CRC financial mathematics series
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Computational economics
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Journal of banking & finance
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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)
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USB Cologne (EcoSocSci)
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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