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Theory of Performance Particip...
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Theory
Portfolio-Management
69
Portfolio selection
68
Theorie
61
Option pricing theory
16
Optionspreistheorie
16
Derivat
15
Derivative
15
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14
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57
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Zagst, Rudi
44
Escobar, Marcos
19
Bertrand, Philippe
18
Prigent, Jean-Luc
10
Lichtenstern, Andreas
6
Havrylenko, Yevhen
2
Höcht, Stephan
2
Kalin, Dieter
2
Kiesel, Ruediger
2
Kolbe, Andreas
2
Kraus, Julia
2
Kschonnek, Michel
2
Neykova, Daniela
2
Protopopescu Costin, Protopopescu
2
Protopopescu, Costin
2
Scherer, Matthias
2
Schmid, Wolfgang
2
Spies, Ben
2
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2
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1
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Finance : revue de l'Association Française de Finance
5
Insurance / Mathematics & economics
3
International journal of business
3
Applied mathematical finance
2
Decision making and risk/return optimization in financial economics
2
Diskussionspapiere der Europa-Universität Viadrina Frankfurt (Oder), Fakultät Wirtschaftswissenschaften
2
International journal of theoretical and applied finance
2
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29th International Conference of the French Finance Association (AFFI) 2012
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Finanzmarkt und Portfolio-Management
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OR-Spektrum : quantitative approaches in management
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Operations research perspectives
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Review of derivatives research
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Scandinavian actuarial journal
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Springer finance
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The journal of fixed income
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ECONIS (ZBW)
61
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1
Option-Based performance participation
Zagst, Rudi
;
Kraus, Julia
;
Bertrand, Philippe
- In:
Journal of banking & finance
105
(
2019
),
pp. 44-61
Persistent link: https://www.econbiz.de/10012163804
Saved in:
2
Stochastic dominance of portfolio insurance strategies : OBPI versus CPPI
Zagst, Rudi
;
Kraus, Julia
-
2011
Persistent link: https://www.econbiz.de/10009126534
Saved in:
3
Obligation à réinvestissement optionnel du coupon : prix à l'émission et évaluation de la position en chaque instant
Bertrand, Philippe
- In:
Finance : revue de l'Association Française de Finance
14
(
1993
)
2
,
pp. 23-41
Persistent link: https://www.econbiz.de/10001157710
Saved in:
4
Another look at portfolio optimization under tracking-error constraints
Bertrand, Philippe
- In:
Financial analysts' journal : FAJ
66
(
2010
)
3
,
pp. 78-90
Persistent link: https://www.econbiz.de/10003983976
Saved in:
5
Effiziente Value-at-Risk-Berechnung für Rentenportfolios
Zagst, Rudi
- In:
Finanzmarkt und Portfolio-Management
11
(
1997
)
2
,
pp. 165-178
Persistent link: https://www.econbiz.de/10001227919
Saved in:
6
Interest-rate management
Zagst, Rudi
-
2002
Persistent link: https://www.econbiz.de/10001532032
Saved in:
7
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:
8
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:
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
Portfolio insurance strategies : a comparison of standard methods when the volatility of the stock is stochastic
Bertrand, Philippe
;
Prigent, Jean-Luc
- In:
International journal of business
8
(
2003
)
4
,
pp. 461-472
Persistent link: https://www.econbiz.de/10002039315
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