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Portfolio insurance : the extr...
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Theorie
59
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59
Portfolio-Management
56
Portfolio selection
55
Optionspreistheorie
18
Risikomanagement
18
Option pricing theory
17
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15
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11
Unvollkommener Markt
11
Martingal
9
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9
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English
134
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87
French
10
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1
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Prigent, Jean-Luc
162
Bertrand, Philippe
70
Scaillet, Olivier
25
Renault, Olivier
18
Prigent, J.-L.
11
Scaillet, O.
11
Hamidi, Benjamin
9
Bertrand, P.
8
Clark, Ephraim
7
Maillet, Bertrand
7
Barthélémy, Fabrice
6
Lapointe, Vincent
6
Ben Ameur, Hachmi
5
Bouri, Abdelfatteh
5
Ftiti, Zied
5
Hentati, Rania
5
Lesne, Jean-Philippe
5
Naguez, Naceur
5
Palma, André de
5
Barone-Adesi, Giovanni
4
Bellalah, Mondher
4
Bouasker, Olfa
4
Mkaouar, Farid
4
PRIGENT, Jean-Luc
4
Prigent, J. L.
4
Prigent, Jean-luc
4
Renault, O.
4
Abid, Ilyes
3
Ben-Ameur, Hatem
3
Boujelbene, Nadia Belkhir
3
Kraus, Julia
3
Lesne, J.-P.
3
Letifi, N.
3
Tahar, Fabrice
3
Zagst, Rudi
3
de Palma, André
3
AitSahlia, Farid
2
Amédée-Manesme, Charles-Olivier
2
Barthelemy, Fabrice
2
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2
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Institut de Préparation à l'Administration et à la Gestion (IPAG)
13
HAL
8
Théorie Économique, Modélisation, Application (THEMA), Université de Cergy-Pontoise
8
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
2
Financial Markets Group
2
Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE)
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Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain
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1
National Centre of Competence in Research North South <Bern>
1
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1
arXiv.org
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International journal of business
15
Finance : revue de l'Association Française de Finance
13
Working Papers / Institut de Préparation à l'Administration et à la Gestion (IPAG)
13
Economic modelling
8
THEMA Working Papers
8
Annals of operations research
6
Computational economics
6
Journal of banking & finance
6
Working Papers / HAL
5
Série des documents de travail / Centre de Recherche en Économie et Statistique
4
Discussion paper
3
European journal of operational research : EJOR
3
GREQAM Discussion Paper
3
Risk management decisions and wealth management in financial economics
3
29th International Conference of the French Finance Association (AFFI) 2012
2
Arbeitspapiere
2
Chapman & Hall/CRC financial mathematics series
2
Decision making and risk/return optimization in financial economics
2
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2
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2
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2
FAME Research Paper Series
2
FMG Discussion Papers
2
Finance and stochastics
2
Financial analysts' journal : FAJ
2
G.R.E.Q.A.M.
2
International Center for Financial Asset Management and Engineering (FAME) - Research Paper Series
2
International Conference of the French Finance Association (AFFI), May 11-13, 2011
2
International Journal of Academic Research in Accounting, Finance and Management Sciences
2
International journal of managerial and financial accounting
2
International review of financial analysis
2
Journal of Banking & Finance
2
Journal of Economic Dynamics and Control
2
Journal of economic dynamics & control
2
Journal of empirical finance
2
Research paper / International Center for Financial Asset Management and Engineering
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Risk management decisions and value under uncertainty
2
The Chinese economy
2
The Geneva risk and insurance review
2
The journal of asset management
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Source
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ECONIS (ZBW)
136
RePEc
61
OLC EcoSci
26
USB Cologne (business full texts)
4
USB Cologne (EcoSocSci)
3
Other ZBW resources
2
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1
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:
2
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:
3
Portfolio insurance strategies : OBPI versus CPPI
Bertrand, Philippe
;
Prigent, Jean-Luc
- In:
Finance : revue de l'Association Française de Finance
26
(
2005
)
1
,
pp. 5-32
Persistent link: https://www.econbiz.de/10003229682
Saved in:
4
Gestion de portefeuille avec garantie : l'allocation optimale en actifs dérivés
Bertrand, Philippe
;
Lesne, Jean-Philippe
;
Prigent, Jean-Luc
- In:
Finance : revue de l'Association Française de Finance
22
(
2001
)
1
,
pp. 7-35
Persistent link: https://www.econbiz.de/10001624292
Saved in:
5
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
Saved in:
6
Analysis and comparison of leveraged ETFs and CPPI-type leveraged strategies
Bertrand, Philippe
;
Prigent, Jean-Luc
- In:
Finance : revue de l'Association Française de Finance
34
(
2013
)
1
,
pp. 73-116
Persistent link: https://www.econbiz.de/10009776161
Saved in:
7
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:
8
On path-dependent structured funds : complexity does not always pay : Asian versus average performance funds
Bertrand, Philippe
;
Prigent, Jean-Luc
- In:
Finance : revue de l'Association Française de Finance
37
(
2015
)
2
,
pp. 67-105
Persistent link: https://www.econbiz.de/10011615586
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 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
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