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CPPI Method with a Conditional...
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Prigent, Jean-Luc
162
Bertrand, Philippe
35
Ben Ameur, Hachmi
28
Scaillet, Olivier
25
Renault, Olivier
18
Jawadi, Fredj
16
Ftiti, Zied
13
Ameur, Hachmi Ben
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Louhichi, Waël
10
Cheffou, Abdoulkarim Idi
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Hamidi, Benjamin
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Louhichi, Wael
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7
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Hentati, Rania
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Palma, André de
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Barone-Adesi, Giovanni
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Bouasker, Olfa
4
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PRIGENT, Jean-Luc
4
Prigent, Jean-luc
4
Abid, Ilyes
3
Ben-Ameur, Hatem
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Boujelbene, Nadia Belkhir
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Tahar, Fabrice
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de Palma, André
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Amédée-Manesme, Charles-Olivier
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29th International Conference of the French Finance Association (AFFI) 2012
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ECONIS (ZBW)
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RePEc
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141
Corporate Investment Choice and Exchange Option between Production Functions
Bouasker, Olfa
;
Prigent, Jean-Luc
- In:
International journal of business
17
(
2012
)
2
,
pp. 141-152
Persistent link: https://www.econbiz.de/10009972042
Saved in:
142
Optimal International Diversification with Constraints
Mhiri, Maroua
;
Prigent, Jean-Luc
- In:
International journal of business
17
(
2012
)
2
,
pp. 181-194
Persistent link: https://www.econbiz.de/10009972045
Saved in:
143
Ownership structure and stock market liquidity : evidence from Tunisia
Boujelbéne, Nadia Belkhir
;
Bouri, Abdelfatteh
; …
- In:
International journal of managerial and financial accounting
3
(
2011/12
)
1
,
pp. 91-109
Persistent link: https://www.econbiz.de/10009893162
Saved in:
144
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/10010160337
Saved in:
145
Lookback and barrier options : a comparison between black-scholes and ABC pricing
Prigent, Jean-Luc
;
Renault, Olivier
;
scaillet, Olivier
- In:
Finance : revue de l'Association Française de Finance
20
(
1999
)
2
,
pp. 143-152
Persistent link: https://www.econbiz.de/10009918842
Saved in:
146
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/10009918862
Saved in:
147
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/10009918908
Saved in:
148
Option Pricing with a General Marked Point Process
Prigent, Jean-Luc
- In:
Mathematics of operations research
26
(
2001
)
1
,
pp. 50-66
Persistent link: https://www.econbiz.de/10006418951
Saved in:
149
Option pricing with discrete rebalancing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
- In:
Journal of empirical finance
11
(
2004
)
1
,
pp. 133
Persistent link: https://www.econbiz.de/10007231009
Saved in:
150
Utilitarianism and fairness in portfolio positioning
de Palma, André
;
Prigent, Jean-Luc
- In:
Journal of banking & finance
32
(
2008
)
8
,
pp. 1648-1660
Persistent link: https://www.econbiz.de/10008077574
Saved in:
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