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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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5
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Barone-Adesi, Giovanni
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Bellalah, Mondher
4
Bouasker, Olfa
4
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4
PRIGENT, Jean-Luc
4
Prigent, Jean-luc
4
Abid, Ilyes
3
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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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4
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3
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61
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:
62
Portfolio management with safety criteria in complete financial markets
Prigent, Jean-Luc
;
Toumi, Salwa
- In:
International journal of business
10
(
2005
)
3
,
pp. 233-250
Persistent link: https://www.econbiz.de/10003176568
Saved in:
63
Portfolio insurance : the extreme value approach to the CPPI method
Bertrand, Philippe
;
Prigent, Jean-Luc
- In:
Finance : revue de l'Association Française de Finance
23
(
2002
)
2
,
pp. 69-86
Persistent link: https://www.econbiz.de/10001702629
Saved in:
64
Option pricing with discrete rebalancing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
2002
Persistent link: https://www.econbiz.de/10001707061
Saved in:
65
Weak convergence of hedging strategies of contingent claims
Prigent, Jean-Luc
;
Scaillet, Olivier
-
2002
Persistent link: https://www.econbiz.de/10001655789
Saved in:
66
Weak convergence of hedging strategies of contingent claims
Prigent, Jean-Luc
;
Scaillet, Olivier
-
2002
Persistent link: https://www.econbiz.de/10001655839
Saved in:
67
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:
68
An empirical investigation in credit spread indices
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
2000
Persistent link: https://www.econbiz.de/10001604303
Saved in:
69
Option pricing with discrete rebalancing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
1999
Persistent link: https://www.econbiz.de/10001430979
Saved in:
70
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:
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