Jean Prigent

Discipline

Economies et finances (51) Linguistique (3) Gestion et management (3) Sciences de l'information et de la communication (1) Droit (1)

Type de document

Articles (56) Prépublication (5) Livres et chapitres d'ouvrages (2) Textes imprimés (1) Logiciels et codes (1) Autres (1) Jeux de données (1) Colloques et conférences (1)

Co-auteur

Date

Source

Mot-clé

Finance (51) Finance (50) Social sciences (39) Mathematics (35) Securities (26) Investments (26) Risk (16) Example (14) risque (13) Time (13) Management (13) Models (13) modèle (12) Methods (12) Probabilities (12) Methods (12) Performance (12) temps (durée) (10) papier (10) investissement (10) Value (10) Performance (10) Paper (10) marché (9) gestion (9) Strategy (9) Insurance (9) Management (9) assurance (8) Weights and measures (8)

Documents écrit par Jean Prigent (66) | parle de Jean Prigent (0)

Optimal Portfolio Allocation with Long-Short Strategies: Application to Factor Investing
Philippe Bertrand et al. (2024)
On the sovereign debt crisis : sovereign credit default swaps and their interaction with stock market indices
Haifa Boussada et al. (2023)
On the hedging of interest rate margins on bank demand deposits
Hamza Cherrat et al. (2023)
Crisis and risk management : recent developments in computational economics
Zied Ftiti et al. (2023)
Dynamic connectedness and optimal hedging strategy among commodities and financial indices
Néjib Hachicha et al.
Performance Participation Strategies: OBPP versus CPPP
Philippe Bertrand et al. (1 mars 2022)
Performance Participation Strategies: OBPP versus CPPP
Philippe Bertrand et al. (2022)
Performance Participation Strategies: OBPP versus CPPP
Philippe Bertrand et al. (2022)
On the risk management of demand deposits: quadratic hedging of interest rate margins
Alexandre Adam et al. (2022)
Risk management decisions and value under uncertainty
Ephraim Clark et al. (2022)
About Long-Term Cross-Currency Bermuda Swaption Pricing
Bünyamin Erkan et al. (juin 2020)
Optimal Portfolio Positioning on Multiple Assets Under Ambiguity
Hachmi Ben Ameur et al. (juin 2020)
Preface: decision making and risk/return optimization in financial economics
Farid Aitsahlia et al. (oct. 2019)
Information asymmetry, cluster trading, and market efficiency: Evidence from the Chinese stock market
Yingyi Hu et al. (août 2019)
On the optimality of path-dependent structured funds: The cost of standardization
Philippe Bertrand et al.
A Diffusion Model for Long-Term Optimization in the Presence of Stochastic Interest and Inflation Rates
Farid Mkaouar et al.
GestCO2, heat, carbon and water budgets of a broiler batch (ROSS 308): observations and associated modelling equations
Paul Robin et al. (20 mars 2019)
Risk management of time varying floors for dynamic portfolio insurance
H. Ben Ameur et al. (août 2018)
DURATION MODELS FOR CREDIT RATING MIGRATION: EVIDENCE FROM THE FINANCIAL CRISIS
Myriam Ben Ayed et al.
On the robustness of portfolio allocation under copula misspecification
Abdallah Ben Saida et al. (mars 2018)
Preface: Risk management decisions and wealth management in Financial Economics
Hatem Ben Ameur et al.
Optimal Employee Ownership Contracts under Ambiguity Aversion
Nicolas Aubert et al. (2018)
Residential Real Estate in a Mixed-Asset Portfolio
Philippe Bertrand et al.
Long-term investment with stochastic interest and inflation rates: The need for inflation-indexed bonds
Farid Mkaouar et al.
Optimal portfolio positioning within generalized Johnson distributions
N. Naguez et al. (5 janv. 2017)

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