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Jean-Luc Prigent
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2020 – today
- 2024
- [j14]Hachmi Ben Ameur, Ephraim Clark, Zied Ftiti, Jean-Luc Prigent:
Operational research insights on risk, resilience & dynamics of financial & economic systems. Ann. Oper. Res. 334(1): 1-6 (2024) - 2022
- [j13]Giovanni Barone-Adesi, Ephraim Clark, Jean-Luc Prigent:
Risk management decisions and value under uncertainty. Ann. Oper. Res. 313(2): 603-604 (2022) - [j12]Alexandre Adam, Hamza Cherrat
, Mohamed Houkari, Jean Paul Laurent, Jean-Luc Prigent:
On the risk management of demand deposits: quadratic hedging of interest rate margins. Ann. Oper. Res. 313(2): 1319-1355 (2022)
2010 – 2019
- 2019
- [j11]Farid AitSahlia, Giovanni Barone-Adesi, Ephraim Clark, Jean-Luc Prigent:
Preface: decision making and risk/return optimization in financial economics. Ann. Oper. Res. 281(1-2): 1-2 (2019) - [j10]Charles-Olivier Amédée-Manesme
, Fabrice Barthélémy, Philippe Bertrand
, Jean-Luc Prigent
:
Mixed-asset portfolio allocation under mean-reverting asset returns. Ann. Oper. Res. 281(1-2): 65-98 (2019) - [j9]Philippe Bertrand
, Jean-Luc Prigent:
On the optimality of path-dependent structured funds: The cost of standardization. Eur. J. Oper. Res. 277(1): 333-350 (2019) - 2018
- [j8]Hatem Ben Ameur, Ephraim Clark, André de Palma, Jean-Luc Prigent
:
Preface: Risk management decisions and wealth management in Financial Economics. Ann. Oper. Res. 262(2): 239-240 (2018) - [j7]Abdallah Ben Saida, Jean-Luc Prigent
:
On the robustness of portfolio allocation under copula misspecification. Ann. Oper. Res. 262(2): 631-652 (2018) - [j6]Hatem Ben Ameur, Jean-Luc Prigent
:
Risk management of time varying floors for dynamic portfolio insurance. Eur. J. Oper. Res. 269(1): 363-381 (2018) - 2014
- [j5]Hatem Ben Ameur, Jean-Luc Prigent
:
Portfolio insurance: Gap risk under conditional multiples. Eur. J. Oper. Res. 236(1): 238-253 (2014)
2000 – 2009
- 2009
- [j4]André de Palma, Jean-Luc Prigent
:
Standardized versus customized portfolio: a compensating variation approach. Ann. Oper. Res. 165(1): 161-185 (2009) - 2008
- [j3]André de Palma, Jean-Luc Prigent
:
Hedging global environment risks: An option based portfolio insurance. Autom. 44(6): 1519-1531 (2008) - 2001
- [j2]Jean-Luc Prigent
:
Option Pricing with a General Marked Point Process. Math. Oper. Res. 26(1): 50-66 (2001) - 2000
- [j1]Jean-Philippe Lesne, Jean-Luc Prigent
, Olivier Scaillet:
Convergence of discrete time option pricing models under stochastic interest rates. Finance Stochastics 4(1): 81-93 (2000)
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