OPTIMAL EMPLOYEE OWNERSHIP CONTRACTS UNDER AMBIGUITY AVERSION
Aubert, Nicolas, Ben Ameur, Hachmi, Garnotel, Guillaume, Prigent, Jean‐Luc
Published in Economic inquiry (01.01.2018)
Published in Economic inquiry (01.01.2018)
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Journal Article
Preface: Risk management decisions and wealth management in Financial Economics
Ben Ameur, Hatem, Clark, Ephraim, De Palma, André, Prigent, Jean-Luc
Published in Annals of operations research (01.03.2018)
Published in Annals of operations research (01.03.2018)
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Journal Article
On the optimality of path-dependent structured funds: The cost of standardization
Bertrand, Philippe, Prigent, Jean-luc
Published in European journal of operational research (16.08.2019)
Published in European journal of operational research (16.08.2019)
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Journal Article
Operational research insights on risk, resilience & dynamics of financial & economic systems
Ben Ameur, Hachmi, Clark, Ephraim, Ftiti, Zied, Prigent, Jean-Luc
Published in Annals of operations research (01.03.2024)
Published in Annals of operations research (01.03.2024)
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Journal Article
A dynamic autoregressive expectile for time-invariant portfolio protection strategies
Hamidi, Benjamin, Maillet, Bertrand, Prigent, Jean-Luc
Published in Journal of economic dynamics & control (01.09.2014)
Published in Journal of economic dynamics & control (01.09.2014)
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Journal Article
On the risk management of demand deposits: quadratic hedging of interest rate margins
Adam, Alexandre, Cherrat, Hamza, Houkari, Mohamed, Laurent, Jean-Paul, Prigent, Jean-Luc
Published in Annals of operations research (01.06.2022)
Published in Annals of operations research (01.06.2022)
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Journal Article
Performance Participation Strategies: OBPP versus CPPP
Bertrand, Philippe, Prigent, Jean-Luc
Published in IDEAS Working Paper Series from RePEc (01.01.2022)
Published in IDEAS Working Paper Series from RePEc (01.01.2022)
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Paper
Preface: decision making and risk/return optimization in financial economics
AitSahlia, Farid, Barone-Adesi, Giovanni, Clark, Ephraim, Prigent, Jean-Luc
Published in Annals of operations research (01.10.2019)
Published in Annals of operations research (01.10.2019)
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Journal Article
Mixed-asset portfolio allocation under mean-reverting asset returns
Amédée-Manesme, Charles-Olivier, Barthélémy, Fabrice, Bertrand, Philippe, Prigent, Jean-Luc
Published in Annals of operations research (01.10.2019)
Published in Annals of operations research (01.10.2019)
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