Gestion de portefeuille avec garantie: l'allocation optimale en actifs derives
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- repec:ipg:wpaper:2014-330 is not listed on IDEAS
- Rania HENTATI & Jean-Luc PRIGENT, "undated".
"Structured Portfolio Analysis under SharpeOmega Ratio,"
- Rania Hentati-KAFFEL & Jean-Luc Prigent, 2014. "Structured portfolio analysis under SharpeOmega ratio," Working Papers 2014-425, Department of Research, Ipag Business School.
- Rania Hentati-Kaffel & Jean-Luc Prigent, 2012. "Structured portfolio analysis under SharpeOmega ratio," Documents de travail du Centre d'Economie de la Sorbonne 12002, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Rania Hentati & Jean-Luc Prigent, 2012. "Structured portfolio analysis under SharpeOmega ratio," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00657327, HAL.
- repec:taf:quantf:v:17:y:2017:i:7:p:1037-1055 is not listed on IDEAS
- Hentati-Kaffel, R. & Prigent, J.-L., 2016.
"Optimal positioning in financial derivatives under mixture distributions,"
Elsevier, vol. 52(PA), pages 115-124.
- R. Hentati-Kaffel & J.L. Prigent, 2014. "Optimal Positioning in Financial Derivatives under Mixture Distributions," Working Papers 2014-347, Department of Research, Ipag Business School.
- Rania Hentati & Jean-Luc Prigent, 2016. "Optimal positioning in financial derivatives under mixture distributions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01299840, HAL.
- N. Naguez & J. L. Prigent, 2017.
"Optimal portfolio positioning within generalized Johnson distributions,"
Taylor & Francis Journals, vol. 17(7), pages 1037-1055, July.
- Naceur Naguez & Jean-Luc Prigent, 2014. "Optimal Portfolio Positioning within Generalized Johnson Distributions," Working Papers 2014-336, Department of Research, Ipag Business School.
- Rania Hentati & Jean-Luc Prigent, 2012. "Structured portfolio analysis under SharpeOmega ratio," Working Papers hal-00657327, HAL.
More about this item
KeywordsASSURANCE ; RISQUE ; MARCHE FINANCIER;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
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