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Jean‐Luc Prigent · Study
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Author
Jean‐Luc Prigent
16 works
· latest 2022
· 2 institutions
cluster: provisional
ORCID 0000-0002-5383-6691
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Citations
809
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Most cited in this library
Portfolio Optimization and Performance Analysis
2007 · 131 citations
Omega performance measure and portfolio insurance
2010 · 91 citations
Portfolio Insurance Strategies: OBPI versus CPPI
2002 · 69 citations
Omega Performance Measure and Portfolio Insurance
2018 · 67 citations
Portfolio Insurance Strategies: OBPI versus CPPI
2005 · 63 citations
Works
16 shown
Dynamic connectedness and optimal hedging strategy among commodities and financial indices
International Review of Financial Analysis
·
2022
·
5 authors
·
Open access
29
citations
Omega Performance Measure and Portfolio Insurance
SSRN Electronic Journal
·
2018
·
2 authors
·
preprint
·
Open access
67
citations
OPTIMAL EMPLOYEE OWNERSHIP CONTRACTS UNDER AMBIGUITY AVERSION
Economic Inquiry
·
2017
·
4 authors
·
Open access
19
citations
Portfolio Insurance: The Extreme Value Approach Applied to the CPPI Method
·
2016
·
2 authors
·
other
47
citations
A dynamic autoregressive expectile for time-invariant portfolio protection strategies
Journal of Economic Dynamics and Control
·
2014
·
3 authors
·
Open access
44
citations
Omega performance measure and portfolio insurance
Journal of Banking & Finance
·
2010
·
2 authors
91
citations
Eliciting Utility for (Non)Expected Utility Preferences Using Invariance Transformations
HAL
·
2010
·
3 authors
·
preprint
·
Open access
1
citations
Portfolio Optimization and Performance Analysis
Chapman & Hall/CRC eBooks
·
2007
·
1 author
·
other
131
citations
Portfolio Insurance Strategies: OBPI versus CPPI
RePEc: Research Papers in Economics
·
2005
·
2 authors
·
preprint
63
citations
Portfolio Insurance Strategies: A Comparison of Standard Methods When the Volatility of the Stock is Stochastic
SSRN Electronic Journal
·
2003
·
2 authors
·
preprint
·
Open access
50
citations
Weak Convergence of Financial Markets
Springer finance
·
2003
·
1 author
·
book
49
citations
Weak Convergence of Financial Markets
Springer finance
·
2003
·
1 author
·
chapter
43
citations
Portfolio Insurance Strategies: OBPI versus CPPI
SSRN Electronic Journal
·
2002
·
2 authors
·
preprint
·
Open access
69
citations
An Autoregressive Conditional Binomial Option Pricing Model
Springer finance
·
2002
·
3 authors
·
chapter
·
Open access
35
citations
Weak Convergence of Hedging Strategies of Contingent Claims
SSRN Electronic Journal
·
2002
·
2 authors
·
preprint
·
Open access
29
citations
Option Pricing with a General Marked Point Process
Mathematics of Operations Research
·
2001
·
1 author
42
citations