Jean-Luc Prigent

Publication Activity (10 Years)

Years Active: 2000-2024
Publications (10 Years): 9

Top Topics

Risk Management

Decision Making

Portfolio Optimization

Top Venues

Ann. Oper. Res.

Eur. J. Oper. Res.

Publications

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) (2024)
Giovanni Barone-Adesi, Ephraim Clark, Jean-Luc Prigent
Risk management decisions and value under uncertainty. Ann. Oper. Res. 313 (2) (2022)
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) (2022)
Philippe Bertrand, Jean-Luc Prigent
On the optimality of path-dependent structured funds: The cost of standardization. Eur. J. Oper. Res. 277 (1) (2019)
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) (2019)
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) (2019)
Abdallah Ben Saida, Jean-Luc Prigent
On the robustness of portfolio allocation under copula misspecification. Ann. Oper. Res. 262 (2) (2018)
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) (2018)
Hatem Ben Ameur, Jean-Luc Prigent
Risk management of time varying floors for dynamic portfolio insurance. Eur. J. Oper. Res. 269 (1) (2018)
Hatem Ben Ameur, Jean-Luc Prigent
Portfolio insurance: Gap risk under conditional multiples. Eur. J. Oper. Res. 236 (1) (2014)
André de Palma, Jean-Luc Prigent
Standardized versus customized portfolio: a compensating variation approach. Ann. Oper. Res. 165 (1) (2009)
André de Palma, Jean-Luc Prigent
Hedging global environment risks: An option based portfolio insurance. Autom. 44 (6) (2008)
Jean-Luc Prigent
Option Pricing with a General Marked Point Process. Math. Oper. Res. 26 (1) (2001)
Jean-Philippe Lesne, Jean-Luc Prigent, Olivier Scaillet
Convergence of discrete time option pricing models under stochastic interest rates. Finance Stochastics 4 (1) (2000)