Access Statistics for Jean-Luc Prigent

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Diffusion Model for Long-Term Optimization in the Presence of Stochastic Interest and Inflation Rates 0 0 0 0 0 0 2 4
A Dynamic AutoRegressive Expectile for Time-Invariant Portfolio Protection Strategies 0 0 0 20 1 2 2 91
A Dynamic AutoRegressive Expectile for Time-Invariant Portfolio Protection Strategies 0 0 0 63 3 3 3 290
A Dynamic AutoRegressive Expectile for Time-Invariant Portfolio Protection Strategies 0 0 0 29 2 2 4 121
A GENERAL SUBORDINATED STOCHASTIC PROCESS FOR DERIVATIVES PRICING 0 0 0 0 0 0 0 3
A Note on Risk Aversion, Prudence and Portfolio Insurance 0 0 0 0 3 3 3 10
A Risk Management Approach for Portfolio Insurance Strategies 0 0 0 105 1 4 7 247
A Risk Management Approach for Portfolio Insurance Strategies 0 0 0 326 1 3 4 1,062
A Risk Management Approach for Portfolio Insurance Strategies 0 0 0 20 2 2 2 24
A dynamic autoregressive expectile for time-invariant portfolio protection strategies 0 0 0 0 0 0 1 36
A dynamic autoregressive expectile for time-invariant portfolio protection strategies 0 0 0 0 1 1 2 11
A general subordinated stochastic process for the derivatives pricing 0 0 0 0 0 1 2 185
A note on the valuation of an exotic timing option 0 0 0 0 2 3 3 4
About Long-Term Cross-Currency Bermuda Swaption Pricing 0 0 0 0 0 0 0 6
An Autoregressive Conditional Binomial Option Pricing Model 0 0 0 86 2 3 4 244
An Autoregressive Conditional Binomial Option Pricing Model 0 0 0 446 0 0 0 1,114
An Empirical Estimation in Credit Spread Indices 0 0 0 117 1 1 1 270
An Empirical Investigation in Credit Spread Indices 0 0 0 14 0 0 0 419
An Empirical Investigation in Credit Spread Indices 0 0 1 709 0 0 6 1,641
An Empirical Investigation in Credit Spread Indices 0 0 0 340 0 0 3 731
An auto-regressive conditional binomial option pricing model 0 0 0 0 0 1 1 3
An autoregressive conditional binomial option pricing model under stochastic rates 0 0 0 0 1 1 1 260
Analysis and Comparison of Leveraged ETFs and CPPI-type Leveraged Strategies 0 0 0 0 1 1 2 17
Behaviour towards Risk in Structured Portfolio Management 0 0 0 0 1 1 2 3
Chapter 4 Copula Theory Applied to Hedge Funds Dependence Structure Determination 0 0 0 0 2 2 3 7
Chapter 4 Copula Theory Applied to Hedge Funds Dependence Structure Determination 0 0 0 0 0 0 1 28
Constant Proportion Portfolio Insurance under Tolerance and Transaction Costs 0 0 0 38 2 4 4 77
Convergence of Discrete Time Option Pricing Models Under Stochastic Interest Rates 0 0 0 29 1 1 3 105
Convergence of Discrete Time Options Pricing Models under Stochastic Rates 0 0 0 0 1 1 1 1,244
Convergence of discrete time option pricing models under stochastic interest rates 0 0 0 0 0 0 0 1
Convergence of discrete time options pricing models under stochastic 0 0 0 0 0 0 0 106
Corporate investment choice and exchange option between production functions 0 0 0 0 1 1 1 18
Crises and Uncertainty in the Economy 0 0 0 0 0 0 0 1
DURATION MODELS FOR CREDIT RATING MIGRATION: EVIDENCE FROM THE FINANCIAL CRISIS 0 0 0 0 0 0 1 4
Dynamic Portfolio Insurance Strategies: Risk Management under Johnson Distributions 0 0 0 49 2 3 4 115
Dynamic connectedness and optimal hedging strategy among commodities and financial indices 0 0 0 0 0 0 4 9
Dynamic versus static optimization of hedge fund portfolios: The relevance of performance measures 0 0 0 0 1 1 2 37
Dynamic versus static optimization of hedge fund portfolios: The relevance of performance measures 0 0 0 0 0 0 0 7
EVALUATION OF FINANCIAL STRUCTURED PRODUCTS: AN APPLICATION OF THE EXTREME VALUE THEORY 0 0 0 0 1 2 2 4
Eliciting Utility for (Non)Expected Utility Preferences Using Invariance Transformations 0 0 0 56 0 1 1 173
Equilibrium of financial derivative markets under portfolio insurance constraints 0 0 0 0 1 1 1 18
Firm's value under investment irreversibility, stochastic demand and general production function 0 0 0 0 0 0 0 12
French Retail Financial Structured Products: A Typology and Assessment of Their Fair Pricing 0 0 0 0 0 2 3 30
Gestion de portefeuille avec garantie: l'allocation optimale en actifs derives 0 0 0 0 0 3 8 1,060
Hedging global environment risks: An option based portfolio insurance 0 0 0 315 1 2 2 782
Hedging global environment risks: An option based portfolio insurance 0 0 0 0 0 0 0 0
Implied risk neutral probability measures on options markets: The L2 approach 0 0 0 0 0 0 0 318
Incomplete Markets: A Remark on the Convergence of the Minimal Martingale Measure and Application to the Derivative Assets Pricing 0 0 0 0 0 0 0 557
Incomplete Markets: Convergence of Options Values under the Minimal Martingale Measure. The Multidimensional Case 0 0 0 0 1 1 2 1,018
Incomplete markets: Convergence of options values under the minimal martingale measure. The multidimensional case 0 0 0 0 2 2 4 146
Incomplete markets: convergence of options values under the minimal martingale measure 0 0 0 1 1 1 2 5
Information asymmetry, cluster trading, and market efficiency: Evidence from the Chinese stock market 0 0 0 0 0 1 2 6
International Portfolio Optimization with Higher Moments 0 0 0 0 0 0 2 4
Long-Term Investment with Stochastic Interest and Inflation Rates Incompleteness and Compensating Variation 0 0 0 36 1 1 3 77
Long-term investment with stochastic interest and inflation rates: The need for inflation-indexed bonds 0 0 0 0 1 2 2 3
Market inconsistencies of the market-consistent European life insurance economic valuations: pitfalls and practical solutions 0 0 0 8 0 2 3 34
Mixed-asset portfolio allocation under mean-reverting asset returns 0 0 0 0 0 0 1 32
Modified Sharpe Ratios in Real Estate Performance Measurement: Beyond the Standard Cornish Fisher Expansion 0 0 1 116 3 7 13 709
Omega performance measure and portfolio insurance 0 0 0 0 0 0 4 54
On Path-Dependent Structured Funds: Complexity Does Not Always Pay (Asian versus Average Performance Funds) 0 0 0 0 0 0 0 11
On Path-Dependent Structured Funds: Complexity Does Not Always Pay (Asian versus Average Performance Funds) 0 0 0 17 5 9 11 101
On the Stochastic Dominance of Portfolio Insurance Strategies 0 0 0 0 0 0 0 1
On the debt capacity of growth and decay options 0 0 0 26 1 1 3 100
On the diversity score: a copula approach 0 0 0 0 0 0 0 1
On the maximization of financial performance measures within mixture models 0 0 0 1 1 1 2 11
On the maximization of financial performance measures within mixture models 0 0 0 0 2 2 2 24
On the optimality of funding and hiring/firing according to stochastic demand: The role of growth and shutdown options 0 0 0 0 0 0 1 2
On the optimality of path-dependent structured funds: The cost of standardization 0 0 0 0 0 0 1 11
On the risk management of demand deposits: quadratic hedging of interest rate margins 0 0 0 0 0 2 3 7
On the risk management of demand deposits: quadratic hedging of interest rate margins 0 0 0 0 0 0 0 1
On the robustness of portfolio allocation under copula misspecification 0 0 0 0 0 0 0 5
Optimal Employee Ownership Contracts under Ambiguity Aversion 0 0 0 5 0 1 1 47
Optimal Portfolio Positioning on Multiple Assets Under Ambiguity 0 0 0 0 2 2 3 3
Optimal Portfolio Positioning within Generalized Johnson Distributions 0 0 1 17 0 1 4 46
Optimal Positioning in Financial Derivatives under Mixture Distributions 0 0 0 15 0 0 1 60
Optimal Time to Sell in Real Estate Portfolio Management 0 0 0 135 1 1 1 393
Optimal Time to Sell in Real Estate Portfolio Management 0 0 0 0 0 0 1 2
Optimal funding and hiring/firing policies with mean reverting demand 0 0 0 0 0 0 1 2
Optimal portfolio positioning 0 0 0 25 2 4 5 297
Optimal portfolio positioning under ambiguity 0 0 0 0 0 0 0 1
Optimal portfolio positioning within generalized Johnson distributions 0 0 0 0 1 1 1 2
Optimal portfolio under insurance constraints on the horizon wealth 0 0 0 0 0 0 0 227
Optimal portfolio: towards an operational decision support system 0 0 0 17 0 0 2 133
Optimal positioning in financial derivatives under mixture distributions 0 0 0 0 2 3 3 31
Optimal positioning in financial derivatives under mixture distributions 0 0 0 0 0 1 1 8
Optimality of portfolio insurance The extended CPPI method 0 0 0 2 0 1 1 4,460
Optimisation de portefeuille sous contrainte de variance de la tracking-error 0 0 0 0 1 1 6 36
Option Pricing with Discrete Rebalancing 0 0 0 137 2 3 5 432
Option Pricing with Discrete Rebalancing 0 0 0 11 1 1 1 59
Option Pricing with Discrete Rebalancing 0 0 0 312 0 0 0 683
Option Pricing with a General Marked Point Process 0 0 0 0 0 0 4 6
Option Pricing with a General Market Point Process 0 0 0 4 0 0 1 764
Option pricing with a general marked point process 0 0 0 2 1 2 3 464
Option pricing with discrete rebalancing 0 0 0 0 0 0 0 0
Option pricing with discrete rebalancing 0 0 0 0 1 1 1 155
Ownership structure and stock market liquidity: evidence from Tunisia 0 0 0 0 0 0 3 8
Ownership structure and stock market liquidity: evidence from Tunisia 0 0 0 0 0 0 2 4
PORTFOLIO OPTIMIZATION WITHIN MIXTURE OF DISTRIBUTIONS 0 0 0 0 0 0 0 20
PORTFOLIO OPTIMIZATION WITHIN MIXTURE OF DISTRIBUTIONS 0 0 0 0 0 1 2 17
Performance Participation Strategies: OBPP versus CPPP 0 0 2 4 2 2 4 8
Portfolio Insurance Strategies: A Comparison of Standard Methods When the Volatility of the Stock is Stochastic 0 0 0 2 0 0 1 25
Portfolio Insurance Strategies: OBPI versus CPPI 0 0 0 0 1 2 4 78
Portfolio Insurance: The Extreme Value Theory of the Cppi Method 0 0 0 0 0 0 1 8
Portfolio Insurance: The Extreme Value Theory of the Cppi Method 0 0 0 0 0 0 0 15
Portfolio Insurance: The extreme Value of the CCPI Method 0 1 2 617 1 4 5 950
Portfolio Optimization within Mixture of Distributions 0 0 0 19 1 2 3 30
Portfolio Optimization within Mixture of Distributions 0 0 0 34 2 2 8 65
Portfolio insurance: Gap risk under conditional multiples 0 0 0 0 0 3 4 6
Preface: Risk management decisions and wealth management in Financial Economics 0 0 0 0 0 1 1 1
Preface: decision making and risk/return optimization in financial economics 0 0 0 0 0 1 1 2
Pricing of Contingent Claims from Discrete to Continuous Time Models: On the Robustness of the Black and Scholes Formula 0 0 0 0 1 1 1 803
Prise en compte de l'attitude face au risque dans le cadre de la directive MiFID 0 0 0 89 2 2 2 301
Real Estate Investment: Market Volatility and Optimal Holding Period under Risk Aversion 0 0 0 9 0 1 3 35
Real Estate Portfolio Management: Optimization under Risk Aversion 0 1 2 119 0 1 2 323
Residential Real Estate in a Mixed-Asset Portfolio 0 0 0 0 0 0 0 18
Risk management decisions and value under uncertainty 0 0 0 0 0 0 0 6
Risk management of margin based portfolio strategies for dynamic portfolio insurance with minimum market exposure 0 0 2 5 1 3 11 19
Risk management of time varying floors for dynamic portfolio insurance 0 0 0 0 0 1 2 4
Standardized versus customized portfolio: a compensating variation approach 0 0 0 0 1 1 2 3
Strategies optimales d'allocation de portefeuilles internationaux avec contraintes 0 0 0 1 1 1 1 135
Structured Portfolio Analysis under SharpeOmega Ratio 0 0 0 4 3 4 6 42
Structured portfolio analysis under SharpeOmega ratio 0 0 0 92 1 1 4 303
Structured portfolio analysis under SharpeOmega ratio 0 0 0 9 2 2 3 28
Structured portfolio analysis under SharpeOmega ratio 0 0 0 26 0 1 3 76
Structured portfolio analysis under SharpeOmega ratio 0 0 0 15 2 2 3 59
The private provision of public good in the case of satiation points: The case of a quasi-linear economy 0 0 0 8 0 0 3 249
Utilitarianism and fairness in portfolio positioning 0 0 0 0 0 2 3 7
VaR and Omega measures for hedge funds portfolios: A copula approach 0 0 0 0 1 1 4 33
VaR and Omega measures for hedge funds portfolios: A copula approach 0 0 0 0 1 1 2 13
Weak Convergence of Hedging Strategies of Contingent Claims 0 0 0 48 0 1 2 165
Weak Convergence of Hedging Strategies of Contingent Claims 0 0 0 82 2 2 3 249
Total Working Papers 0 2 11 4,832 92 157 302 26,291
2 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Diffusion Model for Long-Term Optimization in the Presence of Stochastic Interest and Inflation Rates 0 0 1 6 0 1 4 39
A GENERAL SUBORDINATED STOCHASTIC PROCESS FOR DERIVATIVES PRICING 0 0 0 1 0 0 2 11
A Note on Risk Aversion, Prudence and Portfolio Insurance 0 0 0 19 1 1 2 97
A dynamic autoregressive expectile for time-invariant portfolio protection strategies 0 0 0 30 0 3 5 129
A note on the valuation of an exotic timing option 1 1 1 2 1 1 2 15
About Long-Term Cross-Currency Bermuda Swaption Pricing 0 0 0 23 0 1 3 70
An empirical investigation into credit spread indices 0 0 2 2 2 3 9 9
Analysis and Comparison of Leveraged ETFs and CPPI-type Leveraged Strategies 0 0 2 18 2 4 9 64
Convergence of discrete time option pricing models under stochastic interest rates 0 0 0 286 1 1 2 1,223
Corporate Governance and Market Microstructure: Evidence on Institutional Investors in the Tunisian Stock Exchange 0 0 0 12 0 0 2 119
Crisis and Risk Management: Recent Developments in Computational Economics 0 0 0 1 0 0 2 5
DURATION MODELS FOR CREDIT RATING MIGRATION: EVIDENCE FROM THE FINANCIAL CRISIS 0 1 2 12 2 3 9 55
Dynamic connectedness and optimal hedging strategy among commodities and financial indices 0 0 3 7 2 3 12 28
Equilibrium of financial derivative markets under portfolio insurance constraints 0 0 0 15 1 3 10 77
French Retail Financial Structured Products: A Typology and Assessment of Their Fair Pricing 0 0 0 31 0 3 7 104
Information asymmetry, cluster trading, and market efficiency: Evidence from the Chinese stock market 0 0 0 15 0 0 5 63
Long-term investment with stochastic interest and inflation rates: The need for inflation-indexed bonds 0 0 1 13 0 1 17 82
Mixed-asset portfolio allocation under mean-reverting asset returns 0 0 1 16 0 2 6 52
OPTIMAL EMPLOYEE OWNERSHIP CONTRACTS UNDER AMBIGUITY AVERSION 0 0 0 3 2 2 4 42
Omega performance measure and portfolio insurance 0 0 1 101 0 2 5 512
On Path-Dependent Structured Funds: Complexity Does Not Always Pay (Asian versus Average Performance Funds) 0 0 0 5 0 0 1 44
On the Hedging of Interest Rate Margins on Bank Demand Deposits 1 2 2 4 2 3 11 16
On the maximization of financial performance measures within mixture models 0 0 0 3 0 1 1 33
On the optimality of funding and hiring/firing according to stochastic demand: The role of growth and shutdown options 0 0 0 4 0 0 2 46
On the optimality of path-dependent structured funds: The cost of standardization 0 0 1 6 1 1 3 31
On the risk management of demand deposits: quadratic hedging of interest rate margins 1 2 2 8 3 4 6 29
On the robustness of portfolio allocation under copula misspecification 0 0 0 5 1 1 6 60
On the sovereign debt crisis: sovereign credit default swaps and their interaction with stock market indices 0 0 2 9 0 2 9 24
Operational research insights on risk, resilience & dynamics of financial & economic systems 0 0 1 6 1 3 12 19
Optimal Portfolio Positioning on Multiple Assets Under Ambiguity 0 1 3 7 3 6 17 52
Optimal Time to Sell in Real Estate Portfolio Management 0 0 0 49 3 4 7 274
Optimal funding and hiring/firing policies with mean reverting demand 0 0 0 2 1 2 3 35
Optimal portfolio positioning under ambiguity 0 0 0 33 2 3 5 116
Optimal portfolio positioning within generalized Johnson distributions 0 0 0 3 0 0 1 29
Optimal positioning in financial derivatives under mixture distributions 0 0 0 3 2 3 7 43
Option pricing with discrete rebalancing 0 0 1 86 0 0 1 247
Ownership structure and stock market liquidity: evidence from Tunisia 0 0 2 75 1 4 7 264
Performance Participation Strategies: OBPP versus CPPP 0 0 0 4 0 1 3 15
Portfolio insurance: Gap risk under conditional multiples 0 0 0 30 2 5 10 116
Preface: Risk management decisions and wealth management in Financial Economics 0 0 0 15 1 2 2 70
Preface: decision making and risk/return optimization in financial economics 0 0 0 1 0 0 0 17
Real estate investment: Market volatility and optimal holding period under risk aversion 0 0 0 20 0 1 3 107
Risk management decisions and value under uncertainty 0 0 0 5 0 0 0 9
Risk management of time varying floors for dynamic portfolio insurance 2 3 4 38 2 4 10 100
Standardized versus customized portfolio: a compensating variation approach 0 1 2 7 3 5 7 33
Utilitarianism and fairness in portfolio positioning 0 0 1 27 4 4 5 135
Total Journal Articles 5 11 35 1,068 46 93 256 4,760
1 registered items for which data could not be found

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Chapter 4 Copula Theory Applied to Hedge Funds Dependence Structure Determination 0 0 1 2 1 1 4 9
Estimation of Non-Gaussian Returns: The Hedge Funds Case 0 0 0 0 1 1 2 3
Total Chapters 0 0 1 2 2 2 6 12
2 registered items for which data could not be found
logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-12-06