Jean-Luc Prigent

According to our database, Jean-Luc Prigent authored at least 14 papers between 2000 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

Operational research insights on risk, resilience & dynamics of financial & economic systems.

Hachmi Ben Ameur, Ephraim Clark, Zied Ftiti, Jean-Luc Prigent

Ann. Oper. Res., March, 2024

2022

Risk management decisions and value under uncertainty.

Giovanni Barone-Adesi, Ephraim Clark, Jean-Luc Prigent

Ann. Oper. Res., 2022

On the risk management of demand deposits: quadratic hedging of interest rate margins.

Alexandre Adam, Hamza Cherrat, Mohamed Houkari, Jean Paul Laurent, Jean-Luc Prigent

Ann. Oper. Res., 2022

2019

On the optimality of path-dependent structured funds: The cost of standardization.

Philippe Bertrand, Jean-Luc Prigent

Eur. J. Oper. Res., 2019

Mixed-asset portfolio allocation under mean-reverting asset returns.

Charles-Olivier Amédée-Manesme, Fabrice Barthélémy, Philippe Bertrand, Jean-Luc Prigent

Ann. Oper. Res., 2019

Preface: decision making and risk/return optimization in financial economics.

Farid AitSahlia, Giovanni Barone-Adesi, Ephraim Clark, Jean-Luc Prigent

Ann. Oper. Res., 2019

2018

Risk management of time varying floors for dynamic portfolio insurance.

Hatem Ben Ameur, Jean-Luc Prigent

Eur. J. Oper. Res., 2018

On the robustness of portfolio allocation under copula misspecification.

Abdallah Ben Saida, Jean-Luc Prigent

Ann. Oper. Res., 2018

Preface: Risk management decisions and wealth management in Financial Economics.

Hatem Ben Ameur, Ephraim Clark, André de Palma, Jean-Luc Prigent

Ann. Oper. Res., 2018

2014

Portfolio insurance: Gap risk under conditional multiples.

Hatem Ben Ameur, Jean-Luc Prigent

Eur. J. Oper. Res., 2014

2009

Standardized versus customized portfolio: a compensating variation approach.

André de Palma, Jean-Luc Prigent

Ann. Oper. Res., 2009

2008

Hedging global environment risks: An option based portfolio insurance.

André de Palma, Jean-Luc Prigent

Autom., 2008

2001

Option Pricing with a General Marked Point Process.

Jean-Luc Prigent

Math. Oper. Res., 2001

2000

Convergence of discrete time option pricing models under stochastic interest rates.

Jean-Philippe Lesne, Jean-Luc Prigent, Olivier Scaillet

Finance Stochastics, 2000