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Les Derniers documents de travail publiés :

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Les Dernières contributions à un livre publiés :

  • Portfolio insurance : the extreme value approach to the CPPI methodPortfolio insurance : the extreme value approach to the CPPI method Prigent Jean-Luc, P. Bertrand , Extreme Events in Finance: A Handbook of Extreme Value Theory and its Applications, First Edition. Edited by François Longin. Published 2017 by John Wiley & Sons, Inc., 2017

  • The European Union’s Development Cooperation Policy and Financial Globalization Gueguen Simon, Europe, Diplomacy and Development (Carol Cosgrove-Sacks), Palgrave, 2001

  • Brésil : l’avenir est-il pour maintenant ? Terra Maria Cristina, L'économie mondiale 2013, CEPII, p.55-71, A. Benassy-Quéré and A. Chevalier (eds.), 2012

  • Retour vers le futur ? Terra Maria Cristina, Tatiana Ruediger , Politique Étrangère 4, p.87-101, 2013

  • The Long Run Interplay Between Trade Policy and the Location of Economic Activity in Brasil Revisited Terra Maria Cristina, Lucas P. Ferraz, Eduardo A. Haddad , Geography, Institutions and Regional Economic Performance, p.331-351, R. Crescenzi and M. Percoco (org.), 1ed.Berlin: Springer Verlag, 2013

  • La crise made in Brazil Terra Maria Cristina, L'économie mondiale 2017, CEPII, I. Bensidoun and J. couppey-Soubeyran (eds.), 2016

  • La Politique Industrielle au Brésil Terra Maria Cristina, Mauricio Canêdo Pinheiro , Outre-Terre, N° 47, 2016

  • Gary S. Becker Fleury Jean-Baptiste, Encyclopedia of Law and Economics, edited by Jürgen Backhaus, Springer, 2017

  • Order, Coordination, and Collective Action among the Undead Fleury Jean-Baptiste, Alain Marciano , Economics of the Undead: Zombies, Vampires, and the Dismal Science, edited by Glen Whitman and James Dow. London: Rowman and Littlefield, 2014

  • Anticipations et équilibres Desgranges Gabriel, Bernard Walliser , Economie et cognition, Ophrys/MSH, 2008

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Les Derniers articles publiés

  • Residential real estate in a mixed-asset portfolio Prigent Jean-Luc, Philippe Bertrand , Bankers, Markets and Investors, Forthcoming , 2017

  • Optimal employee ownership contracts under ambiguity aversion Prigent Jean-Luc, N. Aubert, H. Ben Ameur, G. Garnotel , Economic inquiry, Forthcoming , 2017

  • A diffusion model for long-term optimization in the presence of stochastic interest and inflation rates Prigent Jean-Luc, F. Mkaouar, Ilyes Abid , Computational economics, Forthcoming , 2017

  • Long-term investment with stochastic interest and inflation rates : The need for inflation-indexed bonds Prigent Jean-Luc, F. Mkaouar, Ilyes Abid , Economic modelling, Forthcoming , 2017

  • Optimal portfolio positioning within generalized Johnson distributions Prigent Jean-Luc, N. Naguez , Quantitative finance, 17 (7), p.1037-1055, 2017

  • Market inconsistencies of the market-consistent European life insurance economic valuations : pitfalls and practical solutions Prigent Jean-Luc, Nicole El Karoui, Stéphane Loisel, Julien Vedani , European Actuarial Journal, 7 (1), p.1-28, 2017

  • On the robustness of portfolio allocation under copula misspecification Prigent Jean-Luc, A. Ben Saida , Annals of operations research, p.1–22, 2016

  • Optimal funding and hiring policies under mean reverting demand Prigent Jean-Luc, O. Bouasker, N. Létifi , Economic modelling, 58 , p.569-579, 2016

  • On the diversity score : a copula approach Prigent Jean-Luc, A. Ben Saida , Statistics: A Journal of Theoretical and Applied Statistics, 51 (1), p.188-204, 2016

  • On the stochastic dominance of portfolio insurance strategies Prigent Jean-Luc, H. Maalej , Journal of Mathematical Finance, 6 , p.14-27, 2016

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