Loading...

← Back to Leaderboard

Jean-Luc Prigent

Global rank #12780 85%

Institution: Université de Cergy-Pontoise

Primary Field: Finance (weighted toward more recent publications)

First Publication: 2008

Most Recent: 2023

RePEc ID: ppr77 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.34
Last 10 Years 0.00 0.00 0.00 0.00 3.44
All Time 0.00 0.00 2.68 0.00 7.12

Publication Statistics

Raw Publications 14
Coauthorship-Adjusted Count 11.61

Publications (14)

Year Article Journal Tier Authors
2023 On the sovereign debt crisis: sovereign credit default swaps and their interaction with stock market indices Applied Economics C 3
2019 Information asymmetry, cluster trading, and market efficiency: Evidence from the Chinese stock market Economic Modeling C 2
2018 OPTIMAL EMPLOYEE OWNERSHIP CONTRACTS UNDER AMBIGUITY AVERSION Economic Inquiry C 4
2018 DURATION MODELS FOR CREDIT RATING MIGRATION: EVIDENCE FROM THE FINANCIAL CRISIS Economic Inquiry C 3
2017 Long-term investment with stochastic interest and inflation rates: The need for inflation-indexed bonds Economic Modeling C 3
2016 Real estate investment: Market volatility and optimal holding period under risk aversion Economic Modeling C 3
2016 Equilibrium of financial derivative markets under portfolio insurance constraints Economic Modeling C 2
2016 Optimal positioning in financial derivatives under mixture distributions Economic Modeling C 2
2016 Optimal funding and hiring/firing policies with mean reverting demand Economic Modeling C 3
2014 A dynamic autoregressive expectile for time-invariant portfolio protection strategies Journal of Economic Dynamics and Control B 3
2014 On the optimality of funding and hiring/firing according to stochastic demand: The role of growth and shutdown options Economic Modeling C 2
2013 Optimal portfolio positioning under ambiguity Economic Modeling C 2
2011 Omega performance measure and portfolio insurance Journal of Banking & Finance B 2
2008 Utilitarianism and fairness in portfolio positioning Journal of Banking & Finance B 2