Search Results - "PRIGENT, J"

Risk management of time varying floors for dynamic portfolio insurance by Ben Ameur, H., Prigent, J.-L.

“…•We extend one of the two main portfolio insurance methods.•We deal with the Constant Proportion Portfolio Insurance strategy.•We allow the floor to vary over…”
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Optimal funding and hiring/firing policies with mean reverting demand by Bouasker, O., Letifi, N., Prigent, J.-L.

“…We analyze the firm's investment and hiring/firing optimal strategies when the market demand is mean reverting and with potential decision reversibility. In…”
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Optimal positioning in financial derivatives under mixture distributions by Hentati-Kaffel, R., Prigent, J.-L.

“…In this paper, we study and extend the optimal portfolio positioning problem introduced by Brennan and Solanki (1981) and by Leland (1980). For that purpose,…”
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Portfolio insurance: Gap risk under conditional multiples by Ben Ameur, H., Prigent, J.L.

“…•We extend one of the two main portfolio insurance methods, namely the CPPI method.•We allow the multiple to vary over time while controlling the risk of such…”
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Ab initio study of the hydrogenation properties of Mg-based binary and ternary compounds Mg2X (X=Ni, Si) and YMgNi4 by Prigent, J., Gupta, M.

“…In this paper the results of ab initio electronic structure investigations of several Mg-based compounds are presented. From our total energy calculations and…”
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On the optimality of funding and hiring/firing according to stochastic demand: The role of growth and shutdown options by Letifi, N., Prigent, J.-L.

“…We examine the firm's investment and hiring/firing policy under stochastic demand with potential reversibility. We evaluate in particular the values of both…”
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Optimal Portfolio Positioning on Multiple Assets Under Ambiguity by Ben Ameur, Hachmi, Boujelbène, Mouna, Prigent, J. L., Triki, Emna

“…This paper determines the optimal financial portfolio in the multidimensional setting when the investor exhibits ambiguity aversion. We consider the Maccheroni…”
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Optimal portfolio positioning within generalized Johnson distributions by Naguez, N., Prigent, J. L.

“…Many empirical studies have shown that financial asset returns do not always exhibit Gaussian distributions, for example hedge fund returns. The introduction…”
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Modification of the hydrogenation properties of LaNi5 upon Ni substitution by Rh, Ir, Pt or Au by PRIGENT, J, JOUBERT, J.-M, GUPTA, M

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Gradual alteration of mitochondrial structure and function by beta-amyloids: importance of membrane viscosity changes, energy deprivation, reactive oxygen species production, and cytochrome c release by Aleardi, A M, Benard, G, Augereau, O, Malgat, M, Talbot, J C, Mazat, J P, Letellier, T, Dachary-Prigent, J, Solaini, G C, Rossignol, R

“…Intracellular amyloid beta-peptide (A beta) accumulation is considered to be a key pathogenic factor in sporadic Alzheimer's disease (AD), but the mechanisms…”
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Optimal portfolio positioning under ambiguity by Ameur, H. Ben, Prigent, J.L.

“…This paper analyzes the optimality of financial portfolios when the investor has a utility with ambiguity aversion. It provides a general result about the…”
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Investigation of modification of hydrogenation and structural properties of LaNi5 intermetallic compound induced by substitution of Ni by Pd by PRIGENT, J, JOUBERT, J.-M, GUPTA, M

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The phase diagrams of the ternary systems La–Ni– M ( M = Re, Ru, Os, Rh, Ir, Pd, Ag, Au) in the La-poor region by Prigent, J., Joubert, J.-M.

“…The phase diagrams of the eight ternary systems Ag–La–Ni, Au–La–Ni, Ir–La–Ni, La–Ni–Os, La–Ni–Pd, La–Ni–Re, La–Ni–Rh and La–Ni–Ru have been investigated…”
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Identification of tyrosine-phosphorylated proteins of the mitochondrial oxidative phosphorylation machinery by Augereau, O, Claverol, S, Boudes, N, Basurko, M-J, Bonneu, M, Rossignol, R, Mazat, J-P, Letellier, T, Dachary-Prigent, J

“…The role of some serine/threonine kinases in the regulation of mitochondrial physiology is now well established, but little is known about mitochondrial…”
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Trap-free process and thermal limitations on large-periphery SiC MESFET for RF and microwave power by Villard, F., Prigent, J.-P., Morvan, E., Dua, C., Brylinski, C., Temcamani, F., Pouvil, P.

“…In this paper, we present recent results on an SiC MESFET and we describe two of the main limitation mechanisms encountered: the self-heating and the trapping…”
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ERK activation by Ca²⁺ ionophores depends on Ca²⁺ entry in lymphocytes but not in platelets, and does not conduct membrane scrambling by Arachiche, A, Badirou, I, Dachary-Prigent, J, Garcin, I, Geldwerth-Feniger, D, Kerbiriou-Nabias, D

“…Rapid Ca²⁺-dependent phospholipid (PL) reorganization (scrambling) at the plasma membrane is a mechanism common to hematopoietic cells exposing procoagulant…”
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Caspase Activation Is an Early Event in Anthracycline-Induced Apoptosis and Allows Detection of Apoptotic Cells before They Are Ingested by Phagocytes by Durrieu, F., Belloc, F., Lacoste, L., Dumain, P., Chabrol, J., Dachary-Prigent, J., Morjani, H., Boisseau, M.-R., Reiffers, J., Bernard, Ph, Lacombe, F.

“…An increasing number of methods are being described to detect apoptotic cells. However, attempts to detect apoptotic cells in clinical samples are rarely…”
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Monocyte vesiculation is a possible mechanism for dissemination of membrane-associated procoagulant activities and adhesion molecules after stimulation by lipopolysaccharide by Satta, N, Toti, F, Feugeas, O, Bohbot, A, Dachary-Prigent, J, Eschwege, V, Hedman, H, Freyssinet, JM

“…Endotoxin-stimulated monocytes can elicit a dual procoagulant response. They express tissue factor and expose phosphatidylserine in the outer leaflet of the…”
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Silicon carbide MESFETs performances and application in broadcast power amplifiers by Temcamani, F., Pouvil, P., Noblanc, O., Brylinski, C., Bannelier, P., Darges, B., Prigent, J.P.

“…We present DC, small signal and power characterization of recent Thomson silicon carbide MESFETs. We present also performances of SiC power amplifiers designed…”
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Annexin V as a Probe of Aminophospholipid Exposure and Platelet Membrane Vesiculation: A Flow Cytometry Study Showing a Role for Free Sulfhydryl Groups by Dachary-Prigent, Jeanne, Freyssinet, Jean-Marie, Pasquet, Jean-Max, Carron, Jean-Claude, Nurden, Alan T.

“…Annexin V, a protein with a high affinity and a strict specificity for aminophospholipids at physiologic calcium concentrations, was used to probe platelet…”
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