Biblio
43 resultats trouvés
Filtres: Auteur est Philippe Bertrand [Clear All Filters]
Overreaction and momentum in the Vietnamese stock marketJournal article , Managerial Finance, Volume 49, Issue 1, pp. 13-28, 2023
The role of investor behavior in emerging stock markets: Evidence from VietnamJournal article , The Quarterly Review of Economics and Finance, Volume 87, pp. 367-376, 2023
Black-Scholes Approximation of Warrant Prices: Slight Return in a Low Interest Rate EnvironmentJournal article , Annals of Operations Research, 2022
Performance Participation Strategies: OBPP versus CPPPJournal article , Finance, Volume 43, Issue 1, pp. 123-150, 2022
The size effect and default risk: Evidence from the Vietnamese stock marketJournal article , Review of Financial Economics, Volume 40, Issue 4, pp. 377-388, 2022
Mixed-asset portfolio allocation under mean-reverting asset returnsJournal article , Annals of Operations Research, Volume 281, Issue 1-2, pp. 65-98, 2019
On the optimality of path-dependent structured funds: The cost of standardizationJournal article , European Journal of Operational Research, Volume 277, Issue 1, pp. 333-350, 2019
Option-Based performance participationJournal article , Journal of Banking & Finance, Volume 105, Issue C, pp. 44-61, 2019
Residential real estate in a mixed-asset portfolioJournal article , Bankers, Markets & Investors, Volume 150, Issue 1, 2018
Risk-based strategies: the social responsibility of investment universes does matterJournal article , Annals of Operations Research, Volume 262, Issue 2, pp. 413-429, 2018
Equilibrium of financial derivative markets under portfolio insurance constraintsJournal article , Economic Modelling, Volume 52, Issue Part A, pp. 278-291, 2016
Portfolio Insurance: The Extreme Value Approach Applied to the CPPI MethodBook chapter , In: Extreme Events in Finance: A Handbook of Extreme Value Theory and its Applications, Francois Longin (Eds.), 2016-10, pp. 465-482, Wiley, 2016
French Retail Financial Structured Products: A Typology and Assessment of Their Fair PricingJournal article , Bankers, Markets & Investors, Issue 135, pp. 4-18, 2015
How performance of risk-based strategies is modified by socially responsible investment universe?Journal article , International Review of Financial Analysis, Volume 38, Issue C, pp. 175-190, 2015
On Path-Dependent Structured Funds: Complexity Does Not Always Pay (Asian versus Average Performance Funds)Journal article , Finance, Volume 36, Issue 2, pp. 67-105, 2015
Risk Attribution AnalysisBook chapter , In: Investment Risk Management, H. K. Baker et G. Filbeck (Eds.), 2015, pp. 387-407, Oxford University Press, 2015
Raising Companies’ Profile with Corporate Social Performance: Variation in Investor Recognition and Liquidity Linked to Vigeo CSP Rating Disclosure.Journal article , Bankers, Markets & Investors, Issue 130, pp. 41-54, 2014
Analysis and Comparison of Leveraged ETFs and CPPI-type Leveraged StrategiesJournal article , Finance, Volume 34, Issue 1, pp. 73-116, 2013
Gestion de portefeuille : analyse quantitative et gestion structurée, 2e éd.Book , Finance, 2012-01, 381 pages, Economica, 2012
Régime de retraite complémentaire Préfon : les fonctionnaires ont-ils vraiment intérêt à cotiser ?Journal article , Économie publique/Public economics, Issue 22-23, pp. 219-242, 2012
Omega performance measure and portfolio insuranceJournal article , Journal of Banking & Finance, Volume 35, Issue 7, pp. 1811-1823, 2011
Another Look at Portfolio Optimization under Tracking-Error ConstraintsJournal article , Financial Analysts Journal, Volume 66, Issue 3, pp. 78-90, 2010
A Note on Risk Aversion, Prudence and Portfolio InsuranceJournal article , The Geneva Risk and Insurance Review, Volume 35, Issue 1, pp. 81-92, 2010
The Statistics of The Information RatioJournal article , International Journal of Business, Volume 15, Issue 1, pp. 71-86, 2010
Risk-adjusted performance attribution and portfolio optimisations under tracking-error constraintsJournal article , Journal of Asset Management, Volume 10, Issue 2, pp. 75-88, 2009