The Impact of Low-Carbon Policy on Stock Returns
Rania Hentati-Kaffel
,
Alessandro Ravina
Journal articles
hal-03045804v1
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Forecast bankruptcy using a blend of clustering and MARS model: case of US banks
Zeineb Affes
,
Rania Hentati-Kaffel
Journal articles
hal-03045877v1
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Predicting US Banks Bankruptcy: Logit Versus Canonical Discriminant Analysis
Zeineb Affes
,
Rania Hentati-Kaffel
Journal articles
hal-03045837v1
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Structured products under generalized kappa ratio
Rania Hentati
Journal articles
hal-01306629v1
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Forecast bankruptcy using a blend of clustering and MARS model - Case of US banks
Zeineb Affes
,
Rania Hentati-Kaffel
2016
Other publications
halshs-01314553v1
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Predicting US banks bankruptcy: logit versus Canonical Discriminant analysis
Zeineb Affes
,
Rania Hentati-Kaffel
2016
Other publications
halshs-01281948v1
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Optimal positioning in financial derivatives under mixture distributions
Rania Hentati
,
Jean-Luc Prigent
Economic Modelling , 2016, Special Issue on Recent Developments in Decision-Making, Monetary Policy and Financial Markets, 52 (2),
⟨10.1016/j.econmod.2015.02.021⟩
Journal articles
hal-01299840v1
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Generalized runs tests to detect randomness in hedge funds returns
Rania Hentati
,
Philippe de Peretti
Journal articles
hal-01299827v1
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Detecting performance persistence of hedge funds
Rania Hentati
,
Philippe de Peretti
Journal articles
hal-01299837v1
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Detecting performance persistence of hedge funds
Rania Hentati
,
Philippe de Peretti
Journal articles
hal-03045892v1
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Portfolio Optimization within Mixture of Distributions
Rania Hentati-Kaffel
,
Jean-Luc Prigent
2014
Preprints, Working Papers, ...
hal-01066105v1
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Detecting Performance Persistence of Hedge Funds : A Runs-Based Analysis
Rania Hentati-Kaffel
,
Philippe de Peretti
2014
Preprints, Working Papers, ...
hal-00984777v1
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Structured portfolio analysis under SharpeOmega ratio
Rania Hentati
,
Jean-Luc Prigent
2012
Preprints, Working Papers, ...
hal-00657327v1
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PORTFOLIO OPTIMIZATION WITHIN MIXTURE OF DISTRIBUTIONS
Rania Hentati
,
Jean-Luc Prigent
International Conference on Applied Financial Economics , Jun 2011, samos, Greece. pp.565-572
Conference papers
hal-00607105v1
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VaR and Omega measures for hedge funds portfolios: A copula approach
Rania Hentati
,
Jean-Luc Prigent
Bankers Markets & Investors : an academic & professional review , 2011, 110, pp.51-64
Journal articles
hal-00608961v1
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On the maximization of financial performance measures within mixture models
Rania Hentati
,
Jean-Luc Prigent
Journal articles
hal-00608960v1
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Chapter 4 Copula Theory Applied to Hedge Funds Dependence Structure Determination
Rania Hentati
,
Jean-Luc Prigent
Nonlinear Modeling of Economic and Financial Time-Series , Emerald Group Publishing Limited, pp.83-109, 2010, International Symposia in Economic Theory and Econometrics ; 20,
⟨10.1108/S1571-0386(2010)0000020009⟩
Book sections
hal-00607102v1
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Dynamic versus static optimization of hedge fund portfolios: The relevance of performance measures
Rania Hentati
,
Ameur Kaffel
,
Jean-Luc Prigent
International Journal of Business , 2010, 15 (1), pp.1-17
Journal articles
hal-00608962v1
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