|
|
Mixed-asset portfolio allocation under mean-reverting asset returns
Charles-Olivier Amédée-Manesme
,
Fabrice Barthélémy
,
Philippe Bertrand
,
Jean-Luc Prigent
Journal articles
hal-01955220v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
Risk-based strategies: the social responsibility of investment universes does matter.
Philippe Bertrand
,
Vincent Lapointe
Annals of Operations Research, 2018
Journal articles
hal-01833080v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
Raising Companies' Profile with Corporate Social Performance: Variation in Investor recognition and Liquidity Linked to Vigeo CSP Rating Disclosures
Philippe Bertrand
,
Alexis Guyot
,
Vincent Lapointe
Bankers Markets & Investors : an academic & professional review, 2014, 130 (May/June), pp.41-54
Journal articles
hal-00995406v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
On Path-Dependent Structured Funds: Complexity Does Not Always Pay (Asian versus Average Performance Funds).
Philippe Bertrand
,
Jean-Luc Prigent
Finance, 2015
Journal articles
hal-01833074v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
Portfolio Insurance: The Extreme Value Theory of the Cppi Method
Philippe Bertrand
,
Jean-Luc Prigent
Finance, 2002
Journal articles
hal-01833122v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
Option-Based performance participation
Rudi Zagst
,
Julia Kraus
,
Philippe Bertrand
Journal articles
hal-02142054v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
Sensibilité de la sédimentation organique aux variations climatiques du Tardi-Wuerm et de l'Holocène; le lac du Bouchet (Haute-Loire, France)
Elisabeth Lallier-Vergès
,
Abdelfettah Sifeddine
,
Jacques-Louis de Beaulieu
,
Maurice Reille
,
Nicolas Tribovillard
,
et al.
Bulletin de la Société Géologique de France, 1993, 164 (5), pp.661-673
Journal articles
hal-00122515v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
Abstract 4947: HACE1 is a putative tumor suppressor gene in B-cell lymphomagenesis down-regulated by both deletion and epigenetic mechanisms
Abdelilah Bouzelfen
,
Marion Alcantara
,
Hafid Kora
,
Philippe Bertrand
,
Sylvain Mareschal
,
et al.
Poster communications
hal-01300808v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
A Transactional Analysis of Chinese Partners' Performance in International Joint Ventures.
Philippe Bertrand
,
Pierre-Xavier Meschi
Chinese Economy, 2005
Journal articles
hal-01833042v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
EVALUATION OF FINANCIAL STRUCTURED PRODUCTS: AN APPLICATION OF THE EXTREME VALUE THEORY.
Philippe Bertrand
,
Jean-Luc Prigent
International Journal of finance, 2003
Journal articles
hal-01833069v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
Performance des partenaires locaux dans les coentreprises internationales en Asie: Valorisation boursière et application de la théorie des coûts de transaction
Philippe Bertrand
,
Pierre-Xavier Meschi
Management international, 2006
Journal articles
hal-01833075v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
French Retail Financial Structured Products: A Typology and Assessment of Their Fair Pricing
Philippe Bertrand
,
Jean-Luc Prigent
Journal articles
hal-01833084v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
The Sensitivity of the Asymptotic Variance of Performance Measures with Respect to Skewness and Kurtosis
Philippe Bertrand
,
Costin Protopopescu
Journal articles
hal-01833104v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
Refractory organic matter in sediments from the North-West African upwelling system: abundance, chemical structure and origin
Yahya Zegouagh
,
Sylvie Derenne
,
Céline Largeau
,
Philippe Bertrand
,
Alain Saliot
,
et al.
Journal articles
istex
hal-02690811v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
L'attribution de performance en gestion de portefeuille.
Philippe Bertrand
,
Patrick Rousseau
Revue Française de Gestion, 2005
Journal articles
hal-01833071v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
The Statistics of The Information Ratio
Philippe Bertrand
,
Protopopescu Protopopescu Costin
Journal articles
hal-01833090v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
Biocompatible Spherical Gold Nanoparticles Synthesis in Aqueous Tetraethylene Oxide Solution and Their Cellular Uptake
Anne Juliette Trouiller
,
Emile Béré
,
Joanna Kalaani
,
Emilie Evanno
,
Benoit Fouchaq
,
et al.
Journal articles
hal-02499914v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
Biological and Clinical Relevance of Associated Genomic Alterations in MYD88 L265P and Non-L265P Mutated Diffuse Large B-Cell Lymphoma: Analysis of 361 Cases
Sydney Dubois
,
Pierre-Julien Viailly
,
Elodie Bohers
,
Philippe Bertrand
,
Philippe Ruminy
,
et al.
Poster communications
hal-02482497v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
On the optimality of path-dependent structured funds: The cost of standardization
Philippe Bertrand
,
Jean-Luc Prigent
Journal articles
hal-02492961v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
A Note on Risk Aversion, Prudence and Portfolio Insurance
Philippe Bertrand
,
Jean-Luc Prigent
Journal articles
hal-01833054v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
How performance of risk-based strategies is modified by socially responsible investment universe?
Philippe Bertrand
,
Vincent Lapointe
Journal articles
hal-01833066v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
Portfolio Insurance Strategies: OBPI versus CPPI.
Philippe Bertrand
,
Jean-Luc Prigent
Finance, 2005
Journal articles
hal-01833077v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
Risk-adjusted performance attribution and portfolio optimisations under tracking-error constraints
Philippe Bertrand
Journal articles
hal-01833079v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
Another Look at Portfolio Optimization under Tracking-Error Constraints
Philippe Bertrand
Journal articles
hal-01833085v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
Portfolio Insurance: The Extreme Value Theory of the Cppi Method
Philippe Bertrand
,
Jean-Luc Prigent
,
Jean-Pierre Lesne
Finance, 2001
Journal articles
hal-01833134v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
Omega performance measure and portfolio insurance
Philippe Bertrand
,
Jean-Luc Prigent
Journal articles
hal-01445954v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
Performance Participation Strategies: OBPP versus CPPP
Philippe Bertrand
,
Jean-Luc Prigent
Journal articles
hal-03672691v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
Analysis and Comparison of Leveraged ETFs and CPPI-type Leveraged Strategies.
Philippe Bertrand
,
Jean-Luc Prigent
Finance, 2013
Journal articles
hal-01833059v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
Equilibrium of financial derivative markets under portfolio insurance constraints
Philippe Bertrand
,
Jean-Luc Prigent
Journal articles
hal-01833070v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
Variations in Liquidity and the Size of Investor Base Associated with Corporate Social Performance Ratings
Philippe Bertrand
,
Alexis Guyot
,
Vincent Lapointe
Journal articles
hal-01833087v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|