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Mixed-asset portfolio allocation under mean-reverting asset returns

Charles-Olivier Amédée-Manesme , Fabrice Barthélémy , Philippe Bertrand , Jean-Luc Prigent
Annals of Operations Research, In press, ⟨10.1007/s10479-018-2761-y⟩
Journal articles hal-01955220v1

Risk-based strategies: the social responsibility of investment universes does matter.

Philippe Bertrand , Vincent Lapointe
Annals of Operations Research, 2018
Journal articles hal-01833080v1

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

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

Portfolio Insurance: The Extreme Value Theory of the Cppi Method

Philippe Bertrand , Jean-Luc Prigent
Finance, 2002
Journal articles hal-01833122v1

Option-Based performance participation

Rudi Zagst , Julia Kraus , Philippe Bertrand
Journal of Banking & Finance, 2019, 105, pp.44-61. ⟨10.1016/j.jbankfin.2019.05.009⟩
Journal articles hal-02142054v1
Image document

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

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.
AACR 106th Annual Meeting 2015, Apr 2015, Philadelphia, PA, United States. 75 (15 Supplement), pp.4947--4947, 2015, ⟨10.1158/1538-7445.AM2015-4947⟩
Poster communications hal-01300808v1

A Transactional Analysis of Chinese Partners' Performance in International Joint Ventures.

Philippe Bertrand , Pierre-Xavier Meschi
Chinese Economy, 2005
Journal articles hal-01833042v1


Philippe Bertrand , Jean-Luc Prigent
International Journal of finance, 2003
Journal articles hal-01833069v1

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

French Retail Financial Structured Products: A Typology and Assessment of Their Fair Pricing

Philippe Bertrand , Jean-Luc Prigent
Bankers Markets & Investors : an academic & professional review, 2015, ⟨10.2139/ssrn.2513231⟩
Journal articles hal-01833084v1

The Sensitivity of the Asymptotic Variance of Performance Measures with Respect to Skewness and Kurtosis

Philippe Bertrand , Costin Protopopescu
International Journal of Business, 2008, ⟨10.2139/ssrn.2666524⟩
Journal articles hal-01833104v1

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.
Organic Geochemistry, 1999, 30 (2-3), pp.101-117. ⟨10.1016/S0146-6380(98)00207-1⟩
Journal articles istex hal-02690811v1

L'attribution de performance en gestion de portefeuille.

Philippe Bertrand , Patrick Rousseau
Revue Française de Gestion, 2005
Journal articles hal-01833071v1

The Statistics of The Information Ratio

Philippe Bertrand , Protopopescu Protopopescu Costin
International Journal of Business, 2010, ⟨10.2139/ssrn.2666519⟩
Journal articles hal-01833090v1

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 of Nanoscience and Nanotechnology, 2019, 19 (7), pp.3744-3754. ⟨10.1166/jnn.2019.16304⟩
Journal articles hal-02499914v1

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.
58th ASH Annual Meeting and Exposition, Dec 2016, San Diego, CA, United States. 128 (22), pp.4097-4097, 2016, ⟨10.1182/blood.V128.22.4097.4097⟩
Poster communications hal-02482497v1
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On the optimality of path-dependent structured funds: The cost of standardization

Philippe Bertrand , Jean-Luc Prigent
European Journal of Operational Research, 2019, 277 (1), pp.333-350. ⟨10.1016/j.ejor.2019.02.003⟩
Journal articles hal-02492961v1

A Note on Risk Aversion, Prudence and Portfolio Insurance

Philippe Bertrand , Jean-Luc Prigent
Geneva Risk and Insurance Review, 2010, 35 (1), pp.81 - 92. ⟨10.1057/grir.2009.8⟩
Journal articles hal-01833054v1

How performance of risk-based strategies is modified by socially responsible investment universe?

Philippe Bertrand , Vincent Lapointe
International Review of Financial Analysis, 2015, 38, pp.175 - 190. ⟨10.1016/j.irfa.2014.11.009⟩
Journal articles hal-01833066v1

Portfolio Insurance Strategies: OBPI versus CPPI.

Philippe Bertrand , Jean-Luc Prigent
Finance, 2005
Journal articles hal-01833077v1

Risk-adjusted performance attribution and portfolio optimisations under tracking-error constraints

Philippe Bertrand
Journal of Asset Management, 2009, 10 (2), pp.75 - 88. ⟨10.1057/jam.2008.37⟩
Journal articles hal-01833079v1

Another Look at Portfolio Optimization under Tracking-Error Constraints

Philippe Bertrand
Financial Analysts Journal, 2010, 66 (3), pp.78 - 90. ⟨10.2469/faj.v66.n3.2⟩
Journal articles hal-01833085v1

Portfolio Insurance: The Extreme Value Theory of the Cppi Method

Philippe Bertrand , Jean-Luc Prigent , Jean-Pierre Lesne
Finance, 2001
Journal articles hal-01833134v1

Omega performance measure and portfolio insurance

Philippe Bertrand , Jean-Luc Prigent
Journal of Banking and Finance, 2011, 35, pp.1811-1823. ⟨10.1016/j.jbankfin.2010.12.001⟩
Journal articles hal-01445954v1
Image document

Performance Participation Strategies: OBPP versus CPPP

Philippe Bertrand , Jean-Luc Prigent
Finance, 2022, 43 (1), pp.123-150. ⟨10.3917/fina.431.0123⟩
Journal articles hal-03672691v1

Analysis and Comparison of Leveraged ETFs and CPPI-type Leveraged Strategies.

Philippe Bertrand , Jean-Luc Prigent
Finance, 2013
Journal articles hal-01833059v1

Equilibrium of financial derivative markets under portfolio insurance constraints

Philippe Bertrand , Jean-Luc Prigent
Economic Modelling, 2016, 52 (2), pp.278 - 291. ⟨10.1016/j.econmod.2014.10.009⟩
Journal articles hal-01833070v1

Variations in Liquidity and the Size of Investor Base Associated with Corporate Social Performance Ratings

Philippe Bertrand , Alexis Guyot , Vincent Lapointe
Bankers Markets & Investors : an academic & professional review, 2014, ⟨10.2139/ssrn.2183599⟩
Journal articles hal-01833087v1