Access Statistics for Philippe BERTRAND

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Note on Portfolio Performance Attribution: Taking Risk into Account 0 0 0 0 2 2 5 10
A Note on Risk Aversion, Prudence and Portfolio Insurance 0 0 0 0 2 2 7 14
A Transactional Analysis of Chinese Partners' Performance in International Joint Ventures 0 0 0 0 1 1 4 10
Analysis and Comparison of Leveraged ETFs and CPPI-type Leveraged Strategies 0 0 0 0 0 0 2 18
Another Look at Portfolio Optimization under Tracking-Error Constraints 0 0 0 0 1 1 6 18
Black-Scholes Approximation of Warrant Prices: Slight Return in a Low Interest Rate Environment 0 0 0 3 0 0 5 10
EVALUATION DES TITRES HYPOTHECAIRES 0 0 0 0 1 1 13 339
EVALUATION OF FINANCIAL STRUCTURED PRODUCTS: AN APPLICATION OF THE EXTREME VALUE THEORY 0 0 0 0 3 4 7 9
Equilibrium of financial derivative markets under portfolio insurance constraints 0 0 0 0 0 2 10 27
French Retail Financial Structured Products: A Typology and Assessment of Their Fair Pricing 0 0 0 0 0 1 3 31
Gestion de portefeuille avec garantie: l'allocation optimale en actifs derives 0 0 0 0 0 1 8 1,063
How performance of risk-based strategies is modified by socially responsible investment universe? 0 0 0 0 4 5 10 37
L'attribution de performance en gestion de portefeuille 0 0 0 0 4 4 5 19
Mixed-asset portfolio allocation under mean-reverting asset returns 0 0 0 0 2 5 7 39
Obligation à réinvestissement optionnel du coupon: prix à l'émission et évaluation de la position en chaque instant 0 0 0 0 0 0 1 8
Omega performance measure and portfolio insurance 0 0 0 0 3 6 7 61
On Path-Dependent Structured Funds: Complexity Does Not Always Pay (Asian versus Average Performance Funds) 0 0 0 0 2 5 15 26
On Path-Dependent Structured Funds: Complexity Does Not Always Pay (Asian versus Average Performance Funds) 0 0 0 17 4 5 25 116
On the optimality of path-dependent structured funds: The cost of standardization 0 0 0 0 1 2 6 16
Optimisation de portefeuille sous contrainte de variance de la tracking-error 0 0 0 0 6 6 16 47
Option-Based performance participation 0 0 0 0 3 3 5 25
Overreaction and momentum in the Vietnamese stock market 1 1 1 4 6 21 38 117
Performance Participation Strategies: OBPP versus CPPP 0 0 2 4 3 3 8 12
Performance des partenaires locaux dans les coentreprises internationales en Asie: Valorisation boursière et application de la théorie des coûts de transaction 0 0 0 0 1 1 2 11
Portfolio Insurance Strategies: A Comparison of Standard Methods When the Volatility of the Stock is Stochastic 0 0 0 2 5 6 10 35
Portfolio Insurance Strategies: OBPI versus CPPI 0 0 0 0 1 3 12 87
Portfolio Insurance: The Extreme Value Theory of the Cppi Method 0 0 0 0 1 3 5 20
Portfolio Insurance: The Extreme Value Theory of the Cppi Method 0 0 0 0 0 1 3 11
Portfolio Insurance: The extreme Value of the CCPI Method 0 0 1 617 1 1 7 953
Raising Companies' Profile with Corporate Social Performance: Variation in Investor recognition and Liquidity Linked to Vigeo CSP Rating Disclosures 0 0 0 0 3 3 4 26
Residential Real Estate in a Mixed-Asset Portfolio 0 0 0 0 0 0 2 20
Risk Attribution and Portfolio Optimizations Under Tracking-Error Constraints 0 0 0 0 2 2 3 11
Risk-adjusted performance attribution and portfolio optimisations under tracking-error constraints 0 0 0 0 3 3 6 20
Risk-based strategies: the social responsibility of investment universes does matter 0 0 0 0 1 1 7 24
Risk-based strategies: the social responsibility of investment universes does matter 0 0 0 0 1 1 2 18
Régime de retraite complémentaire Préfon: les fonctionnaires ont-ils vraiment intérêt à cotiser ? 0 0 0 0 0 0 0 7
The Sensitivity of the Asymptotic Variance of Performance Measures with Respect to Skewness and Kurtosis 0 0 0 0 1 1 2 14
The Statistics of The Information Ratio 0 0 0 0 1 1 1 12
The size effect and default risk: Evidence from the Vietnamese stock market 0 0 0 0 0 0 4 13
Theory of Performance Participation Strategies 0 0 0 16 3 5 10 53
Variations in Liquidity and the Size of Investor Base Associated with Corporate Social Performance Ratings 0 0 0 0 0 0 2 11
Total Working Papers 1 1 4 663 72 112 295 3,418
2 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Note on Risk Aversion, Prudence and Portfolio Insurance 0 0 0 19 2 3 9 105
A Transactional Analysis of Chinese Partners' Performance in International Joint Ventures 0 0 0 37 1 1 4 201
A note on portfolio performance attribution: Taking risk into account 0 0 1 2 1 2 8 16
Analysis and Comparison of Leveraged ETFs and CPPI-type Leveraged Strategies 0 0 1 18 1 6 22 80
Equilibrium of financial derivative markets under portfolio insurance constraints 0 0 0 15 5 5 24 93
French Retail Financial Structured Products: A Typology and Assessment of Their Fair Pricing 0 0 0 31 3 4 12 110
How performance of risk-based strategies is modified by socially responsible investment universe? 0 0 0 29 5 8 14 126
L'attribution de performance en gestion de portefeuille 0 0 0 4 1 1 3 21
Mixed-asset portfolio allocation under mean-reverting asset returns 0 0 0 16 5 5 11 60
Omega performance measure and portfolio insurance 0 1 2 102 3 5 12 519
On Path-Dependent Structured Funds: Complexity Does Not Always Pay (Asian versus Average Performance Funds) 0 0 0 5 5 11 17 60
On the optimality of path-dependent structured funds: The cost of standardization 0 0 1 6 0 1 11 39
Option-Based performance participation 0 0 1 9 3 3 6 48
Performance Participation Strategies: OBPP versus CPPP 0 0 0 4 0 1 11 24
Raising Companies’ Profile with Corporate Social Performance 0 0 0 7 3 3 8 54
Risk-adjusted performance attribution and portfolio optimisations under tracking-error constraints 0 0 0 6 7 9 19 45
Risk-based strategies: the social responsibility of investment universes does matter 0 0 0 11 2 5 11 45
Total Journal Articles 0 1 6 321 47 73 202 1,646

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Statistics updated 2026-05-06