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 0 0 0 3
A Note on Risk Aversion, Prudence and Portfolio Insurance 0 0 0 0 0 2 3 6
A Transactional Analysis of Chinese Partners' Performance in International Joint Ventures 0 0 0 0 0 0 3 3
Analysis and Comparison of Leveraged ETFs and CPPI-type Leveraged Strategies 0 0 0 0 0 1 4 12
Another Look at Portfolio Optimization under Tracking-Error Constraints 0 0 0 0 0 0 2 7
EVALUATION DES TITRES HYPOTHECAIRES 0 0 0 0 1 1 5 319
EVALUATION OF FINANCIAL STRUCTURED PRODUCTS: AN APPLICATION OF THE EXTREME VALUE THEORY 0 0 0 0 0 0 0 1
Equilibrium of financial derivative markets under portfolio insurance constraints 0 0 0 0 0 0 7 13
French Retail Financial Structured Products: A Typology and Assessment of Their Fair Pricing 0 0 0 0 0 0 8 21
Gestion de portefeuille avec garantie: l'allocation optimale en actifs derives 0 0 0 0 1 3 7 1,042
How performance of risk-based strategies is modified by socially responsible investment universe? 0 0 0 0 1 2 6 16
L'attribution de performance en gestion de portefeuille 0 0 0 0 0 0 3 5
Mixed-asset portfolio allocation under mean-reverting asset returns 0 0 0 0 0 0 5 18
Obligation à réinvestissement optionnel du coupon: prix à l'émission et évaluation de la position en chaque instant 0 0 0 0 0 0 2 3
Omega performance measure and portfolio insurance 0 0 0 0 0 0 6 25
On Path-Dependent Structured Funds: Complexity Does Not Always Pay (Asian versus Average Performance Funds) 0 0 0 16 1 2 5 66
On Path-Dependent Structured Funds: Complexity Does Not Always Pay (Asian versus Average Performance Funds) 0 0 0 0 1 1 4 9
On the optimality of path-dependent structured funds: The cost of standardization 0 0 0 0 0 0 2 2
Optimisation de portefeuille sous contrainte de variance de la tracking-error 0 0 0 0 0 1 11 13
Option-Based performance participation 0 0 0 0 0 2 5 15
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 0 0 1 7
Portfolio Insurance Strategies: A Comparison of Standard Methods When the Volatility of the Stock is Stochastic 0 0 1 1 0 3 9 16
Portfolio Insurance Strategies: OBPI versus CPPI 0 0 0 0 0 7 28 45
Portfolio Insurance: The Extreme Value Theory of the Cppi Method 0 0 0 0 1 1 3 4
Portfolio Insurance: The Extreme Value Theory of the Cppi Method 0 0 0 0 2 4 6 12
Portfolio Insurance: The extreme Value of the CCPI Method 0 0 0 611 0 0 5 932
Raising Companies' Profile with Corporate Social Performance: Variation in Investor recognition and Liquidity Linked to Vigeo CSP Rating Disclosures 0 0 0 0 0 0 1 17
Residential Real Estate in a Mixed-Asset Portfolio 0 0 0 0 0 1 4 15
Risk Attribution and Portfolio Optimizations Under Tracking-Error Constraints 0 0 0 0 0 0 2 8
Risk-adjusted performance attribution and portfolio optimisations under tracking-error constraints 0 0 0 0 0 1 3 6
Risk-based strategies: the social responsibility of investment universes does matter 0 0 0 0 0 0 2 11
Risk-based strategies: the social responsibility of investment universes does matter 0 0 0 0 0 0 4 12
Régime de retraite complémentaire Préfon: les fonctionnaires ont-ils vraiment intérêt à cotiser ? 0 0 0 0 0 0 1 2
The Sensitivity of the Asymptotic Variance of Performance Measures with Respect to Skewness and Kurtosis 0 0 0 0 0 0 7 11
The Statistics of The Information Ratio 0 0 0 0 0 0 1 6
Theory of Performance Participation Strategies 0 0 0 15 0 1 2 36
Variations in Liquidity and the Size of Investor Base Associated with Corporate Social Performance Ratings 0 0 0 0 0 0 0 6
Total Working Papers 0 0 1 643 8 33 167 2,745


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 0 1 4 94
A Transactional Analysis of Chinese Partners' Performance in International Joint Ventures 0 0 0 37 0 0 1 194
Analysis and Comparison of Leveraged ETFs and CPPI-type Leveraged Strategies 0 0 1 9 0 0 6 36
Equilibrium of financial derivative markets under portfolio insurance constraints 0 0 1 14 1 1 10 52
French Retail Financial Structured Products: A Typology and Assessment of Their Fair Pricing 0 0 1 24 0 1 8 73
How performance of risk-based strategies is modified by socially responsible investment universe? 0 1 4 22 0 1 11 81
L'attribution de performance en gestion de portefeuille 0 0 0 1 0 0 3 4
Mixed-asset portfolio allocation under mean-reverting asset returns 0 0 0 2 2 2 8 16
Omega performance measure and portfolio insurance 2 2 4 89 3 7 16 479
On Path-Dependent Structured Funds: Complexity Does Not Always Pay (Asian versus Average Performance Funds) 0 0 0 4 1 1 3 33
On the optimality of path-dependent structured funds: The cost of standardization 0 0 2 3 0 1 8 17
Option-Based performance participation 0 0 1 2 1 2 7 22
Raising Companies’ Profile with Corporate Social Performance 0 0 0 5 0 2 5 37
Risk-based strategies: the social responsibility of investment universes does matter 0 0 0 5 1 2 4 23
Total Journal Articles 2 3 14 236 9 21 94 1,161


Statistics updated 2021-01-03