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 1 3 6 11
A Note on Risk Aversion, Prudence and Portfolio Insurance 0 0 0 0 0 2 7 14
A Transactional Analysis of Chinese Partners' Performance in International Joint Ventures 0 0 0 0 0 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 0 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 0 1 13 339
EVALUATION OF FINANCIAL STRUCTURED PRODUCTS: AN APPLICATION OF THE EXTREME VALUE THEORY 0 0 0 0 0 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 1 2 4 32
Gestion de portefeuille avec garantie: l'allocation optimale en actifs derives 0 0 0 0 1 2 8 1,064
How performance of risk-based strategies is modified by socially responsible investment universe? 0 0 0 0 0 4 10 37
L'attribution de performance en gestion de portefeuille 0 0 0 0 0 4 5 19
Mixed-asset portfolio allocation under mean-reverting asset returns 0 0 0 0 0 4 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 0 5 7 61
On Path-Dependent Structured Funds: Complexity Does Not Always Pay (Asian versus Average Performance Funds) 0 0 0 17 3 7 28 119
On Path-Dependent Structured Funds: Complexity Does Not Always Pay (Asian versus Average Performance Funds) 0 0 0 0 0 3 15 26
On the optimality of path-dependent structured funds: The cost of standardization 0 0 0 0 0 1 6 16
Optimisation de portefeuille sous contrainte de variance de la tracking-error 0 0 0 0 0 6 16 47
Option-Based performance participation 0 0 0 0 0 3 5 25
Overreaction and momentum in the Vietnamese stock market 0 1 1 4 0 21 37 117
Performance Participation Strategies: OBPP versus CPPP 0 0 2 4 0 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 2 3 12
Portfolio Insurance Strategies: A Comparison of Standard Methods When the Volatility of the Stock is Stochastic 0 0 0 2 1 7 11 36
Portfolio Insurance Strategies: OBPI versus CPPI 0 0 0 0 0 2 12 87
Portfolio Insurance: The Extreme Value Theory of the Cppi Method 0 0 0 0 1 3 6 21
Portfolio Insurance: The Extreme Value Theory of the Cppi Method 0 0 0 0 1 1 4 12
Portfolio Insurance: The extreme Value of the CCPI Method 0 0 1 617 0 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 0 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 1 3 4 12
Risk-adjusted performance attribution and portfolio optimisations under tracking-error constraints 0 0 0 0 0 3 6 20
Risk-based strategies: the social responsibility of investment universes does matter 0 0 0 0 0 1 7 24
Risk-based strategies: the social responsibility of investment universes does matter 0 0 0 0 0 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 0 1 2 14
The Statistics of The Information Ratio 0 0 0 0 1 2 2 13
The size effect and default risk: Evidence from the Vietnamese stock market 0 0 0 0 1 1 5 14
Theory of Performance Participation Strategies 0 0 0 16 0 3 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 0 1 4 663 13 113 306 3,431
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 0 3 9 105
A Transactional Analysis of Chinese Partners' Performance in International Joint Ventures 0 0 0 37 1 2 5 202
A note on portfolio performance attribution: Taking risk into account 0 0 1 2 0 2 8 16
Analysis and Comparison of Leveraged ETFs and CPPI-type Leveraged Strategies 0 0 0 18 54 58 75 134
Equilibrium of financial derivative markets under portfolio insurance constraints 0 0 0 15 1 6 24 94
French Retail Financial Structured Products: A Typology and Assessment of Their Fair Pricing 0 0 0 31 0 4 11 110
How performance of risk-based strategies is modified by socially responsible investment universe? 0 0 0 29 0 6 13 126
L'attribution de performance en gestion de portefeuille 0 0 0 4 0 1 3 21
Mixed-asset portfolio allocation under mean-reverting asset returns 0 0 0 16 0 5 11 60
Omega performance measure and portfolio insurance 0 0 2 102 1 5 13 520
On Path-Dependent Structured Funds: Complexity Does Not Always Pay (Asian versus Average Performance Funds) 0 0 0 5 0 5 17 60
On the optimality of path-dependent structured funds: The cost of standardization 0 0 1 6 0 1 10 39
Option-Based performance participation 0 0 1 9 0 3 6 48
Performance Participation Strategies: OBPP versus CPPP 0 0 0 4 0 0 11 24
Raising Companies’ Profile with Corporate Social Performance 0 0 0 7 1 4 8 55
Risk-adjusted performance attribution and portfolio optimisations under tracking-error constraints 0 0 0 6 0 9 19 45
Risk-based strategies: the social responsibility of investment universes does matter 0 0 0 11 0 5 11 45
Total Journal Articles 0 0 5 321 58 119 254 1,704

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Statistics updated 2026-06-04