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 5
A Note on Risk Aversion, Prudence and Portfolio Insurance 0 0 0 0 0 0 0 7
A Transactional Analysis of Chinese Partners' Performance in International Joint Ventures 0 0 0 0 0 0 0 6
Analysis and Comparison of Leveraged ETFs and CPPI-type Leveraged Strategies 0 0 0 0 0 0 1 16
Another Look at Portfolio Optimization under Tracking-Error Constraints 0 0 0 0 0 0 1 12
Black-Scholes Approximation of Warrant Prices: Slight Return in a Low Interest Rate Environment 0 0 0 3 1 3 3 8
EVALUATION DES TITRES HYPOTHECAIRES 0 0 0 0 1 2 3 328
EVALUATION OF FINANCIAL STRUCTURED PRODUCTS: AN APPLICATION OF THE EXTREME VALUE THEORY 0 0 0 0 1 1 1 3
Equilibrium of financial derivative markets under portfolio insurance constraints 0 0 0 0 0 0 1 17
French Retail Financial Structured Products: A Typology and Assessment of Their Fair Pricing 0 0 0 0 2 2 3 30
Gestion de portefeuille avec garantie: l'allocation optimale en actifs derives 0 0 0 0 2 3 8 1,060
How performance of risk-based strategies is modified by socially responsible investment universe? 0 0 0 0 1 1 3 29
L'attribution de performance en gestion de portefeuille 0 0 0 0 0 0 0 14
Mixed-asset portfolio allocation under mean-reverting asset returns 0 0 0 0 0 0 1 32
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 7
Omega performance measure and portfolio insurance 0 0 0 0 0 0 5 54
On Path-Dependent Structured Funds: Complexity Does Not Always Pay (Asian versus Average Performance Funds) 0 0 0 17 0 4 7 96
On Path-Dependent Structured Funds: Complexity Does Not Always Pay (Asian versus Average Performance Funds) 0 0 0 0 0 0 0 11
On the optimality of path-dependent structured funds: The cost of standardization 0 0 0 0 0 1 1 11
Optimisation de portefeuille sous contrainte de variance de la tracking-error 0 0 0 0 0 1 5 35
Option-Based performance participation 0 0 0 0 0 0 0 20
Overreaction and momentum in the Vietnamese stock market 0 0 0 3 0 2 12 86
Performance Participation Strategies: OBPP versus CPPP 0 2 2 4 0 2 2 6
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 0 9
Portfolio Insurance Strategies: A Comparison of Standard Methods When the Volatility of the Stock is Stochastic 0 0 0 2 0 0 1 25
Portfolio Insurance Strategies: OBPI versus CPPI 0 0 0 0 0 2 3 77
Portfolio Insurance: The Extreme Value Theory of the Cppi Method 0 0 0 0 0 0 0 15
Portfolio Insurance: The Extreme Value Theory of the Cppi Method 0 0 0 0 0 0 1 8
Portfolio Insurance: The extreme Value of the CCPI Method 1 1 2 617 2 3 4 949
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 22
Residential Real Estate in a Mixed-Asset Portfolio 0 0 0 0 0 0 0 18
Risk Attribution and Portfolio Optimizations Under Tracking-Error Constraints 0 0 0 0 1 1 1 9
Risk-adjusted performance attribution and portfolio optimisations under tracking-error constraints 0 0 0 0 0 0 1 14
Risk-based strategies: the social responsibility of investment universes does matter 0 0 0 0 0 0 0 17
Risk-based strategies: the social responsibility of investment universes does matter 0 0 0 0 0 0 0 16
Régime de retraite complémentaire Préfon: les fonctionnaires ont-ils vraiment intérêt à cotiser ? 0 0 0 0 0 0 1 7
The Sensitivity of the Asymptotic Variance of Performance Measures with Respect to Skewness and Kurtosis 0 0 0 0 1 1 1 13
The Statistics of The Information Ratio 0 0 0 0 0 0 1 11
The size effect and default risk: Evidence from the Vietnamese stock market 0 0 0 0 0 2 2 11
Theory of Performance Participation Strategies 0 0 0 16 1 2 4 45
Variations in Liquidity and the Size of Investor Base Associated with Corporate Social Performance Ratings 0 0 0 0 0 0 0 9
Total Working Papers 1 3 4 662 13 33 79 3,168
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 0 1 96
A Transactional Analysis of Chinese Partners' Performance in International Joint Ventures 0 0 0 37 0 1 3 199
A note on portfolio performance attribution: Taking risk into account 0 0 0 1 1 1 2 9
Analysis and Comparison of Leveraged ETFs and CPPI-type Leveraged Strategies 0 0 2 18 1 3 10 62
Equilibrium of financial derivative markets under portfolio insurance constraints 0 0 0 15 2 4 10 76
French Retail Financial Structured Products: A Typology and Assessment of Their Fair Pricing 0 0 0 31 1 5 8 104
How performance of risk-based strategies is modified by socially responsible investment universe? 0 0 1 29 0 0 5 115
L'attribution de performance en gestion de portefeuille 0 0 1 4 1 1 2 19
Mixed-asset portfolio allocation under mean-reverting asset returns 0 0 1 16 1 3 6 52
Omega performance measure and portfolio insurance 0 0 1 101 1 3 5 512
On Path-Dependent Structured Funds: Complexity Does Not Always Pay (Asian versus Average Performance Funds) 0 0 0 5 0 0 1 44
On the optimality of path-dependent structured funds: The cost of standardization 0 1 1 6 0 1 2 30
Option-Based performance participation 1 1 1 9 2 2 2 44
Performance Participation Strategies: OBPP versus CPPP 0 0 0 4 1 2 3 15
Raising Companies’ Profile with Corporate Social Performance 0 0 0 7 0 1 4 49
Risk-adjusted performance attribution and portfolio optimisations under tracking-error constraints 0 0 0 6 1 1 3 29
Risk-based strategies: the social responsibility of investment universes does matter 0 0 1 11 1 1 3 35
Total Journal Articles 1 2 9 319 13 29 70 1,490

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Statistics updated 2025-11-08