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 1 4 4 11
A Transactional Analysis of Chinese Partners' Performance in International Joint Ventures 0 0 0 0 0 1 1 7
Analysis and Comparison of Leveraged ETFs and CPPI-type Leveraged Strategies 0 0 0 0 0 1 2 17
Another Look at Portfolio Optimization under Tracking-Error Constraints 0 0 0 0 4 4 5 16
Black-Scholes Approximation of Warrant Prices: Slight Return in a Low Interest Rate Environment 0 0 0 3 1 2 4 9
EVALUATION DES TITRES HYPOTHECAIRES 0 0 0 0 1 4 6 331
EVALUATION OF FINANCIAL STRUCTURED PRODUCTS: AN APPLICATION OF THE EXTREME VALUE THEORY 0 0 0 0 0 2 2 4
Equilibrium of financial derivative markets under portfolio insurance constraints 0 0 0 0 0 1 1 18
French Retail Financial Structured Products: A Typology and Assessment of Their Fair Pricing 0 0 0 0 0 2 3 30
Gestion de portefeuille avec garantie: l'allocation optimale en actifs derives 0 0 0 0 0 2 6 1,060
How performance of risk-based strategies is modified by socially responsible investment universe? 0 0 0 0 0 2 4 30
L'attribution de performance en gestion de portefeuille 0 0 0 0 0 1 1 15
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 1 54
On Path-Dependent Structured Funds: Complexity Does Not Always Pay (Asian versus Average Performance Funds) 0 0 0 17 1 6 12 102
On Path-Dependent Structured Funds: Complexity Does Not Always Pay (Asian versus Average Performance Funds) 0 0 0 0 3 3 3 14
On the optimality of path-dependent structured funds: The cost of standardization 0 0 0 0 1 1 2 12
Optimisation de portefeuille sous contrainte de variance de la tracking-error 0 0 0 0 1 2 7 37
Option-Based performance participation 0 0 0 0 0 0 0 20
Overreaction and momentum in the Vietnamese stock market 0 0 0 3 3 8 18 94
Performance Participation Strategies: OBPP versus CPPP 0 0 2 4 1 3 5 9
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 1 10
Portfolio Insurance Strategies: A Comparison of Standard Methods When the Volatility of the Stock is Stochastic 0 0 0 2 4 4 5 29
Portfolio Insurance Strategies: OBPI versus CPPI 0 0 0 0 1 2 5 79
Portfolio Insurance: The Extreme Value Theory of the Cppi Method 0 0 0 0 1 1 2 9
Portfolio Insurance: The Extreme Value Theory of the Cppi Method 0 0 0 0 0 0 0 15
Portfolio Insurance: The extreme Value of the CCPI Method 0 1 2 617 1 4 6 951
Raising Companies' Profile with Corporate Social Performance: Variation in Investor recognition and Liquidity Linked to Vigeo CSP Rating Disclosures 0 0 0 0 0 1 2 23
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 0 1 1 9
Risk-adjusted performance attribution and portfolio optimisations under tracking-error constraints 0 0 0 0 0 0 0 14
Risk-based strategies: the social responsibility of investment universes does matter 0 0 0 0 0 0 0 16
Risk-based strategies: the social responsibility of investment universes does matter 0 0 0 0 1 3 3 20
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 0 1 1 13
The Statistics of The Information Ratio 0 0 0 0 0 0 0 11
The size effect and default risk: Evidence from the Vietnamese stock market 0 0 0 0 1 1 3 12
Theory of Performance Participation Strategies 0 0 0 16 2 4 5 48
Variations in Liquidity and the Size of Investor Base Associated with Corporate Social Performance Ratings 0 0 0 0 1 2 2 11
Total Working Papers 0 1 4 662 30 74 126 3,229
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 4 99
A Transactional Analysis of Chinese Partners' Performance in International Joint Ventures 0 0 0 37 0 0 3 199
A note on portfolio performance attribution: Taking risk into account 1 1 1 2 3 4 4 12
Analysis and Comparison of Leveraged ETFs and CPPI-type Leveraged Strategies 0 0 2 18 4 7 13 68
Equilibrium of financial derivative markets under portfolio insurance constraints 0 0 0 15 6 9 16 83
French Retail Financial Structured Products: A Typology and Assessment of Their Fair Pricing 0 0 0 31 0 1 7 104
How performance of risk-based strategies is modified by socially responsible investment universe? 0 0 1 29 2 2 7 117
L'attribution de performance en gestion de portefeuille 0 0 1 4 0 1 2 19
Mixed-asset portfolio allocation under mean-reverting asset returns 0 0 1 16 2 3 8 54
Omega performance measure and portfolio insurance 0 0 1 101 1 2 6 513
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 0 1 6 3 4 6 34
Option-Based performance participation 0 1 1 9 0 2 2 44
Performance Participation Strategies: OBPP versus CPPP 0 0 0 4 1 2 4 16
Raising Companies’ Profile with Corporate Social Performance 0 0 0 7 0 1 5 50
Risk-adjusted performance attribution and portfolio optimisations under tracking-error constraints 0 0 0 6 0 2 4 30
Risk-based strategies: the social responsibility of investment universes does matter 0 0 1 11 0 2 4 36
Total Journal Articles 1 2 10 320 24 45 96 1,522

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2026-01-09