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The size effect and default risk : Evidence from the Vietnamese stock market

Quy Duong, Le; Bertrand, Philippe - In: Review of Financial Economics 40 (2021) 4, pp. 377-388

Persistent link: https://www.econbiz.de/10012808735

Pétition présentée à la Convention nationale

Lachiche, Claude-Quentin - 1793

Persistent link: https://www.econbiz.de/10012374182

Mémoire et discussion sur les moyens de rendre le Doubs navigable, pour opérer la jonction du Rhône au Rhin, suivant le projet imprimé en mars 1792 : avec application à plusieurs a...

Bertrand, Philippe - 1804 - 2e ed

Persistent link: https://www.econbiz.de/10012324048

Mixed-asset portfolio allocation under mean-reverting asset returns

Amédée-Manesme, Charles-Olivier; Barthélémy, Fabrice; … - In: Decision making and risk/return optimization in …, (pp. 65-98). 2019

Persistent link: https://www.econbiz.de/10012127933

Equilibrium of financial derivative markets under portfolio insurance constraints

Bertrand, Philippe; Prigent, Jean-Luc - In: Economic modelling 52 (2016), pp. 278-291

Persistent link: https://www.econbiz.de/10011645654

On the optimality of path-dependent structured funds : the cost of standardization

Bertrand, Philippe; Prigent, Jean-Luc - In: European journal of operational research : EJOR 277 (2019) 1, pp. 333-350

Persistent link: https://www.econbiz.de/10012015036

Option-Based performance participation

Zagst, Rudi; Kraus, Julia; Bertrand, Philippe - In: Journal of banking & finance 105 (2019), pp. 44-61

Persistent link: https://www.econbiz.de/10012163804

Risk-based strategies : the social responsibility of investment universes does matter

Bertrand, Philippe; Lapointe, Vincent - In: Risk management decisions and wealth management in …, (pp. 413-429). 2018

Persistent link: https://www.econbiz.de/10011871657

How performance of risk-based strategies is modified by socially responsible investment universe?

Bertrand, Philippe; Lapointe, Vincent - In: International Review of Financial Analysis 38 (2015) C, pp. 175-190

Risk-based allocation strategies, also known as Smart Beta allocations, define the weights of assets in portfolios as functions of the individual and common asset risk. In this paper we focus on the Minimum Variance (MV), Maximum Diversification (MD), Equal Risk Contribution (ERC) and...

Persistent link: https://www.econbiz.de/10011264498

Performance participation strategies : OBPP versus CPPP

Bertrand, Philippe; Prigent, Jean-Luc - In: Finance : revue de l'Association Française de Finance 43 (2022) 1, pp. 123-150

Persistent link: https://www.econbiz.de/10014252552