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~type_genre:"Aufsatz in Zeitschrift"
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Theory of Performance Particip...
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Portfolio selection
46
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46
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43
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13
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13
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12
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Aufsatz in Zeitschrift
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Zagst, Rudi
60
Escobar, Marcos
25
Bertrand, Philippe
22
Prigent, Jean-Luc
11
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4
Lichtenstern, Andreas
4
Neykova, Daniela
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7
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ECONIS (ZBW)
81
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1
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
Saved in:
2
Stochastic dominance of portfolio insurance strategies : OBPI versus CPPI
Zagst, Rudi
;
Kraus, Julia
-
2011
Persistent link: https://www.econbiz.de/10009126534
Saved in:
3
Obligation à réinvestissement optionnel du coupon : prix à l'émission et évaluation de la position en chaque instant
Bertrand, Philippe
- In:
Finance : revue de l'Association Française de Finance
14
(
1993
)
2
,
pp. 23-41
Persistent link: https://www.econbiz.de/10001157710
Saved in:
4
Risk-adjusted performance attribution and portfolio optimisations under tracking-error constraints
Bertrand, Philippe
- In:
The journal of asset management
10
(
2009/10
)
2
,
pp. 75-88
Persistent link: https://www.econbiz.de/10003854333
Saved in:
5
Another look at portfolio optimization under tracking-error constraints
Bertrand, Philippe
- In:
Financial analysts' journal : FAJ
66
(
2010
)
3
,
pp. 78-90
Persistent link: https://www.econbiz.de/10003983976
Saved in:
6
Effiziente Value-at-Risk-Berechnung für Rentenportfolios
Zagst, Rudi
- In:
Finanzmarkt und Portfolio-Management
11
(
1997
)
2
,
pp. 165-178
Persistent link: https://www.econbiz.de/10001227919
Saved in:
7
Histoire d'une question : das Adam Smith Problem
Bertrand, Philippe
- In:
Les cahiers Charles Gide
(
1995
),
pp. 259-276
Persistent link: https://www.econbiz.de/10001202913
Saved in:
8
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
Saved in:
9
On path-dependent structured funds : complexity does not always pay : Asian versus average performance funds
Bertrand, Philippe
;
Prigent, Jean-Luc
- In:
Finance : revue de l'Association Française de Finance
37
(
2015
)
2
,
pp. 67-105
Persistent link: https://www.econbiz.de/10011615586
Saved in:
10
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
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