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Risk-adjusted performance attr...
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Bertrand, Philippe
70
Prigent, Jean-Luc
31
Bertrand, P.
8
Lapointe, Vincent
6
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4
Kraus, Julia
3
Zagst, Rudi
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ECONIS (ZBW)
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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:
2
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:
3
The sensitivity of the asymptotic variance of performance measures with respect to skewness and kurtosis
Bertrand, Philippe
;
Protopopescu, Costin
- In:
International journal of business
13
(
2008
)
4
,
pp. 349-360
Persistent link: https://www.econbiz.de/10003770619
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4
A note on risk aversion, prudence and portfolio insurance
Bertrand, Philippe
;
Prigent, Jean-Luc
- In:
The Geneva risk and insurance review
35
(
2010
)
1
,
pp. 81-92
Persistent link: https://www.econbiz.de/10008664051
Saved in:
5
The statistics of the information ratio
Bertrand, Philippe
;
Protopopescu, Costin
- In:
International journal of business
15
(
2010
)
1
,
pp. 71-86
Persistent link: https://www.econbiz.de/10003959034
Saved in:
6
Omega performance measure and portfolio insurance
Bertrand, Philippe
;
Prigent, Jean-Luc
- In:
Journal of banking & finance
35
(
2011
)
7
,
pp. 1811-1823
Persistent link: https://www.econbiz.de/10009247603
Saved in:
7
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
),
pp. 175-190
Persistent link: https://www.econbiz.de/10011337613
Saved in:
8
Portfolio insurance strategies : OBPI versus CPPI
Bertrand, Philippe
;
Prigent, Jean-Luc
- In:
Finance : revue de l'Association Française de Finance
26
(
2005
)
1
,
pp. 5-32
Persistent link: https://www.econbiz.de/10003229682
Saved in:
9
A transactional analysis of Chinese partners' performance in international joint ventures
Bertrand, Philippe
;
Meschi, Pierre-Xavier
- In:
The Chinese economy
38
(
2005
)
2
,
pp. 16-35
Persistent link: https://www.econbiz.de/10003104659
Saved in:
10
Portfolio insurance : the extreme value approach to the CPPI method
Bertrand, Philippe
;
Prigent, Jean-Luc
- In:
Finance : revue de l'Association Française de Finance
23
(
2002
)
2
,
pp. 69-86
Persistent link: https://www.econbiz.de/10001702629
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