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Theory of Performance Participation Strategies

Kraus, Julia; Bertrand, Philippe; Zagst, Rudi - arXiv.org - 2013

The purpose of this article is to introduce, analyze and compare two performance participation methods based on a portfolio consisting of two risky assets: Option-Based Performance Participation (OBPP) and Constant Proportion Performance Participation (CPPP). By generalizing the provided...

Persistent link: https://www.econbiz.de/10010610433

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

Stochastic dominance of portfolio insurance strategies : OBPI versus CPPI

Zagst, Rudi; Kraus, Julia - 2011

Persistent link: https://www.econbiz.de/10009126534

Stochastic dominance of portfolio insurance strategies

Zagst, Rudi; Kraus, Julia - 2011

Persistent link: https://www.econbiz.de/10008929859

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

L' Europe et l'évolution démographique du monde

Bertrand, Philippe - In: Liber amicorum Henri Brugmans : au service de l'Europe …, (pp. 171-178). 1981

Persistent link: https://www.econbiz.de/10001909180

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

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

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/10009871041

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/10009918779

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