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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
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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
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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
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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
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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
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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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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
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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
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Portfolio insurance strategies : a comparison of standard methods when the volatility of the stock is stochastic
Bertrand, Philippe; Prigent, Jean-Luc - In: International journal of business 8 (2003) 4, pp. 461-472
Persistent link: https://www.econbiz.de/10002039315
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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