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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

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

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

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/10007432945

II Sondage, estimation et précision dans la rénovation du recensement de la population

Dumais, Jean; Bertrand, Philippe; Kauffman, Bertrand - In: Journal de la Société Française de Statistique 140 (1999) 4

Persistent link: https://www.econbiz.de/10006782228

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. 81-93

Persistent link: https://www.econbiz.de/10008420791

Another Look at Portfolio Optimization under Tracking-Error Constraints

Bertrand, Philippe - In: Financial analysts' journal : FAJ 66 (2010) 3, pp. 78-92

Persistent link: https://www.econbiz.de/10008427819

Analysis and comparison of leveraged ETFs and CPPI-type leveraged strategies

Bertrand, Philippe; Prigent, Jean-Luc - In: Finance : revue de l'Association Française de Finance 34 (2013) 1, pp. 73-116

Persistent link: https://www.econbiz.de/10010160337