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Bertrand, Philippe's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
8,474 |
Total
Citations
26 |
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1.
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Portfolio Insurance Strategies : OBPI versus CPPI
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Bertrand, Philippe
IAE Aix-en-Provence, Aix Marseille University, CERGAM Prigent , Jean-Luc
University of Cergy-Pontoise - ThEMA
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Posted:
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21 Feb 02
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Last Revised:
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07 Jul 08
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4,742
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Bertrand, Philippe
IAE Aix-en-Provence, Aix Marseille University, CERGAM Prigent , Jean-Luc
University of Cergy-Pontoise - ThEMA
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optimal portfolio, portfolio insurance, OBPI, CPPI, dynamic hedging
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Bertrand, Philippe
IAE Aix-en-Provence, Aix Marseille University, CERGAM Prigent , Jean-Luc
University of Cergy-Pontoise - ThEMA
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21 Feb 02
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Last Revised:
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07 Jul 08
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4,742
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Portfolio Insurance, OBPI, CPPI
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2.
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Prigent , Jean-Luc
University of Cergy-Pontoise - ThEMA Bertrand, Philippe
IAE Aix-en-Provence, Aix Marseille University, CERGAM
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1,614
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Portfolio insurance, OBPI, CPPI, Stochastic volatility
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3.
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Bertrand, Philippe
IAE Aix-en-Provence, Aix Marseille University, CERGAM
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565
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risk attribution, performance attribution, tracking error, portfolio optimization, risk aversion
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4.
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Bertrand, Philippe
IAE Aix-en-Provence, Aix Marseille University, CERGAM
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03 Jun 08
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Last Revised:
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18 Jun 08
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504
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risk-adjusted performance, risk attribution, performance attribution, tracking error, portfolio optimization, risk aversion
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5.
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Another Look at Portfolio Optimization under Tracking-Error Constraints
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Versions (2)
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Bertrand, Philippe
IAE Aix-en-Provence, Aix Marseille University, CERGAM
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Posted:
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07 Jul 08
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Last Revised:
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30 May 10
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407
(33,298)
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3
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Bertrand, Philippe
IAE Aix-en-Provence, Aix Marseille University, CERGAM
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0
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Portfolio Management, Portfolio Construction and Revision, Risk Management, Risk Management, Portfolio Risk Management, Risk Management Strategies, Risk Management, Firmwide Risk Management, Risk Budgeting
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Bertrand, Philippe
IAE Aix-en-Provence, Aix Marseille University, CERGAM
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07 Jul 08
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Last Revised:
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28 Aug 08
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407
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benchmark, tracking-error, portfolio optimization, risk aversion
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6.
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Bertrand, Philippe
IAE Aix-en-Provence, Aix Marseille University, CERGAM Prigent , Jean-Luc
University of Cergy-Pontoise - ThEMA
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220
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1
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Risk aversion, Prudence, Portfolio insurance
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7.
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Bertrand, Philippe
IAE Aix-en-Provence, Aix Marseille University, CERGAM Prigent , Jean-Luc
University of Cergy-Pontoise - ThEMA
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178
(83,554)
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Leveraged ETF, CPPI, Constant mix strategy
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8.
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Kraus, Julia
Technische Universität München (TUM) - HVB Institute for Mathematical Finance Bertrand, Philippe
IAE Aix-en-Provence, Aix Marseille University, CERGAM Zagst, Rudi
affiliation not provided to SSRN
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151
(97,246)
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investment strategies, performance participation, CPPP, OBPP, CPPI, OBPI
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Bertrand, Philippe
IAE Aix-en-Provence, Aix Marseille University, CERGAM Guyot, Alexis
Euromed Marseille Ecole de Management Lapointe, Vincent
Aix Marseille University
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02 Dec 12
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Last Revised:
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21 Apr 13
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42
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corporate social responsibility, liquidity, investor base, cost of equity capital
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10.
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Bertrand, Philippe
IAE Aix-en-Provence, Aix Marseille University, CERGAM Lapointe, Vincent
Aix Marseille University
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21 Apr 13
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Last Revised:
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03 May 13
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33
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socially responsible investment, alternative and smart beta strategies, performance, diversification, turnover, robust covariances matrix
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11.
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Bertrand, Philippe
IAE Aix-en-Provence, Aix Marseille University, CERGAM Prigent , Jean-Luc
University of Cergy-Pontoise - ThEMA
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18
(281,967)
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Optimal positioning, financial derivatives, portfolio insurance, financial equilibrium, compensating variation
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12.
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Bertrand, Philippe
IAE Aix-en-Provence, Aix Marseille University, CERGAM Prigent , Jean-Luc
University of Cergy-Pontoise - ThEMA
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Portfolio Insurance, CPPI, Extreme value theory
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Records 1 -
12
of 12 matches
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