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Carole Bernard

SSRN Author Rank: 2,059 by Downloads and 5,345 by Citations

 Professor
 

Grenoble Ecole de Management


 12, rue Pierre Sémard
 Grenoble Cedex, 38003
 France
 email address

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. Carole Bernard's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
12,038
Total
Citations
95
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Bernard, Carole
Grenoble Ecole de Management
Boyle, Phelim P.
Wilfrid Laurier University - School of Business & Economics
Posted:
01 Apr 09
Last Revised:
23 May 11
2,286
(3,447)
7

2.  
Locally-Capped Investment Products and the Retail Investor | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Derivatives, Vol. 18, No. 4, pp. 72-88
Number of Pages in PDF File: 34
Bernard, Carole
Grenoble Ecole de Management
Boyle, Phelim P.
Wilfrid Laurier University - School of Business & Economics
Gornall, Will
University of British Columbia (UBC) - Division of Finance
Posted:
07 Mar 08
Last Revised:
29 Jan 12
882
(16,988)
4

3.  
Pricing Timer Options | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Computational Finance, Vol. 15, No. 1, 2011
Number of Pages in PDF File: 37
Bernard, Carole
Grenoble Ecole de Management
Cui, Zhenyu
Stevens Institute of Technology
Posted:
19 May 10
Last Revised:
24 Jan 12
821
(17,234)
2

4.   Incl. Electronic Paper
Bernard, Carole
Grenoble Ecole de Management
Boyle, Phelim P.
Wilfrid Laurier University - School of Business & Economics
Vanduffel, Steven
Vrije Universiteit Brussel (VUB)
Posted:
30 Jul 10
Last Revised:
18 Apr 13
643
(28,477)
5

5.  
Monte Carlo Methods for Pricing Discrete Parisian Options | Show Abstract | Download This Paper | Open PDF in Browser |
European Journal of Finance, Vol. 17, Issue 3, 2011
Number of Pages in PDF File: 40
Bernard, Carole
Grenoble Ecole de Management
Boyle, Phelim P.
Wilfrid Laurier University - School of Business & Economics
Posted:
11 Jul 09
Last Revised:
24 Jan 12
548
(33,621)
51

6.  
Static Portfolio Choice Under Cumulative Prospect Theory | Show Abstract | Download This Paper | Open PDF in Browser |
Mathematics and Financial Economics, Vol. 2, No. 4, March, 2010
Number of Pages in PDF File: 40
Bernard, Carole
Grenoble Ecole de Management
Ghossoub, Mario
Imperial College Business School
Posted:
30 Apr 09
Last Revised:
19 Jul 10
498
(38,296)
8

7.  
Bernard, Carole
Grenoble Ecole de Management
Brechmann, Eike Christian
Technische Universität München (TUM)
Czado, Claudia
Technische Universität München (TUM)
Posted:
12 May 12
415
(44,656)
 

8.   Incl. Electronic Paper
Bernard, Carole
Grenoble Ecole de Management
He, Xue Dong
The Chinese University of Hong Kong - Department of Systems Engineering and Engineering Management
Yan, Jia‐An
Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences
Zhou, Xun Yu
The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering & Engineering Management
Posted:
11 Jul 11
Last Revised:
17 Jan 15
374
(56,904)
 

9.  
Pricing Derivatives With Barriers in a Stochastic Interest Rate Environment | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Economic Dynamics and Control, Vol. 32, No. 9, pp. 2903-2938, September 2008
Number of Pages in PDF File: 32
Bernard, Carole
Grenoble Ecole de Management
Le Courtois, Olivier
EM Lyon (Ecole de Management de Lyon) - Department of Economics, Finance, Control
Quittard-Pinon, Francois
EMLYON Business School
Posted:
26 Mar 05
Last Revised:
14 Apr 10
365
(53,839)
1

10.  
A New Approach to Assessing Model Risk in High Dimensions | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Banking and Finance, Forthcoming
Number of Pages in PDF File: 28
Bernard, Carole
Grenoble Ecole de Management
Vanduffel, Steven
Vrije Universiteit Brussel (VUB)
Posted:
10 Feb 14
Last Revised:
03 Apr 15
342
(50,346)
 

11.  
Improving the Design of Financial Products in a Multidimensional Black-Scholes Market | Show Abstract | Download This Paper | Open PDF in Browser |
North American Actuarial Journal, Vol. 15, No.1, pp. 77-96
Number of Pages in PDF File: 26
Bernard, Carole
Grenoble Ecole de Management
Maj, Mateusz
Free University of Brussels (VUB) - Faculty of Economic, Social and Political Sciences
Vanduffel, Steven
Vrije Universiteit Brussel (VUB)
Posted:
14 Apr 10
Last Revised:
07 Dec 11
323
(65,853)
2

12.  
Impact of Counterparty Risk on the Reinsurance Market | Show Abstract | Download This Paper | Open PDF in Browser |
North American Actuarial Journal, Forthcoming
Number of Pages in PDF File: 34
Bernard, Carole
Grenoble Ecole de Management
Ludkovski, Michael
University of California, Santa Barbara
Posted:
07 Jan 11
Last Revised:
24 Jan 12
271
(79,034)
1

13.  
Bernard, Carole
Grenoble Ecole de Management
Boyle, Phelim P.
Wilfrid Laurier University - School of Business & Economics
Gornall, Will
University of British Columbia (UBC) - Division of Finance
Posted:
29 Sep 09
271
(81,177)
 

14.  
Nearly Exact Option Price Simulation Using Characteristic Functions | Show Abstract | Download This Paper | Open PDF in Browser |
International Journal of Theoretical and Applied Finance, Forthcoming
Number of Pages in PDF File: 37
Bernard, Carole
Grenoble Ecole de Management
Cui, Zhenyu
Stevens Institute of Technology
McLeish, Don
University of Waterloo
Posted:
23 Jul 12
216
(98,258)
 

15.  
Bernard, Carole
Grenoble Ecole de Management
Rüschendorf, Ludger
University of Freiburg
Vanduffel, Steven
Vrije Universiteit Brussel (VUB)
Posted:
18 Oct 13
Last Revised:
10 Jul 15
214
(71,512)
 

16.  
Bernard, Carole
Grenoble Ecole de Management
Jiang, Xiao
University of Waterloo
Vanduffel, Steven
Vrije Universiteit Brussel (VUB)
Posted:
13 Feb 12
Last Revised:
11 May 12
214
(95,271)
 

17.  
Protection of a Company Issuing a Certain Class of Participating Policies in a Complete Market Framework | Show Abstract | Download This Paper | Open PDF in Browser |
North American Actuarial Journal, Vol. 14, No. 1, pp. 131-149, 2010
Number of Pages in PDF File: 31
Bernard, Carole
Grenoble Ecole de Management
Le Courtois, Olivier
EM Lyon (Ecole de Management de Lyon) - Department of Economics, Finance, Control
Quittard-Pinon, Francois
EMLYON Business School
Posted:
17 Jan 06
Last Revised:
15 Aug 15
190
(116,693)
 

18.   Incl. Electronic Paper
Bernard, Carole
Grenoble Ecole de Management
Vanduffel, Steven
Vrije Universiteit Brussel (VUB)
Posted:
23 Aug 11
Last Revised:
22 Nov 14
188
(118,398)
 

19.  
Prices and Asymptotics for Discrete Variance Swaps | Show Abstract | Download This Paper | Open PDF in Browser |
Applied Mathematical Finance, Forthcoming
Number of Pages in PDF File: 44
Bernard, Carole
Grenoble Ecole de Management
Cui, Zhenyu
Stevens Institute of Technology
Posted:
23 Jul 12
Last Revised:
19 Jun 13
186
(113,359)
2

20.  
Bernard, Carole
Grenoble Ecole de Management
Vanduffel, Steven
Vrije Universiteit Brussel (VUB)
Posted:
30 Sep 12
Last Revised:
23 Jun 13
173
(120,760)
 

21.  
Bernard, Carole
Grenoble Ecole de Management
Cui, Zhenyu
Stevens Institute of Technology
Posted:
17 Jun 10
169
(118,966)
 

22.  
A New Procedure for Pricing Parisian Options | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Derivatives, Vol. 12, No. 4, 2005
Number of Pages in PDF File: 32
Bernard, Carole
Grenoble Ecole de Management
Le Courtois, Olivier
EM Lyon (Ecole de Management de Lyon) - Department of Economics, Finance, Control
Quittard-Pinon, Francois
EMLYON Business School
Posted:
13 Feb 12
Last Revised:
12 Jan 14
166
(125,813)
2

23.  
Development and Pricing of a New Participating Contract | Show Abstract | Download This Paper | Open PDF in Browser |
North American Actuarial Journal, Vol. 10, No. 4, pp. 179-195, 2006
Number of Pages in PDF File: 22
Bernard, Carole
Grenoble Ecole de Management
Le Courtois, Olivier
EM Lyon (Ecole de Management de Lyon) - Department of Economics, Finance, Control
Quittard-Pinon, Francois
EMLYON Business School
Posted:
30 Jan 06
Last Revised:
01 Mar 10
166
(131,258)
3

24.  
Optimal Portfolios Under Worst-Case Scenarios | Show Abstract | Download This Paper | Open PDF in Browser |
Forthcoming in Quantitative Finance
Number of Pages in PDF File: 32
Bernard, Carole
Grenoble Ecole de Management
Chen, Jit Seng
Independent
Vanduffel, Steven
Vrije Universiteit Brussel (VUB)
Posted:
04 Nov 13
165
(97,443)
 

25.  
Bernard, Carole
Grenoble Ecole de Management
Denuit, Michel
Catholic University of Louvain
Vanduffel, Steven
Vrije Universiteit Brussel (VUB)
Posted:
09 Mar 14
Last Revised:
17 Jun 16
137
(113,359)
 

26.  
Bernard, Carole
Grenoble Ecole de Management
Posted:
24 Dec 12
115
(170,838)
 

27.  
Bernard, Carole
Grenoble Ecole de Management
Cui, Zhenyu
Stevens Institute of Technology
McLeish, Don
University of Waterloo
Posted:
21 Mar 12
108
(172,927)
 

28.  
Performance Regularity: A New Class of Executive Compensation Packages | Show Abstract | Download This Paper | Open PDF in Browser |
Asia-Pacific Financial Markets, Vol. 19, No. 4, pp. 353-370, 2012
Number of Pages in PDF File: 24
Bernard, Carole
Grenoble Ecole de Management
Le Courtois, Olivier
EM Lyon (Ecole de Management de Lyon) - Department of Economics, Finance, Control
Posted:
23 Jan 12
Last Revised:
11 Jan 14
96
(200,090)
1

29.  
MacKay, Anne
University of Waterloo
Augustyniak, Maciej
University of Montreal - Department of Mathematics and Statistics
Bernard, Carole
Grenoble Ecole de Management
Hardy, Mary R.
University of Waterloo
Posted:
08 Feb 15
87
(145,570)
 

30.  
Bernard, Carole
Grenoble Ecole de Management
Hardy, Mary R.
University of Waterloo
MacKay, Anne
University of Waterloo
Posted:
30 Apr 13
Last Revised:
27 Jul 13
77
(207,051)
1

31.  
Bernard, Carole
Grenoble Ecole de Management
Rüschendorf, Ludger
University of Freiburg
Vanduffel, Steven
Vrije Universiteit Brussel (VUB)
Yao, Jing
Free University of Brussels (VUB)
Posted:
27 Feb 15
56
(193,223)
 

32.  
Bernard, Carole
Grenoble Ecole de Management
Rüschendorf, Ludger
University of Freiburg
Vanduffel, Steven
Vrije Universiteit Brussel (VUB)
Wang, Ruodu
University of Waterloo - Department of Statistics and Actuarial Science
Posted:
03 Mar 15
Last Revised:
25 Apr 16
48
(217,643)
 

33.  
Bernard, Carole
Grenoble Ecole de Management
MacKay, Anne
University of Waterloo
Muehlbeyer, Max
University of Ulm
Posted:
11 Nov 13
Last Revised:
31 Jan 14
45
(292,764)
 

34.  
Rationalizing Investors Choice | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Mathematical Economics, Forthcoming
Number of Pages in PDF File: 30
Bernard, Carole
Grenoble Ecole de Management
Chen, Jit Seng
Independent
Vanduffel, Steven
Vrije Universiteit Brussel (VUB)
Posted:
02 Feb 14
Last Revised:
01 May 15
42
(292,764)
 

35.  
Bernard, Carole
Grenoble Ecole de Management
Cui, Zhenyu
Stevens Institute of Technology
McLeish, Don
University of Waterloo
Posted:
02 Oct 13
Last Revised:
12 Jul 14
35
(292,764)
 

36.  
Bernard, Carole
Grenoble Ecole de Management
Liu, Yuntao
University of Waterloo
MacGillivray, Niall
University of Waterloo
Zhang, Jinyuan
University of British Columbia (UBC)
Posted:
04 Oct 13
27
(351,094)
 

37.  
Optimal Reinsurance Arrangements Under Tail Risk Measures | Show Abstract | Add to Cart |
Journal of Risk and Insurance, Vol. 76, Issue 3, pp. 709-725, September 2009
Number of Pages in PDF File: 17
Bernard, Carole
Grenoble Ecole de Management
Tian, Weidong
University of North Carolina (UNC) at Charlotte - The Belk College of Business Administration
Posted:
13 Oct 09
3
(477,591)
4

38.  
Bernard, Carole
Grenoble Ecole de Management
Cornilly, Dries
Free University of Brussels (VUB)
Vanduffel, Steven
Vrije Universiteit Brussel (VUB)
Posted:
25 May 16
0
(330,258)
 

39.  
Bernard, Carole
Grenoble Ecole de Management
Cui, Zhenyu
Stevens Institute of Technology
Vanduffel, Steven
Vrije Universiteit Brussel (VUB)
Posted:
29 Feb 16
0
(351,094)
 

40.  
Bernard, Carole
Grenoble Ecole de Management
Bondarenko, Oleg
University of Illinois at Chicago - Department of Finance
Vanduffel, Steven
Vrije Universiteit Brussel (VUB)
Posted:
23 Dec 15
0
(285,185)
 

41.  
Bernard, Carole
Grenoble Ecole de Management
Cui, Zhenyu
Stevens Institute of Technology
McLeish, Don
University of Waterloo
Posted:
01 Oct 13
Last Revised:
09 May 14
 


Records 1 - 41 of 41 matches
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