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Bernard, Carole


 SSRN Author Rank: 2,069 by Downloads
 Professor
 

Grenoble Ecole de Management


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

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. Bernard, Carole's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
10,357
Total
Citations
99
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Mr. Madoff's Amazing Returns: An Analysis of the Split-Strike Conversion Strategy | Show Abstract | Download This Paper |
Journal of Derivatives, Vol. 17, No. 1, 2009
Number of Pages in PDF File: 30
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
2,245
(3,141)
8

2.  
Locally-Capped Investment Products and the Retail Investor | Show Abstract | Download This Paper |
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
Stanford Graduate School of Business
Posted:
07 Mar 08
Last Revised:
29 Jan 12
857
(15,566)
5

3.  
Pricing Timer Options | Show Abstract | Download This Paper |
Journal of Computational Finance, Vol. 15, No. 1, 2011
Number of Pages in PDF File: 37
Bernard, Carole
Grenoble Ecole de Management
Cui, Zhenyu
Brooklyn College, CUNY
Posted:
19 May 10
Last Revised:
24 Jan 12
774
(18,097)
3

4.   Incl. Electronic Paper
Bernard, Carole
Grenoble Ecole de Management
Boyle, Phelim P.
Wilfrid Laurier University - School of Business & Economics
Posted:
30 Jul 10
Last Revised:
18 Apr 13
595
(26,332)
5

5.  
Monte Carlo Methods for Pricing Discrete Parisian Options | Show Abstract | Download This Paper |
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
534
(30,469)
52

6.  
Static Portfolio Choice Under Cumulative Prospect Theory | Show Abstract | Download This Paper |
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
492
(33,923)
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
382
(46,589)
 

8.   Incl. Electronic Paper
Bernard, Carole
Grenoble Ecole de Management
He, Xue Dong
Columbia University - Department of Industrial Engineering and Operations Research
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
358
(50,416)
 

9.  
Pricing Derivatives With Barriers in a Stochastic Interest Rate Environment | Show Abstract | Download This Paper |
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
353
(51,323)
1

10.  
Improving the Design of Financial Products in a Multidimensional Black-Scholes Market | Show Abstract | Download This Paper |
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
320
(57,744)
2

11.  
A New Approach to Assessing Model Risk in High Dimensions | Show Abstract | Download This Paper |
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
282
(66,540)
 

12.  
Bernard, Carole
Grenoble Ecole de Management
Boyle, Phelim P.
Wilfrid Laurier University - School of Business & Economics
Gornall, Will
Stanford Graduate School of Business
Posted:
29 Sep 09
267
(70,608)
 

13.  
Impact of Counterparty Risk on the Reinsurance Market | Show Abstract | Download This Paper |
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
266
(70,875)
1

14.  
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
205
(93,007)
 

15.  
Nearly Exact Option Price Simulation Using Characteristic Functions | Show Abstract | Download This Paper |
International Journal of Theoretical and Applied Finance, Forthcoming
Number of Pages in PDF File: 37
Bernard, Carole
Grenoble Ecole de Management
Cui, Zhenyu
Brooklyn College, CUNY
McLeish, Don
University of Waterloo
Posted:
23 Jul 12
204
(93,487)
 

16.  
Protection of a Company Issuing a Certain Class of Participating Policies in a Complete Market Framework | Show Abstract | Download This Paper |
North American Actuarial , 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:
27 Dec 10
190
(100,108)
 

17.  
Prices and Asymptotics for Discrete Variance Swaps | Show Abstract | Download This Paper |
Applied Mathematical Finance, Forthcoming
Number of Pages in PDF File: 44
Bernard, Carole
Grenoble Ecole de Management
Cui, Zhenyu
Brooklyn College, CUNY
Posted:
23 Jul 12
Last Revised:
19 Jun 13
185
(102,675)
1

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
172
(109,815)
1

19.  
Bernard, Carole
Grenoble Ecole de Management
Cui, Zhenyu
Brooklyn College, CUNY
Posted:
17 Jun 10
166
(113,462)
 

20.  
Development and Pricing of a New Participating Contract | Show Abstract | Download This Paper |
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
(113,462)
2

21.  
Mean-Variance Optimal Portfolios in the Presence of a Benchmark with Applications to Fraud Detection | Show Abstract | Download This Paper |
Forthcoming in European Journal of Operational Research
Number of Pages in PDF File: 27
Bernard, Carole
Grenoble Ecole de Management
Vanduffel, Steven
Vrije Universiteit Brussel (VUB)
Posted:
30 Sep 12
Last Revised:
23 Jun 13
162
(115,925)
 

22.  
A New Procedure for Pricing Parisian Options | Show Abstract | Download This Paper |
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
161
(116,581)
3

23.  
Optimal Portfolios Under Worst-Case Scenarios | Show Abstract | Download This Paper |
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
156
(119,798)
 

24.   Incl. Electronic Paper
Bernard, Carole
Grenoble Ecole de Management
Rüschendorf, Ludger
University of Freiburg
Vanduffel, Steven
Vrije Universiteit Brussel (VUB)
Posted:
18 Oct 13
Last Revised:
20 Jan 15
151
(123,284)
 

25.  
Bernard, Carole
Grenoble Ecole de Management
Denuit, Michel
Catholic University of Louvain
Vanduffel, Steven
Vrije Universiteit Brussel (VUB)
Posted:
09 Mar 14
117
(151,504)
 

26.  
Bernard, Carole
Grenoble Ecole de Management
Posted:
24 Dec 12
106
(162,913)
 

27.  
Bernard, Carole
Grenoble Ecole de Management
Cui, Zhenyu
Brooklyn College, CUNY
McLeish, Don
University of Waterloo
Posted:
21 Mar 12
106
(162,913)
 

28.  
Performance Regularity: A New Class of Executive Compensation Packages | Show Abstract | Download This Paper |
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
94
(176,969)
1

29.  
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
73
(206,901)
1

30.  
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
36
(285,789)
 

31.  
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
35
(288,600)
 

32.  
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
35
(288,600)
 

33.  
Bernard, Carole
Grenoble Ecole de Management
Cui, Zhenyu
Brooklyn College, CUNY
McLeish, Don
University of Waterloo
Posted:
02 Oct 13
Last Revised:
12 Jul 14
32
(297,688)
 

34.  
Bernard, Carole
Grenoble Ecole de Management
Chen, Jit Seng
Independent
Vanduffel, Steven
Vrije Universiteit Brussel (VUB)
Posted:
02 Feb 14
31
(300,849)
 

35.  
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
25
(322,518)
 

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
21
(339,453)
 

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
(418,125)
5

38.  
Bernard, Carole
Grenoble Ecole de Management
Cui, Zhenyu
Brooklyn College, CUNY
McLeish, Don
University of Waterloo
Posted:
01 Oct 13
Last Revised:
09 May 14
 


Records 1 - 38 of 38 matches
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