Rania Hentati Kaffel

Université Paris I Panthéon-Sorbonne - CES/CNRS

Maitre de Conférences

106 bv de l'Hôpital

Paris, 75013

France

SCHOLARLY PAPERS

4

DOWNLOADS

143

CITATIONS

0

Scholarly Papers (4)

1.

Forecast Bankruptcy Using a Blend of Clustering and MARS Model - Case of US Banks

29th Australasian Finance and Banking Conference 2016
Number of pages: 35 Posted: 22 Aug 2016
Zeineb Affes and Rania Hentati Kaffel
Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES) and Université Paris I Panthéon-Sorbonne - CES/CNRS
Downloads 92 (276,190)

Abstract:

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Bankruptcy prediction, MARS, CART, K-means, Early-Warning System

2.

Predicting US Banks Bankruptcy: Logit versus Canonical Discriminant Analysis

29th Australasian Finance and Banking Conference 2016
Number of pages: 32 Posted: 25 Aug 2016
Zeineb Affes and Rania Hentati Kaffel
Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES) and Université Paris I Panthéon-Sorbonne - CES/CNRS
Downloads 51 (379,790)

Abstract:

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Bankruptcy prediction, Canonical Discriminant Analysis, Logistic regression, Principal Component Analysis, CAMELS, ROC curve, Early-warning system

3.

Structured Portfolio Analysis Under Sharpe-Omega Ratio

Posted: 27 Mar 2011
Rania Hentati Kaffel and Jean-Luc Prigent
Université Paris I Panthéon-Sorbonne - CES/CNRS and University of Cergy-Pontoise - ThEMA

Abstract:

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Structured portfolio, Performance measure, Sharpe-Omega ratio

4.

Dynamic Versus Static Optimization of Hedge Fund Portfolios: The Relevance of Performance Measures

International Journal of Business, Vol. 15, No. 1, 2010
Posted: 29 May 2010 Last Revised: 14 Jun 2010
Rania Hentati Kaffel, Jean-Luc Prigent and Ameur Kaffel
Université Paris I Panthéon-Sorbonne - CES/CNRS, University of Cergy-Pontoise - ThEMA and affiliation not provided to SSRN

Abstract:

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Hedge funds, CVaR, Tail Risk, Omega Measure