2, rue de la Charité
Domaine de Luminy - BP 921
Marseille, PACA 13288
IAE Aix-en-Provence, Aix Marseille University, CERGAM
KEDGE Business School
in Total Papers Downloads
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Portfolio Insurance, OBPI, CPPI
optimal portfolio, portfolio insurance, OBPI, CPPI, dynamic hedging
Portfolio insurance, OBPI, CPPI, Stochastic volatility
risk-adjusted performance, risk attribution, performance attribution, tracking error, portfolio optimization, risk aversion
risk attribution, performance attribution, tracking error, portfolio optimization, risk aversion
benchmark, tracking-error, portfolio optimization, risk aversion
Portfolio Management, Portfolio Construction and Revision, Risk Management, Risk Management, Portfolio Risk Management, Risk Management Strategies, Risk Management, Firmwide Risk Management, Risk Budgeting
Leveraged ETF, CPPI, Constant mix strategy
Socially responsible investment, alternative and risk-based strategies, performance, diversification, turnover, robust covariances matrix
Risk aversion, Prudence, Portfolio insurance
investment strategies, performance participation, CPPP, OBPP, CPPI, OBPI
corporate social responsibility, liquidity, investor base, cost of equity capital
Socially responsible investment, alternative and smart beta strategies, risk-adjusted performance, robust covariance matrix
Structured financial products, portfolio insurance, Asian options, average of calls, Kappa measures
Structured products, Typology, Fair Pricing, Portfolio Insurance, French retail structured products.
Optimal positioning, financial derivatives, portfolio insurance, financial equilibrium, compensating variation
Performance attribution, risk attribution, tracking error, portfolio optimization, efficient frontier, information ratio.
Sharpe Ratio, Information Ratio, Asymptotic Distribution, Skewness.
Information ratio, Asymptotic distribution
Portfolio Insurance, CPPI, Extreme value theory
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