Riadh Belhaj

Conservatoire National des Arts et Metiers (CNAM)

Chaire de Finance

2 rue conté

Paris, 75003

France

SCHOLARLY PAPERS

4

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Scholarly Papers (4)

1.

Portfolio Optimization Under Tracking Error and Weights Constraints

Number of pages: 45 Posted: 22 Feb 2007
McGill University - Desautels Faculty of Management, Conservatoire National des Arts et Metiers (CNAM), Conservatoire National des Arts et Métiers (CNAM) and Conservatoire National des Arts et Métiers (CNAM)
Downloads 1,071 (14,232)

Abstract:

Tracking Error, Weights constraint, Portfolio Optimization, Information Ratio

2.

The Effect of Asymmetric Information on the Cost of Capital

International Journal of Business, Vol. 8, No. 4, 2003
Number of pages: 10 Posted: 04 Nov 2003
Makram Bellalah and Riadh Belhaj
Conservatoire des Arts et Metiers (CNAM) and Conservatoire National des Arts et Metiers (CNAM)
Downloads 581 (36,183)

Abstract:

Cost of capital, Information costs, Local CAPM, Global CAPM

3.

Portfolio Management under Constraints on Ex-Ante and Ex-Post Tracking-Errors

Bankers, Markets & Investors, n°79, November-December 2005,
Number of pages: 28 Posted: 10 Nov 2012 Last Revised: 05 Apr 2013
Riadh Belhaj, Didier Maillard and Roland Portait
Conservatoire National des Arts et Metiers (CNAM), Conservatoire National des Arts et Métiers (CNAM) and Conservatoire National des Arts et Métiers (CNAM)
Downloads 173 (131,276)

Abstract:

portfolio management, tracking-error, active asset management, benchmark

4.

The Valuation of Options on Bonds with Default Risk

Multinational Finance Journal, Vol. 10, No. 3/4, p. 277-305, 2006
Number of pages: 29 Posted: 30 Jun 2015
Riadh Belhaj
Conservatoire National des Arts et Metiers (CNAM)
Downloads 14 (446,364)
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Abstract:

option pricing; default risk; defaultable bonds; vulnerable options