Philippe BERTRAND
Names
first: |
Philippe |
last: |
BERTRAND |
Contact
email: |
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Affiliations
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Université d'Aix-Marseille AMU
→ Institut d'Administration des Entreprises (IAE)
→ Centre d'Études et de Recherche en Gestion (CERGAM) (weight: 50%)
- website
- location: Aix-en-Provence, France
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Aix-Marseille Université
→ École d'Économie d'Aix-Marseille
→ Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM) (weight: 50%)
- website
- location: Marseille, France
Research profile
author of:
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Theory of Performance Participation Strategies
by Julia Kraus & Philippe Bertrand & Rudi Zagst
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Portfolio Insurance : The extreme Value of the CCPI Method
by P. Bertrand & J. L. Prigent
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On Path-Dependent Structured Funds: Complexity Does Not Always Pay (Asian versus Average Performance Funds)
by Philippe Bertrand & Jean-luc Prigent
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A Note on Risk Aversion, Prudence and Portfolio Insurance
by Philippe Bertrand & Jean-Luc Prigent
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Gestion de portefeuille avec garantie: l'allocation optimale en actifs derives.
by Bertrand, P. & lesne, J.-P. & Prigent, J.-L.
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A Transactional Analysis of Chinese Partners' Performance in International Joint Ventures
by PHILIPPE BERTRAND & PIERRE-XAVIER MESCHI
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EVALUATION DES TITRES HYPOTHECAIRES.
by BERTRAND, P. & KAST & R. & LAPIED, A.
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Omega performance measure and portfolio insurance
by Bertrand, Philippe & Prigent, Jean-luc
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How performance of risk-based strategies is modified by socially responsible investment universe?
by Bertrand, Philippe & Lapointe, Vincent
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Raising Companies' Profile with Corporate Social Performance: Variation in Investor recognition and Liquidity Linked to Vigeo CSP Rating Disclosures
by Philippe Bertrand & Alexis Guyot & Vincent Lapointe
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Equilibrium of financial derivative markets under portfolio insurance constraints
by Bertrand, Philippe & Prigent, Jean-luc
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Raising Companies’ Profile with Corporate Social Performance
by Philippe Bertrand & Alexis Guyot & Vincent Lapointe
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French Retail Financial Structured Products: A Typology and Assessment of Their Fair Pricing
by Philippe Bertrand & Jean-Luc Prigent
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Analysis and Comparison of Leveraged ETFs and CPPI-type Leveraged Strategies
by Philippe Bertrand & Jean-Luc Prigent
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On Path-Dependent Structured Funds: Complexity Does Not Always Pay (Asian versus Average Performance Funds)
by Philippe Bertrand & Jean-Luc Prigent
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Risk-based strategies: the social responsibility of investment universes does matter
by Philippe Bertrand & Vincent Lapointe
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Omega performance measure and portfolio insurance
by Philippe Bertrand & Jean-Luc Prigent
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Risk-based strategies: the social responsibility of investment universes does matter
by Philippe Bertrand & Vincent Lapointe
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The Sensitivity of the Asymptotic Variance of Performance Measures with Respect to Skewness and Kurtosis
by Philippe Bertrand & Costin Protopopescu
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On Path-Dependent Structured Funds: Complexity Does Not Always Pay (Asian versus Average Performance Funds).
by Philippe Bertrand & Jean-Luc Prigent
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Optimisation de portefeuille sous contrainte de variance de la tracking-error
by Philippe Bertrand & Jean-Luc Prigent & Raphael Sobotka
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Régime de retraite complémentaire Préfon : les fonctionnaires ont-ils vraiment intérêt à cotiser ?
by Philippe Bertrand
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Portfolio Insurance: The Extreme Value Theory of the Cppi Method
by Philippe Bertrand & Jean-Luc Prigent & Jean-Pierre Lesne
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Risk Attribution and Portfolio Optimizations Under Tracking-Error Constraints
by Philippe Bertrand
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Performance des partenaires locaux dans les coentreprises internationales en Asie: Valorisation boursière et application de la théorie des coûts de transaction
by Philippe Bertrand & Pierre-Xavier Meschi
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Portfolio Insurance Strategies: A Comparison of Standard Methods When the Volatility of the Stock is Stochastic
by Philippe Bertrand & Jean-Luc Prigent
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Portfolio Insurance: The Extreme Value Theory of the Cppi Method
by Philippe Bertrand & Jean-Luc Prigent
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Risk-adjusted performance attribution and portfolio optimisations under tracking-error constraints
by Philippe Bertrand
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Risk-based strategies: the social responsibility of investment universes does matter.
by Philippe Bertrand & Vincent Lapointe
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Portfolio Insurance Strategies: OBPI versus CPPI.
by Philippe Bertrand & Jean-Luc Prigent
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L'attribution de performance en gestion de portefeuille.
by Philippe Bertrand & Patrick Rousseau
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The Statistics of The Information Ratio
by Philippe Bertrand & Protopopescu Protopopescu Costin
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A Note on Risk Aversion, Prudence and Portfolio Insurance
by Philippe Bertrand & Jean-Luc Prigent
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Equilibrium of financial derivative markets under portfolio insurance constraints
by Philippe Bertrand & Jean-Luc Prigent
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EVALUATION OF FINANCIAL STRUCTURED PRODUCTS: AN APPLICATION OF THE EXTREME VALUE THEORY.
by Philippe Bertrand & Jean-Luc Prigent
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Obligation à réinvestissement optionnel du coupon : prix à l'émission et évaluation de la position en chaque instant.
by Philippe Bertrand
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Analysis and Comparison of Leveraged ETFs and CPPI-type Leveraged Strategies.
by Philippe Bertrand & Jean-Luc Prigent
-
How performance of risk-based strategies is modified by socially responsible investment universe?
by Philippe Bertrand & Vincent Lapointe
-
French Retail Financial Structured Products: A Typology and Assessment of Their Fair Pricing
by Philippe Bertrand & Jean-Luc Prigent
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Another Look at Portfolio Optimization under Tracking-Error Constraints
by Philippe Bertrand
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Variations in Liquidity and the Size of Investor Base Associated with Corporate Social Performance Ratings
by Philippe Bertrand & Alexis Guyot & Vincent Lapointe
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A Note on Portfolio Performance Attribution: Taking Risk into Account
by Philippe Bertrand
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A Transactional Analysis of Chinese Partners' Performance in International Joint Ventures.
by Philippe Bertrand & Pierre-Xavier Meschi
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Mixed-asset portfolio allocation under mean-reverting asset returns
by Charles-Olivier Amédée-Manesme & Fabrice Barthélémy & Philippe Bertrand & Jean-Luc Prigent
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Residential Real Estate in a Mixed-Asset Portfolio
by Philippe Bertrand & Jean-Luc Prigent
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On the optimality of path-dependent structured funds: The cost of standardization
by Bertrand, Philippe & Prigent, Jean-luc
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Option-Based performance participation
by Zagst, Rudi & Kraus, Julia & Bertrand, Philippe
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Mixed-asset portfolio allocation under mean-reverting asset returns
by Charles-Olivier Amédée-Manesme & Fabrice Barthélémy & Philippe Bertrand & Jean-Luc Prigent
-
L'attribution de performance en gestion de portefeuille
by Philippe Bertrand & Patrick Rousseau
-
Option-Based performance participation
by Rudi Zagst & Julia Kraus & Philippe Bertrand
-
On the optimality of path-dependent structured funds: The cost of standardization
by Philippe Bertrand & Jean-Luc Prigent