Philippe BERTRAND
Names
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Philippe |
| last: |
BERTRAND |
Identifer
Contact
Affiliations
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Aix-Marseille Université
/ Institut d'Administration des Entreprises (IAE)
/ Centre d'Études et de Recherche en Gestion (CERGAM) (weight: 50%)
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Aix-Marseille Université
/ École d'Économie d'Aix-Marseille (weight: 50%)
Research profile
author of:
- Theory of Performance Participation Strategies (RePEc:arx:papers:1302.5339)
by Julia Kraus & Philippe Bertrand & Rudi Zagst - Analysis and Comparison of Leveraged ETFs and CPPI-type Leveraged Strategies (RePEc:cai:finpug:fina_341_0073)
by Philippe Bertrand & Jean-Luc Prigent - On Path-Dependent Structured Funds: Complexity Does Not Always Pay (Asian versus Average Performance Funds) (RePEc:cai:finpug:fina_362_0067)
by Philippe Bertrand & Jean-Luc Prigent - Performance Participation Strategies: OBPP versus CPPP (RePEc:cai:finpug:fina_431_0123)
by Philippe Bertrand & Jean-Luc Prigent - L'attribution de performance en gestion de portefeuille (RePEc:cai:rfglav:rfg_154_0059)
by Philippe Bertrand & Patrick Rousseau - Equilibrium of financial derivative markets under portfolio insurance constraints (RePEc:eee:ecmode:v:52:y:2016:i:pa:p:278-291)
by Bertrand, Philippe & Prigent, Jean-luc - On the optimality of path-dependent structured funds: The cost of standardization (RePEc:eee:ejores:v:277:y:2019:i:1:p:333-350)
by Bertrand, Philippe & Prigent, Jean-luc - How performance of risk-based strategies is modified by socially responsible investment universe? (RePEc:eee:finana:v:38:y:2015:i:c:p:175-190)
by Bertrand, Philippe & Lapointe, Vincent - Option-Based performance participation (RePEc:eee:jbfina:v:105:y:2019:i:c:p:44-61)
by Zagst, Rudi & Kraus, Julia & Bertrand, Philippe - Omega performance measure and portfolio insurance (RePEc:eee:jbfina:v:35:y:2011:i:7:p:1811-1823)
by Bertrand, Philippe & Prigent, Jean-luc - Portfolio Insurance : The extreme Value of the CCPI Method (RePEc:ema:worpap:2000-49)
by P. Bertrand & J.L. Prigent - Gestion de portefeuille avec garantie: l'allocation optimale en actifs derives (RePEc:fth:aixmeq:00a03)
by Bertrand, P. & lesne, J.-P. & Prigent, J.-L. - Evaluation Des Titres Hypothecaires (RePEc:fth:aixmeq:90b04)
by Bertrand, P. & Kast & R. & Lapied, A. - Raising Companies' Profile with Corporate Social Performance: Variation in Investor recognition and Liquidity Linked to Vigeo CSP Rating Disclosures (RePEc:hal:journl:hal-00995406)
by Philippe Bertrand & Alexis Guyot & Vincent Lapointe - Omega performance measure and portfolio insurance (RePEc:hal:journl:hal-01445954)
by Philippe Bertrand & Jean-Luc Prigent - Risk-based strategies: the social responsibility of investment universes does matter (RePEc:hal:journl:hal-01457390)
by Philippe Bertrand & Vincent Lapointe - A Transactional Analysis of Chinese Partners' Performance in International Joint Ventures (RePEc:hal:journl:hal-01833042)
by Philippe Bertrand & Pierre-Xavier Meschi - A Note on Risk Aversion, Prudence and Portfolio Insurance (RePEc:hal:journl:hal-01833054)
by Philippe Bertrand & Jean-Luc Prigent - Analysis and Comparison of Leveraged ETFs and CPPI-type Leveraged Strategies (RePEc:hal:journl:hal-01833059)
by Philippe Bertrand & Jean-Luc Prigent - How performance of risk-based strategies is modified by socially responsible investment universe? (RePEc:hal:journl:hal-01833066)
by Philippe Bertrand & Vincent Lapointe - Evaluation Of Financial Structured Products: An Application Of The Extreme Value Theory (RePEc:hal:journl:hal-01833069)
by Philippe Bertrand & Jean-Luc Prigent - Equilibrium of financial derivative markets under portfolio insurance constraints (RePEc:hal:journl:hal-01833070)
by Philippe Bertrand & Jean-Luc Prigent - L'attribution de performance en gestion de portefeuille (RePEc:hal:journl:hal-01833071)
by Philippe Bertrand & Patrick Rousseau - Obligation à réinvestissement optionnel du coupon : prix à l'émission et évaluation de la position en chaque instant (RePEc:hal:journl:hal-01833073)
by Philippe Bertrand - On Path-Dependent Structured Funds: Complexity Does Not Always Pay (Asian versus Average Performance Funds) (RePEc:hal:journl:hal-01833074)
by Philippe Bertrand & Jean-Luc Prigent - Performance des partenaires locaux dans les coentreprises internationales en Asie: Valorisation boursière et application de la théorie des coûts de transaction (RePEc:hal:journl:hal-01833075)
by Philippe Bertrand & Pierre-Xavier Meschi - Portfolio Insurance Strategies: OBPI versus CPPI (RePEc:hal:journl:hal-01833077)
by Philippe Bertrand & Jean-Luc Prigent - Risk-adjusted performance attribution and portfolio optimisations under tracking-error constraints (RePEc:hal:journl:hal-01833079)
by Philippe Bertrand - Risk-based strategies: the social responsibility of investment universes does matter (RePEc:hal:journl:hal-01833080)
by Philippe Bertrand & Vincent Lapointe - French Retail Financial Structured Products: A Typology and Assessment of Their Fair Pricing (RePEc:hal:journl:hal-01833084)
by Philippe Bertrand & Jean-Luc Prigent - Another Look at Portfolio Optimization under Tracking-Error Constraints (RePEc:hal:journl:hal-01833085)
by Philippe Bertrand - Variations in Liquidity and the Size of Investor Base Associated with Corporate Social Performance Ratings (RePEc:hal:journl:hal-01833087)
by Philippe Bertrand & Alexis Guyot & Vincent Lapointe - Régime de retraite complémentaire Préfon : les fonctionnaires ont-ils vraiment intérêt à cotiser ? (RePEc:hal:journl:hal-01833089)
by Philippe Bertrand - The Statistics of The Information Ratio (RePEc:hal:journl:hal-01833090)
by Philippe Bertrand & Protopopescu Protopopescu Costin - Risk Attribution and Portfolio Optimizations Under Tracking-Error Constraints (RePEc:hal:journl:hal-01833102)
by Philippe Bertrand - The Sensitivity of the Asymptotic Variance of Performance Measures with Respect to Skewness and Kurtosis (RePEc:hal:journl:hal-01833104)
by Philippe Bertrand & Costin Protopopescu - A Note on Portfolio Performance Attribution: Taking Risk into Account (RePEc:hal:journl:hal-01833107)
by Philippe Bertrand - Portfolio Insurance Strategies: A Comparison of Standard Methods When the Volatility of the Stock is Stochastic (RePEc:hal:journl:hal-01833118)
by Philippe Bertrand & Jean-Luc Prigent - Portfolio Insurance: The Extreme Value Theory of the Cppi Method (RePEc:hal:journl:hal-01833122)
by Philippe Bertrand & Jean-Luc Prigent - Portfolio Insurance: The Extreme Value Theory of the Cppi Method (RePEc:hal:journl:hal-01833134)
by Philippe Bertrand & Jean-Luc Prigent & Jean-Pierre Lesne - Optimisation de portefeuille sous contrainte de variance de la tracking-error (RePEc:hal:journl:hal-01833150)
by Philippe Bertrand & Jean-Luc Prigent & Raphael Sobotka - Mixed-asset portfolio allocation under mean-reverting asset returns (RePEc:hal:journl:hal-01955220)
by Charles-Olivier Amédée-Manesme & Fabrice Barthélémy & Philippe Bertrand & Jean-Luc Prigent - Residential Real Estate in a Mixed-Asset Portfolio (RePEc:hal:journl:hal-01955228)
by Philippe Bertrand & Jean-Luc Prigent - Option-Based performance participation (RePEc:hal:journl:hal-02142054)
by Rudi Zagst & Julia Kraus & Philippe Bertrand - On the optimality of path-dependent structured funds: The cost of standardization (RePEc:hal:journl:hal-02492961)
by Philippe Bertrand & Jean-Luc Prigent - The size effect and default risk: Evidence from the Vietnamese stock market (RePEc:hal:journl:hal-03513362)
by Le Quy Duong & Philippe Bertrand - Black-scholes approximation of warrant prices: slight return in a low interest rate environment (RePEc:hal:journl:hal-03646980)
by Philippe Bertrand - Performance Participation Strategies: OBPP versus CPPP (RePEc:hal:journl:hal-03672691)
by Philippe Bertrand & Jean-Luc Prigent - Black-Scholes Approximation of Warrant Prices: Slight Return in a Low Interest Rate Environment (RePEc:hal:journl:hal-03672714)
by Philippe Bertrand - Unknown item RePEc:hal:journl:hal-03679694 (paper)
- Overreaction and momentum in the Vietnamese stock market (RePEc:hal:journl:hal-03778049)
by Le Quy Duong & Philippe Bertrand - On Path-Dependent Structured Funds: Complexity Does Not Always Pay (Asian versus Average Performance Funds) (RePEc:ipg:wpaper:2014-348)
by Philippe Bertrand & Jean-luc Prigent - A Transactional Analysis of Chinese Partners' Performance in International Joint Ventures (RePEc:mes:chinec:v:38:y:2005:i:2:p:16-35)
by Philippe Bertrand & Pierre-Xavier Meschi - Risk-adjusted performance attribution and portfolio optimisations under tracking-error constraints (RePEc:pal:assmgt:v:10:y:2009:i:2:d:10.1057_jam.2008.37)
by Philippe Bertrand - A note on portfolio performance attribution: Taking risk into account (RePEc:pal:assmgt:v:5:y:2005:i:6:d:10.1057_palgrave.jam.2240159)
by Philippe Bertrand - A Note on Risk Aversion, Prudence and Portfolio Insurance (RePEc:pal:genrir:v:35:y:2010:i:1:p:81-92)
by Philippe Bertrand & Jean-Luc Prigent - Raising Companies’ Profile with Corporate Social Performance (RePEc:rbq:journl:i:130:p:41-54)
by Philippe Bertrand & Alexis Guyot & Vincent Lapointe - French Retail Financial Structured Products: A Typology and Assessment of Their Fair Pricing (RePEc:rbq:journl:i:135:p:4-18)
by Philippe Bertrand & Jean-Luc Prigent - Risk-based strategies: the social responsibility of investment universes does matter (RePEc:spr:annopr:v:262:y:2018:i:2:d:10.1007_s10479-015-2081-4)
by Philippe Bertrand & Vincent Lapointe - Mixed-asset portfolio allocation under mean-reverting asset returns (RePEc:spr:annopr:v:281:y:2019:i:1:d:10.1007_s10479-018-2761-y)
by Charles-Olivier Amédée-Manesme & Fabrice Barthélémy & Philippe Bertrand & Jean-Luc Prigent