Philippe BERTRAND

Names

Contact

Affiliations

• 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
• 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:

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