Publications récentes
| Publication | Année de publication | Type de publication |
|---|---|---|
| Bertrand, P., Lapointe, V. (2018). Risk-based strategies: the social responsibility of investment universes does matter. Annals of Operations Research, 262 (2), March, 413-429 | 2018 | Article académique |
| Bertrand, P., Lapointe, V. (2018). Risk-based strategies: the social responsibility of investment universes does matter. Annals of Operations Research, 262 (2), March, 413-429 | 2018 | Article académique |
| Bertrand, P. & V. Lapointe, “Risk-based strategies: the social responsibility of investment universes does matter”, Annals of Operations Research, forthcoming 2016, pp 1–17, available online 09 December 2015 (http://link.springer.com/article/10.1007/s10479-015-2081-4). DOI 10.1007/s10479-015-2081-4 | 2016 | Article académique |
| Bertrand, P. & Prigent, J.L. (2016),“Extreme Value theory applied to Portfolio Insurance” in Extreme value theory: applications in finance and insurance edited by François Longin, Wiley Forthcoming 2016. | 2016 | Chapitre |
| Bertrand, P. & Prigent, J.L. (2016) Equilibrium of financial derivative markets under portfolio insurance constraints. Economic Modelling, Volume 52, Part A, Pages 278-291 (January 2016) | 2016 | Article académique |
| Bertrand, P. (2015) Risk Attribution Analysis. In Kent Baker, H. & Filbeck, G. (Eds.) Investment Risk Management (pp. 387-406). New York: Oxford University Press. | 2015 | Chapitre |
| Bertrand, P. & Prigent, J.L. (2015) French Retail Financial Structured Products: A Typology and Assessment of Their Fair Pricing. Bankers, Markets & Investors, No. 135, 4-18. | 2015 | Article académique |
| Bertrand, P. & Prigent, J.L. (2015), “On Path-Dependent Structured Funds: Complexity Does Not Always Pay (Asian versus Average Performance Funds)” Finance, n°1, vol 37. | 2015 | Article académique |
| Bertrand, P. & Lapointe, V. (2014) How performance of risk-based strategies is modified by socially responsible investment universe? International Review of Financial Analysis, Vol. 38, 175-190. | 2015 | Article académique |
| Bertrand, P., Guyot, A., & Lapointe, V. (2014) Raising Companies' Profile with Corporate Social Performance. Variation in Investor Recognition and Liquidity Linked to VIGEO CSP Rating Disclosures. Bankers, Markets & Investors, No. 130, 41-55. | 2014 | Article académique |
| Bertrand, P. & Prigent, J.L. (2013) Analysis and Comparison of Leveraged ETFs and CPPI-type Leveraged Strategies. Finance, Vol. 34, No. 1, 73-116. | 2013 | Article académique |
| Bertrand, P. (2012). Régime de retraite complémentaire Préfon : les fonctionnaires ont-ils vraiment intérêt à cotiser ? Economie Publique, No. 22-23, Vol. 1-2, 219-242. | 2012 | Article académique |
| Bertrand, P., & Prigent, J.L. (2012). Bertrand, P., & Prigent, J.L. (2012). Gestion de Portefeuille, Analyse Quantitative et Gestion Structurée. Paris: Economica. | 2012 | Ouvrage |
| Bertrand, P., & Protopopescu, C. (2010). The Statistics of the information ratio. International Journal of Business 15-1,71-86. | 2010 | Article académique |
| Bertrand, P. (2010). Another Look at Portfolio Optimization under Tracking-Error Constraint. Financial Analysts Journal, 66-3, 78-90. | 2010 | Article académique |
| Bertrand, P. & Prigent, J-L (2010) Omega performance measure and portfolio insurance Journal of Banking & Finance 35(2011) 1811-1823 | 2010 | Article académique |
| Bertrand, P., & Prigent, J.L. (2010). A note on risk aversion, prudence and portfolio insurance. Geneva Risk and Insurance Review doi:10.1057/grir.2009.8 | 2010 | Article académique |
| Bertrand, P. (2009). Quelques éléments sur la crise des crédits "subprimes" et la crise de liquidité de 2007 ? In B. Pras (Ed.), Management - Tensions d'aujourd'hui (pp.225-233). Paris: Vuibert. | 2009 | Chapitre |