Publications récentes
| Publication | Année de publication | Type de publication |
|---|---|---|
| BERTRAND, P., "Black-scholes approximation of warrant prices: slight return in a low interest rate environment" à paraître Annals of Operations Research | 2022 | Article |
| BERTRAND, P., J.-L. PRIGENT, "Performance Participation Strategies: OBPP versus CPPP", Finance, 2022, vol. 43, no. 1, pp. 123-150 | 2022 | Article |
| AMÉDÉE-MANESME, C. -O., F. BARTHÉLÉMY, P. BERTRAND, J. -L. PRIGENT, "Mixed-asset portfolio allocation under mean-reverting asset returns", Annals of Operations Research, 2019, vol. 281, no. 1-2, pp. 65-98 | 2019 | Article |
| BERTRAND, P., J.PRIGENT, "On the Optimality of Path-Dependent Structured Funds: the Cost of Standardization", European Journal of Operational Research, 2019, vol. 277, no. 1, pp. 333-350 | 2019 | Article |
| ZAGST, R., J. KRAUS, P. BERTRAND, "Option-Based performance participation", Journal of Banking and Finance, 2019, vol. 105, pp. 44-61 | 2019 | Article |
| BERTRAND, P., V. LAPOINTE, "Risk-based strategies: the social responsibility of investment universes does matter", Annals of Operations Research, 2018, vol. 262, no. 2, pp. 413-429 | 2018 | Article |
| BERTRAND, P., J. PRIGENT, "Residential Real Estate In a Mixed Asset Portfolio", Bankers, Markets & Investors (ex Banque et Marchés), 2018, vol. 150, pp. 3-20 | 2018 | Article |
| BERTRAND, P., J.-L.PRIGENT, "Equilibrium of financial derivative markets under portfolio insurance constraints", Economic Modelling, 2016, vol. 52, pp. 278-291 | 2016 | Article |
| BERTRAND, P., J.-L.PRIGENT, "Portfolio Insurance: The Extreme Value Approach Applied to the CPPI Method" dans Extreme Events in Finance., François Longin Ed., John Wiley & Sons, Inc., pp. 465-482, 2016 | 2016 | Chapitre |