Publications récentes
| Publication | Année de publication | Type de publication |
|---|---|---|
| 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., 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., 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.-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 |
| BERTRAND, P., "Risk Attribution Analysis" dans Investment Risk Management., In Kent Baker, H. & Filbeck, G Eds, Oxford University Press, pp. 387-406, 2015 | 2015 | Chapitre |
| BERTRAND, P., J.PRIGENT, "French Retail Financial Structured Products: A Typology and Assessment of Their Fair Pricing", Bankers, Markets & Investors (ex Banque et Marchés), 2015, no. 135, pp. 4-18 | 2015 | Article |
| BERTRAND, P., J.PRIGENT, "On Path-Dependent Structured Funds: Complexity Does Not Always Pay (Asian versus Average Performance Funds)", Finance, 2015, vol. 36, no. 2, pp. 67-105 | 2015 | Article |
| BERTRAND, P., V.LAPOINTE, "How performance of risk-based strategies is modified by socially responsible investment universe?", International Review of Financial Analysis, 2015, vol. 38, pp. 175-190 | 2015 | Article |