Philippe BERTRAND : Citation Profile


Are you Philippe BERTRAND?

Aix-Marseille Université (50% share)
Aix-Marseille Université (50% share)

8

H index

6

i10 index

198

Citations

RESEARCH PRODUCTION:

17

Articles

42

Papers

RESEARCH ACTIVITY:

   33 years (1990 - 2023). See details.
   Cites by year: 6
   Journals where Philippe BERTRAND has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 9 (4.35 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbe944
   Updated: 2024-11-08    RAS profile: 2023-09-21    
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Relations with other researchers


Works with:

Prigent, Jean-Luc (5)

Authors registered in RePEc who have co-authored more than one work in the last five years with Philippe BERTRAND.

Is cited by:

Prigent, Jean-Luc (34)

Gaspar, Raquel (9)

Benhamou, Eric (8)

Attaoui, Sami (8)

HENTATI KAFFEL, Rania (8)

Maillet, Bertrand (5)

ben ameur, hachmi (5)

MKAOUAR, Farid (4)

Esparcia, Carlos (4)

Caporin, Massimiliano (3)

Yin, Libo (3)

Cites to:

Prigent, Jean-Luc (24)

Gollier, Christian (6)

de Palma, André (5)

Dybvig, Philip (4)

Dybvig, Phillip (4)

Brennan, Michael (4)

Grossman, Sanford (4)

Pouget, Sébastien (4)

merton, robert (3)

Monjon, Stéphanie (3)

Kahneman, Daniel (3)

Main data


Where Philippe BERTRAND has published?


Journals with more than one article published# docs
Finance3
Annals of Operations Research2
Journal of Banking & Finance2
Journal of Asset Management2
Bankers, Markets & Investors2

Working Papers Series with more than one paper published# docs
Post-Print / HAL37

Recent works citing Philippe BERTRAND (2024 and 2023)


YearTitle of citing document
2023Value-at-Risk-Based Portfolio Insurance: Performance Evaluation and Benchmarking Against CPPI in a Markov-Modulated Regime-Switching Market. (2023). Bastani, Ali Foroush ; Alipour, Peyman. In: Papers. RePEc:arx:papers:2305.12539.

Full description at Econpapers || Download paper

2024Optimal VPPI strategy under Omega ratio with stochastic benchmark. (2024). Zhang, Litian ; Liang, Zongxia ; He, Lin ; Guan, Guohui. In: Papers. RePEc:arx:papers:2403.13388.

Full description at Econpapers || Download paper

2023Optimal management of DC pension fund under the relative performance ratio and VaR constraint. (2023). Xia, YI ; Liang, Zongxia ; Guan, Guohui. In: European Journal of Operational Research. RePEc:eee:ejores:v:305:y:2023:i:2:p:868-886.

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2023How important is green awareness in energy investment decisions? An environmentally-based rebalancing portfolio study. (2023). Esparcia, Carlos ; Diaz, Antonio ; Alonso, Daniel. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006722.

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2023Worst-case analysis of Omega-VaR ratio optimization model. (2023). Mansini, Renata ; Sharma, Amita ; Sehgal, Ruchika. In: Omega. RePEc:eee:jomega:v:114:y:2023:i:c:s0305048322001372.

Full description at Econpapers || Download paper

2024Portfolio insurance strategy in the cryptocurrency market. (2024). Lee, Jaewook ; Son, Bumho ; Ko, Hyungjin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002611.

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2023Omega Compatibility: A Meta-analysis. (2023). Zhang, Xiang ; Maillet, Bertrand ; Caporin, Massimiliano ; Bernard, Carole. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:2:d:10.1007_s10614-022-10306-x.

Full description at Econpapers || Download paper

Works by Philippe BERTRAND:


YearTitleTypeCited
2013Theory of Performance Participation Strategies In: Papers.
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paper1
2013Analysis and Comparison of Leveraged ETFs and CPPI-type Leveraged Strategies In: Finance.
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article0
2013Analysis and Comparison of Leveraged ETFs and CPPI-type Leveraged Strategies..(2013) In: Post-Print.
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This paper has nother version. Agregated cites: 0
paper
2015On Path-Dependent Structured Funds: Complexity Does Not Always Pay (Asian versus Average Performance Funds) In: Finance.
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article0
2015On Path-Dependent Structured Funds: Complexity Does Not Always Pay (Asian versus Average Performance Funds)..(2015) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2014On Path-Dependent Structured Funds: Complexity Does Not Always Pay (Asian versus Average Performance Funds).(2014) In: Working Papers.
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This paper has nother version. Agregated cites: 0
paper
2022Performance Participation Strategies: OBPP versus CPPP In: Finance.
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article0
2022Performance Participation Strategies: OBPP versus CPPP.(2022) In: Post-Print.
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This paper has nother version. Agregated cites: 0
paper
2005Lattribution de performance en gestion de portefeuille In: Revue française de gestion.
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article0
2005Lattribution de performance en gestion de portefeuille..(2005) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2016Equilibrium of financial derivative markets under portfolio insurance constraints In: Economic Modelling.
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article2
2016Equilibrium of financial derivative markets under portfolio insurance constraints.(2016) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2019On the optimality of path-dependent structured funds: The cost of standardization In: European Journal of Operational Research.
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article2
2019On the optimality of path-dependent structured funds: The cost of standardization.(2019) In: Post-Print.
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This paper has nother version. Agregated cites: 2
paper
2015How performance of risk-based strategies is modified by socially responsible investment universe? In: International Review of Financial Analysis.
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article15
2015How performance of risk-based strategies is modified by socially responsible investment universe?.(2015) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 15
paper
2019Option-Based performance participation In: Journal of Banking & Finance.
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article0
2019Option-Based performance participation.(2019) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2011Omega performance measure and portfolio insurance In: Journal of Banking & Finance.
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article55
2000Portfolio Insurance : The extreme Value of the CCPI Method In: THEMA Working Papers.
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paper15
2000Gestion de portefeuille avec garantie: lallocation optimale en actifs derives. In: G.R.E.Q.A.M..
[Citation analysis]
paper10
1990EVALUATION DES TITRES HYPOTHECAIRES. In: G.R.E.Q.A.M..
[Citation analysis]
paper0
2014Raising Companies Profile with Corporate Social Performance: Variation in Investor recognition and Liquidity Linked to Vigeo CSP Rating Disclosures In: Post-Print.
[Citation analysis]
paper0
2018Risk-based strategies: the social responsibility of investment universes does matter In: Post-Print.
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paper6
2018Risk-based strategies: the social responsibility of investment universes does matter..(2018) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 6
paper
2018Risk-based strategies: the social responsibility of investment universes does matter.(2018) In: Annals of Operations Research.
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This paper has nother version. Agregated cites: 6
article
2005A Transactional Analysis of Chinese Partners Performance in International Joint Ventures. In: Post-Print.
[Citation analysis]
paper1
2005A Transactional Analysis of Chinese Partners Performance in International Joint Ventures.(2005) In: Chinese Economy.
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This paper has nother version. Agregated cites: 1
article
2010A Note on Risk Aversion, Prudence and Portfolio Insurance In: Post-Print.
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paper8
2010A Note on Risk Aversion, Prudence and Portfolio Insurance.(2010) In: The Geneva Risk and Insurance Review.
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This paper has nother version. Agregated cites: 8
article
2003EVALUATION OF FINANCIAL STRUCTURED PRODUCTS: AN APPLICATION OF THE EXTREME VALUE THEORY. In: Post-Print.
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paper0
1993Obligation à réinvestissement optionnel du coupon : prix à lémission et évaluation de la position en chaque instant. In: Post-Print.
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paper0
2006Performance des partenaires locaux dans les coentreprises internationales en Asie: Valorisation boursière et application de la théorie des coûts de transaction In: Post-Print.
[Citation analysis]
paper0
2005Portfolio Insurance Strategies: OBPI versus CPPI. In: Post-Print.
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paper32
2009Risk-adjusted performance attribution and portfolio optimisations under tracking-error constraints In: Post-Print.
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paper7
2009Risk-adjusted performance attribution and portfolio optimisations under tracking-error constraints.(2009) In: Journal of Asset Management.
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This paper has nother version. Agregated cites: 7
article
2015French Retail Financial Structured Products: A Typology and Assessment of Their Fair Pricing In: Post-Print.
[Citation analysis]
paper1
2015French Retail Financial Structured Products: A Typology and Assessment of Their Fair Pricing.(2015) In: Bankers, Markets & Investors.
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This paper has nother version. Agregated cites: 1
article
2010Another Look at Portfolio Optimization under Tracking-Error Constraints In: Post-Print.
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paper8
2014Variations in Liquidity and the Size of Investor Base Associated with Corporate Social Performance Ratings In: Post-Print.
[Citation analysis]
paper0
2012Régime de retraite complémentaire Préfon : les fonctionnaires ont-ils vraiment intérêt à cotiser ? In: Post-Print.
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paper0
2010The Statistics of The Information Ratio In: Post-Print.
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paper0
2008Risk Attribution and Portfolio Optimizations Under Tracking-Error Constraints In: Post-Print.
[Citation analysis]
paper4
2008The Sensitivity of the Asymptotic Variance of Performance Measures with Respect to Skewness and Kurtosis In: Post-Print.
[Citation analysis]
paper1
2005A Note on Portfolio Performance Attribution: Taking Risk into Account In: Post-Print.
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paper5
2005A note on portfolio performance attribution: Taking risk into account.(2005) In: Journal of Asset Management.
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This paper has nother version. Agregated cites: 5
article
2003Portfolio Insurance Strategies: A Comparison of Standard Methods When the Volatility of the Stock is Stochastic In: Post-Print.
[Citation analysis]
paper20
2002Portfolio Insurance: The Extreme Value Theory of the Cppi Method In: Post-Print.
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paper2
2001Portfolio Insurance: The Extreme Value Theory of the Cppi Method.(2001) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2000Optimisation de portefeuille sous contrainte de variance de la tracking-error In: Post-Print.
[Citation analysis]
paper1
2018Mixed-asset portfolio allocation under mean-reverting asset returns In: Post-Print.
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paper2
2019Mixed-asset portfolio allocation under mean-reverting asset returns.(2019) In: Annals of Operations Research.
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This paper has nother version. Agregated cites: 2
article
2018Residential Real Estate in a Mixed-Asset Portfolio In: Post-Print.
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paper0
2022The size effect and default risk: Evidence from the Vietnamese stock market In: Post-Print.
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paper0
2022Black-scholes approximation of warrant prices: slight return in a low interest rate environment In: Post-Print.
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paper0
2022Black-Scholes Approximation of Warrant Prices: Slight Return in a Low Interest Rate Environment In: Post-Print.
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paper0
2022Performance Participation Strategies: OBPP versus CPPP In: Post-Print.
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paper0
2023Overreaction and momentum in the Vietnamese stock market In: Post-Print.
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paper0
2014Raising Companies’ Profile with Corporate Social Performance In: Bankers, Markets & Investors.
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article0

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