Philippe BERTRAND : Citation Profile

Are you Philippe BERTRAND?

Université d'Aix-Marseille AMU (50% share)
Aix-Marseille Université (50% share)

5

H index

4

i10 index

111

Citations

RESEARCH PRODUCTION:

10

Articles

40

Papers

RESEARCH ACTIVITY:

   28 years (1990 - 2018). See details.
   Cites by year: 3
   Journals where Philippe BERTRAND has often published
   Relations with other researchers
   Recent citing documents: 20.    Total self citations: 5 (4.31 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pbe944
   Updated: 2019-03-23    RAS profile: 2019-01-01    
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Relations with other researchers

Works with:

Prigent, Jean-Luc (12)

Lapointe, Vincent (6)

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 (30)

HENTATI KAFFEL, Rania (8)

Maillet, Bertrand (5)

MKAOUAR, Farid (4)

Gaspar, Raquel (4)

Yin, Libo (3)

ben ameur, hachmi (3)

Szafarz, Ariane (2)

Caporin, Massimiliano (2)

GILLET, Roland (2)

Nagot, Isabelle (2)

Cites to:

Prigent, Jean-Luc (8)

Grossman, Sanford (4)

Brennan, Michael (4)

Fama, Eugene (3)

merton, robert (3)

EECKHOUDT, LOUIS (2)

Leland, Hayne (2)

CAPELLE-BLANCARD, Gunther (2)

Basak, Suleyman (2)

Kahneman, Daniel (2)

Monjon, Stéphanie (2)

Main data

Where Philippe BERTRAND has published?

Journals with more than one article published# docs
Bankers, Markets & Investors2
Finance2

Working Papers Series with more than one paper published# docs
Post-Print / HAL35

Recent works citing Philippe BERTRAND (2018 and 2017)

YearTitle of citing document
2018Incremental Sharpe and other performance ratios. (2018). Benhamou, Eric ; Guez, Beatrice. In: Papers. RePEc:arx:papers:1807.09864.

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2018A theoretic analysis of key person insurance. (2018). NIE, Pu-yan ; Chen, You-Hua ; Wang, Chan. In: Economic Modelling. RePEc:eee:ecmode:v:71:y:2018:i:c:p:272-278.

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2018Risk management of time varying floors for dynamic portfolio insurance. (2018). Prigent, Jean-Luc ; Prigent, J.-L., ; ben Ameur, H. In: European Journal of Operational Research. RePEc:eee:ejores:v:269:y:2018:i:1:p:363-381.

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2018“On the (Ab)use of Omega?”. (2018). Caporin, Massimiliano ; Maillet, Bertrand ; Jannin, Gregory ; Costola, Michele. In: Journal of Empirical Finance. RePEc:eee:empfin:v:46:y:2018:i:c:p:11-33.

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2018Risk-adjusted performance of portfolio insurance and investors’ preferences. (2018). Tawil, Dima. In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:10-18.

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2019Dynamic hybrid products with guarantees—An optimal portfolio framework. (2019). Hambardzumyan, Hayk ; Korn, Ralf. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:84:y:2019:i:c:p:54-66.

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2018Risk Aversion, Loss Aversion, and the Demand for Insurance. (2018). Eeckhoudt, Louis ; Gianin, Emanuela Rosazza ; RosazzaGianin, Emanuela ; Fiori, Anna Maria. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:60-:d:149051.

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2017The impact of covariance misspecification in risk-based portfolios. (2017). Ardia, David ; Gagnon-Fleury, Jean-Philippe ; Boudt, Kris ; Bolliger, Guido. In: Annals of Operations Research. RePEc:spr:annopr:v:254:y:2017:i:1:d:10.1007_s10479-017-2474-7.

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2018Constant proportion portfolio insurance in defined contribution pension plan management under discrete-time trading. (2018). Temocin, Busra Zeynep ; Selcuk-Kestel, Sevtap A ; Korn, Ralf. In: Annals of Operations Research. RePEc:spr:annopr:v:260:y:2018:i:1:d:10.1007_s10479-017-2638-5.

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2018Dynamic portfolio insurance strategies: risk management under Johnson distributions. (2018). Naguez, Naceur . In: Annals of Operations Research. RePEc:spr:annopr:v:262:y:2018:i:2:d:10.1007_s10479-016-2121-8.

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2018On the robustness of portfolio allocation under copula misspecification. (2018). Prigent, Jean-Luc ; ben Saida, Abdallah. In: Annals of Operations Research. RePEc:spr:annopr:v:262:y:2018:i:2:d:10.1007_s10479-016-2137-0.

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2018Constant proportion portfolio insurance in defined contribution pension plan management. (2018). Temocin, Busra Zeynep ; Selcuk-Kestel, Sevtap A ; Korn, Ralf. In: Annals of Operations Research. RePEc:spr:annopr:v:266:y:2018:i:1:d:10.1007_s10479-017-2449-8.

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2017Equal Risk Bounding is better than Risk Parity for portfolio selection. (2017). Cesarone, Francesco ; Tardella, Fabio . In: Journal of Global Optimization. RePEc:spr:jglopt:v:68:y:2017:i:2:d:10.1007_s10898-016-0477-6.

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2018Incremental Sharpe and other performance ratios. (2018). Benhamou, Eric ; Guez, Beatrice. In: Journal of Statistical and Econometric Methods. RePEc:spt:stecon:v:7:y:2018:i:4:f:7_4_2.

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2017Measuring the under-diversification of socially responsible investments. (2017). Pizzutilo, Fabio. In: Applied Economics Letters. RePEc:taf:apeclt:v:24:y:2017:i:14:p:1005-1018.

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2017A bootstrap-based comparison of portfolio insurance strategies. (2017). Dichtl, Hubert ; Wambach, Martin ; Drobetz, Wolfgang. In: The European Journal of Finance. RePEc:taf:eurjfi:v:23:y:2017:i:1:p:31-59.

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2017Optimal portfolio positioning within generalized Johnson distributions. (2017). Prigent, Jean-Luc ; Naguez, N. In: Quantitative Finance. RePEc:taf:quantf:v:17:y:2017:i:7:p:1037-1055.

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2017Dynamic mean variance asset allocation: Tests for robustness. (2017). Forsyth, Peter A ; Vetzal, Kenneth R. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:02n03:n:s2424786317500219.

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2017ROBUST ASSET ALLOCATION FOR LONG-TERM TARGET-BASED INVESTING. (2017). Forsyth, P A ; Vetzal, K R. In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:20:y:2017:i:03:n:s0219024917500170.

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Works by Philippe BERTRAND:

YearTitleTypeCited
2013Theory of Performance Participation Strategies In: Papers.
[Full Text][Citation analysis]		paper1
2013Analysis and Comparison of Leveraged ETFs and CPPI-type Leveraged Strategies In: Finance.
[Full Text][Citation analysis]		article0
2013Analysis and Comparison of Leveraged ETFs and CPPI-type Leveraged Strategies..(2013) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 0		paper
2015On Path-Dependent Structured Funds: Complexity Does Not Always Pay (Asian versus Average Performance Funds) In: Finance.
[Full Text][Citation analysis]		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 another 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 another version. Agregated cites: 0		paper
2016Equilibrium of financial derivative markets under portfolio insurance constraints In: Economic Modelling.
[Full Text][Citation analysis]		article1
2016Equilibrium of financial derivative markets under portfolio insurance constraints..(2016) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 1		paper
2016Equilibrium of financial derivative markets under portfolio insurance constraints.(2016) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 1		paper
2015How performance of risk-based strategies is modified by socially responsible investment universe? In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article5
2015How performance of risk-based strategies is modified by socially responsible investment universe?.(2015) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 5		paper
2011Omega performance measure and portfolio insurance In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article35
2011Omega performance measure and portfolio insurance.(2011) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 35		paper
2011Omega performance measure and portfolio insurance.(2011) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 35		paper
2000Portfolio Insurance : The extreme Value of the CCPI Method In: THEMA Working Papers.
[Full Text][Citation analysis]		paper20
2000Gestion de portefeuille avec garantie: lallocation optimale en actifs derives. In: G.R.E.Q.A.M..
[Citation analysis]		paper11
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
2014Raising Companies’ Profile with Corporate Social Performance: Variation in Investor Recognition and Liquidity Linked to Vigeo CSP Rating Disclosure..(2014) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 0		paper
2018Risk-based strategies: the social responsibility of investment universes does matter In: Post-Print.
[Citation analysis]		paper1
2018Risk-based strategies: the social responsibility of investment universes does matter..(2018) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 1		paper
2018Risk-based strategies: the social responsibility of investment universes does matter.(2018) In: Annals of Operations Research.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		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 another version. Agregated cites: 1		article
2005A note on portfolio performance attribution: Taking risk into account. In: Post-Print.
[Citation analysis]		paper0
2005A Note on Portfolio Performance Attribution: Taking Risk into Account.(2005) In: Post-Print.
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This paper has another version. Agregated cites: 0		paper
2010A Note on Risk Aversion, Prudence and Portfolio Insurance In: Post-Print.
[Citation analysis]		paper2
2010A Note on Risk Aversion, Prudence and Portfolio Insurance.(2010) In: The Geneva Risk and Insurance Review.
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This paper has another version. Agregated cites: 2		article
2010Another Look at Portfolio Optimization under Tracking-Error Constraints. In: Post-Print.
[Citation analysis]		paper1
2010Another Look at Portfolio Optimization under Tracking-Error Constraints.(2010) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 1		paper
2003EVALUATION OF FINANCIAL STRUCTURED PRODUCTS: AN APPLICATION OF THE EXTREME VALUE THEORY. In: Post-Print.
[Citation analysis]		paper0
2005Lattribution de performance en gestion de portefeuille. In: Post-Print.
[Citation analysis]		paper0
1993Obligation à réinvestissement optionnel du coupon : prix à lémission et évaluation de la position en chaque instant. In: Post-Print.
[Citation analysis]		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.
[Citation analysis]		paper20
2009Risk-adjusted performance attribution and portfolio optimisations under tracking-error constraints In: Post-Print.
[Citation analysis]		paper2
2015French Retail Financial Structured Products: A Typology and Assessment of Their Fair Pricing In: Post-Print.
[Citation analysis]		paper0
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 another version. Agregated cites: 0		article
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.
[Citation analysis]		paper0
2010The Statistics of The Information Ratio In: Post-Print.
[Citation analysis]		paper0
2008Risk Attribution and Portfolio Optimizations Under Tracking-Error Constraints In: Post-Print.
[Citation analysis]		paper0
2008The Sensitivity of the Asymptotic Variance of Performance Measures with Respect to Skewness and Kurtosis In: Post-Print.
[Citation analysis]		paper1
2003Portfolio Insurance Strategies: A Comparison of Standard Methods When the Volatility of the Stock is Stochastic In: Post-Print.
[Citation analysis]		paper9
2002Portfolio Insurance: The Extreme Value Theory of the Cppi Method In: Post-Print.
[Citation analysis]		paper1
2001Portfolio Insurance: The Extreme Value Theory of the Cppi Method.(2001) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 1		paper
2000Optimisation de portefeuille sous contrainte de variance de la tracking-error In: Post-Print.
[Citation analysis]		paper0
2018Mixed-asset portfolio allocation under mean-reverting asset returns In: Post-Print.
[Citation analysis]		paper0
2018Residential Real Estate in a Mixed-Asset Portfolio In: Post-Print.
[Citation analysis]		paper0
2014Raising Companies’ Profile with Corporate Social Performance In: Bankers, Markets & Investors.
[Full Text][Citation analysis]		article0

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