8
H index
6
i10 index
199
Citations
Philippe BERTRAND : Citation Profile
Aix-Marseille Université (50% share) | RESEARCH PRODUCTION: 17 Articles 42 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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33 years (1990 - 2023). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Philippe BERTRAND. | Is cited by:
| Cites to:
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Main data
Where Philippe BERTRAND has published?
| Journals with more than one article published | # docs |
|---|---|
| Finance | 3 |
| Annals of Operations Research | 2 |
| Bankers, Markets & Investors | 2 |
| Journal of Banking & Finance | 2 |
| Journal of Asset Management | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Post-Print / HAL | 37 |
Recent works citing Philippe BERTRAND (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2024 | Optimal 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 |
| 2024 | Market volatilities vs oil shocks: Which dominate the relative performance of green bonds?. (2024). Wei, YU ; Liu, Yuntong ; Wang, Yizhi ; Zhou, Chunyan ; Shi, Chunpei. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004171. Full description at Econpapers || Download paper |
| 2024 | Portfolio 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. Full description at Econpapers || Download paper |
Works by Philippe BERTRAND:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2013 | Theory of Performance Participation Strategies In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2013 | Analysis and Comparison of Leveraged ETFs and CPPI-type Leveraged Strategies In: Finance. [Full Text][Citation analysis] | article | 0 |
| 2013 | Analysis and Comparison of Leveraged ETFs and CPPI-type Leveraged Strategies..(2013) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2015 | On Path-Dependent Structured Funds: Complexity Does Not Always Pay (Asian versus Average Performance Funds) In: Finance. [Full Text][Citation analysis] | article | 0 |
| 2015 | On 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 | |
| 2014 | On Path-Dependent Structured Funds: Complexity Does Not Always Pay (Asian versus Average Performance Funds).(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2022 | Performance Participation Strategies: OBPP versus CPPP In: Finance. [Full Text][Citation analysis] | article | 0 |
| 2022 | Performance Participation Strategies: OBPP versus CPPP.(2022) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2005 | Lattribution de performance en gestion de portefeuille In: Revue française de gestion. [Full Text][Citation analysis] | article | 0 |
| 2005 | Lattribution de performance en gestion de portefeuille..(2005) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2016 | Equilibrium of financial derivative markets under portfolio insurance constraints In: Economic Modelling. [Full Text][Citation analysis] | article | 2 |
| 2016 | Equilibrium of financial derivative markets under portfolio insurance constraints.(2016) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2019 | On the optimality of path-dependent structured funds: The cost of standardization In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 2 |
| 2019 | On the optimality of path-dependent structured funds: The cost of standardization.(2019) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2015 | How performance of risk-based strategies is modified by socially responsible investment universe? In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 15 |
| 2015 | How 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 | |
| 2019 | Option-Based performance participation In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 0 |
| 2019 | Option-Based performance participation.(2019) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2011 | Omega performance measure and portfolio insurance In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 55 |
| 2000 | Portfolio Insurance : The extreme Value of the CCPI Method In: THEMA Working Papers. [Full Text][Citation analysis] | paper | 15 |
| 2000 | Gestion de portefeuille avec garantie: lallocation optimale en actifs derives. In: G.R.E.Q.A.M.. [Citation analysis] | paper | 10 |
| 1990 | EVALUATION DES TITRES HYPOTHECAIRES. In: G.R.E.Q.A.M.. [Citation analysis] | paper | 0 |
| 2014 | Raising Companies Profile with Corporate Social Performance: Variation in Investor recognition and Liquidity Linked to Vigeo CSP Rating Disclosures In: Post-Print. [Citation analysis] | paper | 0 |
| 2018 | Risk-based strategies: the social responsibility of investment universes does matter In: Post-Print. [Citation analysis] | paper | 6 |
| 2018 | Risk-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 | |
| 2018 | Risk-based strategies: the social responsibility of investment universes does matter.(2018) In: Annals of Operations Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 2005 | A Transactional Analysis of Chinese Partners Performance in International Joint Ventures. In: Post-Print. [Citation analysis] | paper | 1 |
| 2005 | A Transactional Analysis of Chinese Partners Performance in International Joint Ventures.(2005) In: Chinese Economy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2010 | A Note on Risk Aversion, Prudence and Portfolio Insurance In: Post-Print. [Citation analysis] | paper | 8 |
| 2010 | A Note on Risk Aversion, Prudence and Portfolio Insurance.(2010) In: The Geneva Risk and Insurance Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
| 2003 | EVALUATION OF FINANCIAL STRUCTURED PRODUCTS: AN APPLICATION OF THE EXTREME VALUE THEORY. In: Post-Print. [Citation analysis] | paper | 0 |
| 1993 | Obligation à réinvestissement optionnel du coupon : prix à lémission et évaluation de la position en chaque instant. In: Post-Print. [Citation analysis] | paper | 0 |
| 2006 | Performance 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] | paper | 0 |
| 2005 | Portfolio Insurance Strategies: OBPI versus CPPI. In: Post-Print. [Citation analysis] | paper | 32 |
| 2009 | Risk-adjusted performance attribution and portfolio optimisations under tracking-error constraints In: Post-Print. [Citation analysis] | paper | 7 |
| 2009 | Risk-adjusted performance attribution and portfolio optimisations under tracking-error constraints.(2009) In: Journal of Asset Management. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 2015 | French Retail Financial Structured Products: A Typology and Assessment of Their Fair Pricing In: Post-Print. [Citation analysis] | paper | 1 |
| 2015 | French Retail Financial Structured Products: A Typology and Assessment of Their Fair Pricing.(2015) In: Bankers, Markets & Investors. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2010 | Another Look at Portfolio Optimization under Tracking-Error Constraints In: Post-Print. [Citation analysis] | paper | 8 |
| 2014 | Variations in Liquidity and the Size of Investor Base Associated with Corporate Social Performance Ratings In: Post-Print. [Citation analysis] | paper | 0 |
| 2012 | Régime de retraite complémentaire Préfon : les fonctionnaires ont-ils vraiment intérêt à cotiser ? In: Post-Print. [Citation analysis] | paper | 0 |
| 2010 | The Statistics of The Information Ratio In: Post-Print. [Citation analysis] | paper | 1 |
| 2008 | Risk Attribution and Portfolio Optimizations Under Tracking-Error Constraints In: Post-Print. [Citation analysis] | paper | 4 |
| 2008 | The Sensitivity of the Asymptotic Variance of Performance Measures with Respect to Skewness and Kurtosis In: Post-Print. [Citation analysis] | paper | 1 |
| 2005 | A Note on Portfolio Performance Attribution: Taking Risk into Account In: Post-Print. [Citation analysis] | paper | 5 |
| 2005 | A note on portfolio performance attribution: Taking risk into account.(2005) In: Journal of Asset Management. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2003 | Portfolio Insurance Strategies: A Comparison of Standard Methods When the Volatility of the Stock is Stochastic In: Post-Print. [Citation analysis] | paper | 20 |
| 2002 | Portfolio Insurance: The Extreme Value Theory of the Cppi Method In: Post-Print. [Citation analysis] | paper | 2 |
| 2001 | Portfolio Insurance: The Extreme Value Theory of the Cppi Method.(2001) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2000 | Optimisation de portefeuille sous contrainte de variance de la tracking-error In: Post-Print. [Citation analysis] | paper | 1 |
| 2018 | Mixed-asset portfolio allocation under mean-reverting asset returns In: Post-Print. [Citation analysis] | paper | 2 |
| 2019 | Mixed-asset portfolio allocation under mean-reverting asset returns.(2019) In: Annals of Operations Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2018 | Residential Real Estate in a Mixed-Asset Portfolio In: Post-Print. [Citation analysis] | paper | 0 |
| 2022 | The size effect and default risk: Evidence from the Vietnamese stock market In: Post-Print. [Citation analysis] | paper | 0 |
| 2022 | Black-scholes approximation of warrant prices: slight return in a low interest rate environment In: Post-Print. [Citation analysis] | paper | 0 |
| 2022 | Black-Scholes Approximation of Warrant Prices: Slight Return in a Low Interest Rate Environment In: Post-Print. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Performance Participation Strategies: OBPP versus CPPP In: Post-Print. [Citation analysis] | paper | 0 |
| 2023 | Overreaction and momentum in the Vietnamese stock market In: Post-Print. [Citation analysis] | paper | 0 |
| 2014 | Raising Companies’ Profile with Corporate Social Performance In: Bankers, Markets & Investors. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team