Rania HENTATI-KAFFEL : Citation Profile


Are you Rania HENTATI-KAFFEL?

Université Paris 1 (Panthéon-Sorbonne)

2

H index

0

i10 index

13

Citations

RESEARCH PRODUCTION:

3

Articles

9

Papers

RESEARCH ACTIVITY:

   4 years (2012 - 2016). See details.
   Cites by year: 3
   Journals where Rania HENTATI-KAFFEL has often published
   Relations with other researchers
   Recent citing documents: 2.    Total self citations: 1 (7.14 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/phe317
   Updated: 2019-12-07    RAS profile: 2016-03-31    
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Relations with other researchers


Works with:

Prigent, Jean-Luc (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Rania HENTATI-KAFFEL.

Is cited by:

Canepa, Alessandra (1)

Cites to:

Prigent, Jean-Luc (11)

Leland, Hayne (3)

Kahneman, Daniel (3)

Fama, Eugene (3)

BERTRAND, Philippe (3)

Carpenter, Jennifer (3)

Brennan, Michael (3)

Brorsen, B (2)

Gilboa, Itzhak (2)

Russell, Bill (2)

Goetzmann, William (2)

Main data


Where Rania HENTATI-KAFFEL has published?


Journals with more than one article published# docs
Economic Modelling2

Working Papers Series with more than one paper published# docs
Universit Paris1 Panthon-Sorbonne (Post-Print and Working Papers) / HAL5
Working Papers / Department of Research, Ipag Business School2
Documents de travail du Centre d'Economie de la Sorbonne / Universit Panthon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne2

Recent works citing Rania HENTATI-KAFFEL (2018 and 2017)


YearTitle of citing document
2018Hedge fund performance attribution under various market conditions. (2018). Stafylas, Dimitrios ; Uddin, Moshfique ; Anderson, Keith. In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:221-237.

Full description at Econpapers || Download paper

2019Hedge Fund Strategies: A non-Parametric Analysis.. (2019). Canepa, Alessandra ; Skinner, Frank S ; De, Maria. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. RePEc:uto:dipeco:201902.

Full description at Econpapers || Download paper

Works by Rania HENTATI-KAFFEL:


YearTitleTypeCited
2015Detecting performance persistence of hedge funds In: Economic Modelling.
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article2
2016Optimal positioning in financial derivatives under mixture distributions In: Economic Modelling.
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article6
2014Optimal Positioning in Financial Derivatives under Mixture Distributions.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 6
paper
2015Generalized runs tests to detect randomness in hedge funds returns In: Journal of Banking & Finance.
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article1
2015Generalized Runs Tests to Detect Randomness in Hedge Funds Returns.(2015) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
[Citation analysis]
This paper has another version. Agregated cites: 1
paper
2012Structured portfolio analysis under SharpeOmega ratio In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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paper1
2014Structured portfolio analysis under SharpeOmega ratio.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2012Structured portfolio analysis under SharpeOmega ratio.(2012) In: Documents de travail du Centre d'Economie de la Sorbonne.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2014Detecting Performance Persistence of Hedge Funds : A Runs-Based Analysis In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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paper1
2014Portfolio Optimization within Mixture of Distributions In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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paper0
2016Predicting US banks bankruptcy: logit versus Canonical Discriminant analysis In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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paper2
2016Predicting US banks bankruptcy: logit versus Canonical Discriminant analysis.(2016) In: Documents de travail du Centre d'Economie de la Sorbonne.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper

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