Rania HENTATI-KAFFEL : Citation Profile


Are you Rania HENTATI-KAFFEL?

Université Paris 1 (Panthéon-Sorbonne)

3

H index

0

i10 index

23

Citations

RESEARCH PRODUCTION:

3

Articles

8

Papers

RESEARCH ACTIVITY:

   4 years (2012 - 2016). See details.
   Cites by year: 5
   Journals where Rania HENTATI-KAFFEL has often published
   Relations with other researchers
   Recent citing documents: 5.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/phe317
   Updated: 2022-11-19    RAS profile: 2016-03-31    
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Relations with other researchers


Works with:

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 (2)

Sun, Edward (1)

Posedel Šimović, Petra (1)

Sutcliffe, Charles (1)

Valaskova, Katarina (1)

Cites to:

Prigent, Jean-Luc (16)

Goetzmann, William (6)

Carpenter, Jennifer (3)

Brennan, Michael (3)

Carr, Peter (3)

Kahneman, Daniel (3)

Fama, Eugene (3)

Ooghe, Hubert (3)

BERTRAND, Philippe (3)

Brown, Stephen (3)

welch, ivo (3)

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) / HAL4
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 (2022 and 2021)


YearTitle of citing document
2021Classifying variety of customers online engagement for churn prediction with mixed-penalty logistic regression. (2021). Vsimovi, Petra Posedel ; Sun, Edward W ; Horvatic, Davor . In: Papers. RePEc:arx:papers:2105.07671.

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2022Portfolio Construction with Gaussian Mixture Returns and Exponential Utility via Convex Optimization. (2022). Boyd, Stephen ; Luxenberg, Eric. In: Papers. RePEc:arx:papers:2205.04563.

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2021Hedge fund strategies, performance &diversification: A portfolio theory & stochastic discount factor approach. (2021). Sutcliffe, Charles ; Stafylas, Dimitrios ; Platanakis, Emmanouil ; Newton, David ; Ye, Xiaoxia. In: The British Accounting Review. RePEc:eee:bracre:v:53:y:2021:i:5:s0890838921000263.

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2022Hedge fund sales fees and the flow of funds around the world. (2022). Monteiro, Pedro ; Cumming, Douglas. In: Economic Modelling. RePEc:eee:ecmode:v:112:y:2022:i:c:s0264999322000931.

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2021An Optimal Model of Financial Distress Prediction: A Comparative Study between Neural Networks and Logistic Regression. (2021). el Goumi, Badreddine ; Jamali-Alaoui, Amine ; Zizi, Youssef ; el Moudden, Abdeslam ; Oudgou, Mohamed. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:11:p:200-:d:674179.

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Works by Rania HENTATI-KAFFEL:


YearTitleTypeCited
2015Detecting performance persistence of hedge funds In: Economic Modelling.
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article4
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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article2
2012Structured portfolio analysis under SharpeOmega ratio In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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paper0
2014Structured portfolio analysis under SharpeOmega ratio.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
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: 0
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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paper1
2016Predicting US banks bankruptcy: logit versus Canonical Discriminant analysis In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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paper9
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: 9
paper

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