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Theory of Performance Particip...
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Zagst, Rudi
103
Bertrand, Philippe
42
Escobar, Marcos
36
Prigent, Jean-Luc
22
Lichtenstern, Andreas
10
Scherer, Matthias
10
Glau, Kathrin
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Götz, Barbara
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Conference Innovations in Derivatives Markets - Fixed Income Modelling, Valuation Adjustments, Risk Management, and Regulation <2015, Garching-Hochbrück>
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Innovations in Insurance, Risk- and Asset Management <Veranstaltung> <2017, Garching b. München>
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Risk Management Reloaded <2013, Garching>
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Finance : revue de l'Association Française de Finance
8
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ECONIS (ZBW)
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Option-Based performance participation
Zagst, Rudi
;
Kraus, Julia
;
Bertrand, Philippe
- In:
Journal of banking & finance
105
(
2019
),
pp. 44-61
Persistent link: https://www.econbiz.de/10012163804
Saved in:
2
Stochastic dominance of portfolio insurance strategies : OBPI versus CPPI
Zagst, Rudi
;
Kraus, Julia
-
2011
Persistent link: https://www.econbiz.de/10009126534
Saved in:
3
Risk-adjusted performance attribution and portfolio optimisations under tracking-error constraints
Bertrand, Philippe
- In:
The journal of asset management
10
(
2009/10
)
2
,
pp. 75-88
Persistent link: https://www.econbiz.de/10009871041
Saved in:
4
Another look at portfolio optimization under tracking-error constraints
Bertrand, Philippe
- In:
Financial analysts' journal : FAJ
66
(
2010
)
3
,
pp. 78-90
Persistent link: https://www.econbiz.de/10003983976
Saved in:
5
Risk-adjusted performance attribution and portfolio optimisations under tracking-error constraints
Bertrand, Philippe
- In:
The journal of asset management
10
(
2009/10
)
2
,
pp. 75-88
Persistent link: https://www.econbiz.de/10003854333
Saved in:
6
Interest rate management
Zagst, Rudi
-
2002
Persistent link: https://www.econbiz.de/10004689037
Saved in:
7
Interest-rate management
Zagst, Rudi
-
2002
Persistent link: https://www.econbiz.de/10001532032
Saved in:
8
The size effect and default risk : Evidence from the Vietnamese stock market
Le Quy Duong
;
Bertrand, Philippe
- In:
Review of Financial Economics
40
(
2021
)
4
,
pp. 377-388
Persistent link: https://www.econbiz.de/10012808735
Saved in:
9
Analysis and comparison of leveraged ETFs and CPPI-type leveraged strategies
Bertrand, Philippe
;
Prigent, Jean-Luc
- In:
Finance : revue de l'Association Française de Finance
34
(
2013
)
1
,
pp. 73-116
Persistent link: https://www.econbiz.de/10010160337
Saved in:
10
Portfolio insurance strategies : OBPI versus CPPI
Bertrand, Philippe
;
Prigent, Jean-Luc
- In:
Finance : revue de l'Association Française de Finance
26
(
2005
)
1
,
pp. 5-32
Persistent link: https://www.econbiz.de/10009918908
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