| Portfolio insurance strategies: OBPI versus CPPI P Bertrand, JL Prigent Finance 26 (1), 5-32, 2005 | 196* | 2005 |
| Omega performance measure and portfolio insurance P Bertrand, J Prigent Journal of Banking & Finance 35 (7), 1811-1823, 2011 | 129 | 2011 |
| Portfolio insurance: The extreme value approach applied to the cppi method P Bertrand, JL Prigent Extreme Events in Finance: A Handbook of Extreme Value Theory and Its …, 2016 | 113 | 2016 |
| Portfolio insurance strategies: a comparison of standard methods when the volatility of the stock is stochastic JL Prigent, P Bertrand Available at SSRN 450061, 2003 | 89 | 2003 |
| How performance of risk-based strategies is modified by socially responsible investment universe? P Bertrand, V Lapointe International Review of Financial Analysis 38, 175-190, 2015 | 38 | 2015 |
| Another look at portfolio optimization under tracking-error constraints P Bertrand Financial Analysts Journal 66 (3), 78-90, 2010 | 31 | 2010 |
| Gestion de portefeuille avec garantie : L'allocation optimale en actifs dérivés P Bertrand, JL Prigent Finance 22 (1), 2001 | 27 | 2001 |
| A note on portfolio performance attribution: taking risk into account P Bertrand Journal of Asset Management 5, 428-437, 2005 | 24 | 2005 |
| Raising Companies’ Profile with Corporate Social Performance: Variations in Investor Recognition and Liquidity Linked to VIGEO CSP Rating Disclosures P Bertrand, A Guyot, V Lapointe Bankers, Markets & Investors, 41-54, 2014 | 23* | 2014 |
| Risk-adjusted performance attribution and portfolio optimisations under tracking-error constraints P Bertrand Journal of Asset Management 10 (2), 75-88, 2009 | 23* | 2009 |
| Gestion de Portefeuille P BERTRAND, JL PRIGENT Economica, 2006 | 23 | 2006 |
| The role of investor behavior in emerging stock markets: Evidence from Vietnam TNT Phan, P Bertrand, HH Phan, XV Vo The Quarterly Review of Economics and Finance 87, 367-376, 2023 | 19 | 2023 |
| Optimisation de portefeuille sous contrainte de variance de la tracking-error P Bertrand, JL Prigent, R Sobotka Bankers, Markets & Investors, 2001 | 19 | 2001 |
| A note on risk aversion, prudence and portfolio insurance P Bertrand, JL Prigent The Geneva Risk and Insurance Review 35, 81-92, 2010 | 14 | 2010 |
| Equilibrium of financial derivative markets under portfolio insurance constraints P Bertrand, J Prigent Economic Modelling 52, 278-291, 2016 | 12 | 2016 |
| Risk-based strategies: the social responsibility of investment universes does matter P Bertrand, V Lapointe Annals of Operations Research 262, 413-429, 2018 | 11 | 2018 |
| French Retail Financial Structured Products: A Typology and Assessment of Their Fair Pricing P Bertrand, JL Prigent Bankers, Markets & Investors, 4-18, 2015 | 10 | 2015 |
| Mixed-asset portfolio allocation under mean-reverting asset returns CO Amédée-Manesme, F Barthélémy, P Bertrand, JL Prigent Annals of Operations Research 281 (1), 65-98, 2019 | 9 | 2019 |
| A transactional analysis of Chinese partners' performance in international joint ventures P Bertrand, PX Meschi Chinese Economy 38 (2), 16-35, 2005 | 8 | 2005 |
| The statistics of the information ratio P Bertrand, P Protopopescu Costin International Journal of Business 15 (1), 2010 | 7 | 2010 |
Jean-Luc PRIGENTProfesseur d'Economie et FinanceAdresse e-mail validée de u-cergy.fr
