Philippe Bertrand

From MaRDI portal



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Black-Scholes approximation of warrant prices: slight return in a low interest rate environment
Annals of Operations Research
2024-05-30Paper
Mixed-asset portfolio allocation under mean-reverting asset returns
Annals of Operations Research
2020-01-20Paper
On the optimality of path-dependent structured funds: the cost of standardization
European Journal of Operational Research
2019-03-28Paper
Risk-based strategies: the social responsibility of investment universes does matter
Annals of Operations Research
2018-10-31Paper


Research outcomes over time


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