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