1. 2019
  2. Semi-analytical Prices for Lookback and Barrier Options under the Heston Model

    Aquino De Gennaro, L. & Bernard, C., Dec 2019, In : Decisions in Economics and Finance. 42, 1, p. 715-741

    Research output: Contribution to journalArticleResearchpeer-review

  3. A new efficiency test for ranking investments: Application to hedge fund performance

    Bernard, C., Ye, J. & Vanduffel, S., Oct 2019, In : Economics Letters. 181, 1, p. 203-207

    Research output: Contribution to journalArticleResearchpeer-review

  4. Optimal portfolio choice with benchmarks

    Bernard, C., De Staelen, R. H. & Vanduffel, S., 14 Jun 2019, In : Journal of the Operational Research Society. 70, 10, p. 1600-1621 21 p.

    Research output: Contribution to journalArticleResearchpeer-review

  5. Optimal strategies under Omega ratio

    Bernard, C., Vanduffel, S. & Ye, J., 1 Jun 2019, In : European Journal of Operational Research. 275, 2, p. 755-767 13 p., 275.

    Research output: Contribution to journalArticleResearchpeer-review

  6. Win-win: A variable annuity fee strusture that benefits policyholder and insurer

    Bernard, C. & Moenig, T., 2019, In : Journal of Risk and Insurance. 86, 3, p. 761-782

    Research output: Contribution to journalArticleResearchpeer-review

  7. 2018
  8. Measuring Portfolio Risk Under Partial Dependence Information

    Bernard, C., Denuit, M. & Vanduffel, S., Sep 2018, In : Journal of Risk and Insurance. 85, 3, p. 843-863 21 p.

    Research output: Contribution to journalArticleResearchpeer-review

  9. OPTIMAL PORTFOLIO UNDER STATE-DEPENDENT EXPECTED UTILITY

    Bernard, C., Vanduffel, S. & Ye, J., 1 May 2018, In : International Journal of Theoretical and Applied Finance. 21, 3, 1850013.

    Research output: Contribution to journalArticleResearchpeer-review

  10. Optimal portfolios under a correlation constraint

    Bernard, C., Cornilly, D. & Vanduffel, S., 4 Mar 2018, In : Quantitative Finance. 18, 3, p. 333-345 13 p.

    Research output: Contribution to journalArticleResearchpeer-review

  11. Rearrangement algorithm and maximum entropy

    Bernard, C., Bondarenko, O. & Vanduffel, S., Feb 2018, In : Annals of Operations Research. 261, 1-2, p. 107-134 28 p.

    Research output: Contribution to journalArticleResearchpeer-review

  12. Catastrophe aversion and risk equity in an interdependent world

    Bernard, C., Rheinberger, C. & Treich, N., 2018, In : Management Science. 64, 10, p. 4490-4505

    Research output: Contribution to journalArticleResearchpeer-review

Previous 1 2 3 4 5 6 7 Next

ID: 135062