Saving products – Page 2

Portfolio insurance: contribution of empirical and theoretical studies to the evaluation and the suitability of structured products with guarantee clause

2011, OEE Études, Saving products

Study realised by Philippe Bertrand (GREQAM, Aix – Marseille 2 University) and Jean-Luc Prigent (THEMA, Cergy-Pontoise University)

Equilibrium of Financial Derivative Markets and Compensating Variations under Portfolio Constraints

2011, OEE Études, Saving products compensating variation, financial derivatives, financial equilibrium, Optimal positioning, portfolio insurance

Study conducted by Phillipe Bertrand (GREQAM, Aix – Marseille 2 University and Jean-Luc Prigent (THEMA, Cergy – Pontoise University)

Portfolio allocation for European Markets with Predictability and Parameter Uncertainly

2009, OEE Études, Saving products Estimation risk, Portfolio Choice, Predictability, Stock returns

Study realised by Eric Jondeau and Michael Rockinger (Lausanne University)

The Portfolio Effect of Pension Reforms

2009, Analysis of microeconomic data from surveys, OEE Études, Saving behaviours, Saving products Pension Reform, Portfolio Choice, Retirement Saving

Study realised by Renata Bottazzi (University of Bologna), Tullio Jappelli (University of Naples, CSEF and CEPR) and Mario Padula (University of Venice and CSEF)

Disparities in Pension Financing in Europe: Economic and Financial Consequences

2006, OEE Études, Saving products

Study realised by Jean Chateau & Xavier Chojnicki (CEPII)

Investment in unlisted companies and the transfer of bussinesses in Europe

2005, OEE Études, Saving products

Study conducted by Sylvie Cieply and a research team from the laboratory CREM-CNRS 6211 at the University of Caen