01/09/2011
Portfolio insurance: contribution of empirical and theoretical studies to the evaluation and the suitability of structured products with guarantee clause
Study realised by Philippe Bertrand (GREQAM, Aix – Marseille 2 University) and Jean-Luc Prigent (THEMA, […]
01/07/2011
Equilibrium of Financial Derivative Markets and Compensating Variations under Portfolio Constraints
Study conducted by Phillipe Bertrand (GREQAM, Aix – Marseille 2 University and Jean-Luc Prigent (THEMA, […]
01/06/2011
Algorithmic Trading: Issues, Evidences and Implications for Investors
Briefing paper realised by Thierry Foucault (HEC, Paris)