Nombre de documents



Article dans une revue7 documents

Communication dans un congrès1 document

  • Rania Hentati, Jean-Luc Prigent. PORTFOLIO OPTIMIZATION WITHIN MIXTURE OF DISTRIBUTIONS. International Conference on Applied Financial Economics, Jun 2011, samos, Greece. National and Kapodistrian University of Athens, Greece, pp.565-572, 2011. 〈hal-00607105〉

Chapitre d'ouvrage1 document

  • Rania Hentati, Jean-Luc Prigent. Chapter 4 Copula Theory Applied to Hedge Funds Dependence Structure Determination. Nonlinear Modeling of Economic and Financial Time-Series, Emerald Group Publishing Limited, pp.83-109, 2010, International Symposia in Economic Theory and Econometrics ; 20, 〈10.1108/S1571-0386(2010)0000020009〉. 〈hal-00607102〉

Autre publication2 documents

  • Zeineb Affes, Rania Hentati-Kaffel. Predicting US banks bankruptcy: logit versus Canonical Discriminant analysis. Documents de travail du Centre d'Economie de la Sorbonne 2016.16 - ISSN : 1955-611X. 2016. 〈halshs-01281948〉
  • Zeineb Affes, Rania Hentati-Kaffel. Forecast bankruptcy using a blend of clustering and MARS model - Case of US banks. Documents de travail du Centre d'Economie de la Sorbonne 2016.26 - ISSN : 1955-611X. 2016. 〈halshs-01314553〉

Pré-publication, Document de travail3 documents

  • Rania Hentati Kaffel, Jean-Luc Prigent. Portfolio Optimization within Mixture of Distributions. 2014. 〈hal-01066105〉
  • Rania Hentati Kaffel, Philippe De Peretti. Detecting Performance Persistence of Hedge Funds : A Runs-Based Analysis. 2014. 〈hal-00984777〉
  • Rania Hentati, Jean-Luc Prigent. Structured portfolio analysis under SharpeOmega ratio. 2012. 〈hal-00657327〉