Rania HENTATI-KAFFEL

Rania Hentati. Structured products under generalized kappa ratio. Economic Modelling, Elsevier, 2016, pp.In Press, Corrected Proof. 〈10.1016/j.econmod.2016.03.009〉. 〈hal-01306629〉

Rania Hentati, Jean-Luc Prigent. Optimal positioning in financial derivatives under mixture distributions. Economic Modelling, Elsevier, 2016, Special Issue on Recent Developments in Decision-Making, Monetary Policy and Financial Markets, 52 (2), 〈http://www.sciencedirect.com/science/article/pii/S0264999315000383〉. 〈10.1016/j.econmod.2015.02.021〉. 〈hal-01299840〉

Rania Hentati, Philippe De Peretti. Detecting performance persistence of hedge funds. Economic Modelling, Elsevier, 2015, 47, pp.185-192. 〈http://www.sciencedirect.com/science/article/pii/S0264999315000462〉. 〈10.1016/j.econmod.2015.02.029〉. 〈hal-01299837〉

Rania Hentati, Philippe De Peretti. Generalized runs tests to detect randomness in hedge funds returns. Journal of Banking and Finance, Elsevier, 2015, 50, pp.608-615. 〈http://www.sciencedirect.com/science/article/pii/S0378426614002660〉. 〈10.1016/j.jbankfin.2014.07.011〉. 〈hal-01299827〉

Rania Hentati, Jean-Luc Prigent. VaR and Omega measures for hedge funds portfolios: A copula approach. Bankers Markets & Investors : an academic & professional review, Groupe Banque, 2011, pp.51-64. 〈hal-00608961〉

Rania Hentati, Jean-Luc Prigent. On the maximization of financial performance measures within mixture models. Statistics & Decisions, 2011, 28 (1), pp.63-80. 〈10.1524/stnd.2011.1083〉. 〈hal-00608960〉

Rania Hentati, Ameur Kaffel, Jean-Luc Prigent. Dynamic versus static optimization of hedge fund portfolios: The relevance of performance measures. International Journal of Business, 2010, 15 (1), pp.1-17. 〈hal-00608962〉

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〉

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〉

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〉

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〉