Skip to Main content

Social networks

Export Publications

Export the displayed publications:
Number of documents



Journal articles11 documents

Conference papers1 document

  • Rania Hentati, Jean-Luc Prigent. PORTFOLIO OPTIMIZATION WITHIN MIXTURE OF DISTRIBUTIONS. International Conference on Applied Financial Economics, Jun 2011, samos, Greece. pp.565-572. ⟨hal-00607105⟩

Book sections1 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⟩

Other publications2 documents

  • Zeineb Affes, Rania Hentati-Kaffel. Forecast bankruptcy using a blend of clustering and MARS model - Case of US banks. 2016. ⟨halshs-01314553⟩
  • Zeineb Affes, Rania Hentati-Kaffel. Predicting US banks bankruptcy: logit versus Canonical Discriminant analysis. 2016. ⟨halshs-01281948⟩

Preprints, Working Papers, ...3 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⟩