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), ⟨10.1016/j.econmod.2015.02.021⟩. ⟨hal-01299840⟩

Rania Hentati-Kaffel, Philippe de Peretti. Detecting performance persistence of hedge funds. Economic Modelling, Elsevier, 2015, 47, pp.185-192. ⟨10.1016/j.econmod.2015.02.029⟩. ⟨hal-02091679⟩

Rania Hentati-Kaffel, Philippe de Peretti. Generalized runs tests to detect randomness in hedge funds returns. Journal of Banking and Finance, Elsevier, 2015, 50, pp.608-615. ⟨10.1016/j.jbankfin.2014.07.011⟩. ⟨hal-02091678⟩

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. ⟨10.1016/j.jbankfin.2014.07.011⟩. ⟨hal-01299827⟩

Rania Hentati, Philippe de Peretti. Detecting performance persistence of hedge funds. Economic Modelling, Elsevier, 2015, 47, pp.185-192. ⟨10.1016/j.econmod.2015.02.029⟩. ⟨hal-01299837⟩

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, 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, 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. pp.565-572. ⟨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. 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⟩

Rania Hentati Kaffel, Philippe de Peretti. Detecting Performance Persistence of Hedge Funds : A Runs-Based Analysis. 2014. ⟨hal-00984777⟩

Rania Hentati Kaffel, Jean-Luc Prigent. Portfolio Optimization within Mixture of Distributions. 2014. ⟨hal-01066105⟩

Rania Hentati, Jean-Luc Prigent. Structured portfolio analysis under SharpeOmega ratio. 2012. ⟨hal-00657327⟩