Carole Bernard

According to our database1, Carole Bernard authored at least 14 papers between 2008 and 2019.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

On csauthors.net:

Bibliography

2019
Optimal portfolio choice with benchmarks.
J. Oper. Res. Soc., 2019

Optimal strategies under Omega ratio.
Eur. J. Oper. Res., 2019

2018
Catastrophe Aversion and Risk Equity in an Interdependent World.
Manag. Sci., 2018

Rearrangement algorithm and maximum entropy.
Ann. Oper. Res., 2018

2017
Risk bounds for factor models.
Finance Stochastics, 2017

2016
Algorithms for Finding Copulas Minimizing Convex Functions of Sums.
Asia Pac. J. Oper. Res., 2016

2015
Conditional quantiles and tail dependence.
J. Multivar. Anal., 2015

2014
Optimal claims with fixed payoff structure.
J. Appl. Probab., 2014

Mean-variance optimal portfolios in the presence of a benchmark with applications to fraud detection.
Eur. J. Oper. Res., 2014

2013
Pricing and Hedging of Cliquet Options and Locally Capped Contracts.
SIAM J. Financial Math., 2013

Correction note for 'The large-maturity smile for the Heston model'.
Finance Stochastics, 2013

2012
A Note on 'Improved Fréchet Bounds and Model-Free Pricing of Multi-Asset Options' by Tankov (2011).
J. Appl. Probab., 2012

2009
On the regulator-insurer interaction in a structural model.
J. Comput. Appl. Math., 2009

2008
Fast simulation of equity-linked life insurance contracts with a surrender option.
Proceedings of the 2008 Winter Simulation Conference, Global Gateway to Discovery, 2008


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