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Details about Rania HENTATI-KAFFEL

E-mail:
Homepage:http://ces.univ-paris1.fr/membre/kaffel/HOMEPAGE.htm
Postal address:Université Paris 1 Panthéon-Sorbonne 106-112, bld de l'Hôpital 75647 Cedex 13, Paris, France
Workplace:Centre d'Économie de la Sorbonne (Sorbonne Economic Centre), Université Paris 1 (Panthéon-Sorbonne) (University of Paris 1), (more information at EDIRC)

Access statistics for papers by Rania HENTATI-KAFFEL.

Last updated 2016-03-31. Update your information in the RePEc Author Service.

Short-id: phe317

Jump to Journal Articles

Working Papers

2016

  1. Predicting US banks bankruptcy: logit versus Canonical Discriminant analysis
    Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne Downloads View citations (3)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2016) Downloads View citations (9)

2014

  1. Detecting Performance Persistence of Hedge Funds: A Runs-Based Analysis
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL Downloads View citations (1)
  2. Optimal Positioning in Financial Derivatives under Mixture Distributions
    Working Papers, Department of Research, Ipag Business School Downloads View citations (5)
    See also Journal Article Optimal positioning in financial derivatives under mixture distributions, Economic Modelling, Elsevier (2016) Downloads View citations (2) (2016)
  3. Portfolio Optimization within Mixture of Distributions
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL Downloads View citations (1)
  4. Structured portfolio analysis under SharpeOmega ratio
    Working Papers, Department of Research, Ipag Business School Downloads
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2012) Downloads
    Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2012) Downloads

Journal Articles

2016

  1. Optimal positioning in financial derivatives under mixture distributions
    Economic Modelling, 2016, 52, (PA), 115-124 Downloads View citations (2)
    See also Working Paper Optimal Positioning in Financial Derivatives under Mixture Distributions, Working Papers (2014) Downloads View citations (5) (2014)

2015

  1. Detecting performance persistence of hedge funds
    Economic Modelling, 2015, 47, (C), 185-192 Downloads View citations (3)
  2. Generalized runs tests to detect randomness in hedge funds returns
    Journal of Banking & Finance, 2015, 50, (C), 608-615 Downloads View citations (1)
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