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Rania Hentati Kaffel
18
Documents
Presentation
Research domains
Portfolio Management [q-fin.PM]
Mathematics [math]
Quantitative Finance [q-fin]
Skills
Econométrie financière
Gestion de Portefeuille
Modèles de prévisions
Mesures de performance
Risk Management
Machine Learning & Finance
Publications
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PORTFOLIO OPTIMIZATION WITHIN MIXTURE OF DISTRIBUTIONSInternational Conference on Applied Financial Economics, Jun 2011, samos, Greece. pp.565-572
Conference papers
hal-00607105v1
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Chapter 4 Copula Theory Applied to Hedge Funds Dependence Structure DeterminationNonlinear 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⟩
Book sections
hal-00607102v1
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Forecast bankruptcy using a blend of clustering and MARS model - Case of US banks2016
Other publications
halshs-01314553v1
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Predicting US banks bankruptcy: logit versus Canonical Discriminant analysis2016
Other publications
halshs-01281948v1
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Portfolio Optimization within Mixture of Distributions2014
Preprints, Working Papers, ...
hal-01066105v1
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Detecting Performance Persistence of Hedge Funds : A Runs-Based Analysis2014
Preprints, Working Papers, ...
hal-00984777v1
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Structured portfolio analysis under SharpeOmega ratio2012
Preprints, Working Papers, ...
hal-00657327v1
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