Rania Hentati Kaffel

Présentation

Publications

Article dans une revue (10)

The Impact of Low-Carbon Policy on Stock Returns Rania Hentati-Kaffel,Alessandro Ravina SSRN Electronic Journal, 2020, ⟨10.2139/ssrn.3444168⟩ Article dans une revue hal-03045804v1
Forecast bankruptcy using a blend of clustering and MARS model: case of US banks Zeineb Affes,Rania Hentati-Kaffel Annals of Operations Research, 2019, 281 (1-2), pp.27-64. ⟨10.1007/s10479-018-2845-8⟩ Article dans une revue hal-03045877v1
Predicting US Banks Bankruptcy: Logit Versus Canonical Discriminant Analysis Zeineb Affes,Rania Hentati-Kaffel Computational Economics, 2019, 54 (1), pp.199-244. ⟨10.1007/s10614-017-9698-0⟩ Article dans une revue hal-03045837v1
Optimal positioning in financial derivatives under mixture distributions Rania Hentati,Jean-Luc Prigent Economic Modelling, 2016, Special Issue on Recent Developments in Decision-Making, Monetary Policy and Financial Markets, 52 (2), ⟨10.1016/j.econmod.2015.02.021⟩ Article dans une revue hal-01299840v1
Structured products under generalized kappa ratio Rania Hentati Economic Modelling, 2016, 58, pp.599-614. ⟨10.1016/j.econmod.2016.03.009⟩ Article dans une revue hal-01306629v1
Detecting performance persistence of hedge funds Rania Hentati,Philippe de Peretti Economic Modelling, 2015, 47, pp.185-192. ⟨10.1016/j.econmod.2015.02.029⟩ Article dans une revue hal-01299837v1
Generalized runs tests to detect randomness in hedge funds returns Rania Hentati,Philippe de Peretti Journal of banking & finance = Journal of banking and finance, 2015, 50, pp.608-615. ⟨10.1016/j.jbankfin.2014.07.011⟩ Article dans une revue hal-01299827v1
VaR and Omega measures for hedge funds portfolios: A copula approach Rania Hentati,Jean-Luc Prigent Bankers Markets & Investors : an academic & professional review, 2011, 110, pp.51-64 Article dans une revue hal-00608961v1
On the maximization of financial performance measures within mixture models Rania Hentati,Jean-Luc Prigent Statistics and Decisions, 2011, 28 (1), pp.63-80. ⟨10.1524/stnd.2011.1083⟩ Article dans une revue hal-00608960v1
Dynamic versus static optimization of hedge fund portfolios: The relevance of performance measures Rania Hentati,Ameur Kaffel,Jean-Luc Prigent International Journal of Business, 2010, 15 (1), pp.1-17 Article dans une revue hal-00608962v1

Communication dans un congrès (1)

PORTFOLIO OPTIMIZATION WITHIN MIXTURE OF DISTRIBUTIONS Rania Hentati,Jean-Luc Prigent International Conference on Applied Financial Economics, Jun 2011, samos, Greece. pp.565-572 Communication dans un congrès hal-00607105v1

Chapitre d'ouvrage (1)

Chapter 4 Copula Theory Applied to Hedge Funds Dependence Structure Determination Rania Hentati,Jean-Luc Prigent 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⟩ Chapitre d'ouvrage hal-00607102v1

Autre publication scientifique (2)

Forecast bankruptcy using a blend of clustering and MARS model - Case of US banks Zeineb Affes,Rania Hentati-Kaffel 2016 Autre publication scientifique halshs-01314553v1
Predicting US banks bankruptcy: logit versus Canonical Discriminant analysis Zeineb Affes,Rania Hentati-Kaffel 2016 Autre publication scientifique halshs-01281948v1

Pré-publication, Document de travail (5)

From Tweets to Returns: Validating LLM-Based Sentiment Signals in Energy Stocks Sarra Ben Yahia,Jose Angel Garcia Sanchez,Rania Hentati Kaffel 2025 Pré-publication, Document de travail hal-05312326v1
Impact of Sentiment analysis on Energy Sector Stock Prices : A FinBERT Approach Sarra Ben Yahia,Jose Angel Garcia Sanchez,Rania Hentati Kaffel 2024 Pré-publication, Document de travail hal-04629569v1
Detecting Performance Persistence of Hedge Funds : A Runs-Based Analysis Rania Hentati-Kaffel,Philippe de Peretti 2014 Pré-publication, Document de travail hal-00984777v1
Portfolio Optimization within Mixture of Distributions Rania Hentati-Kaffel,Jean-Luc Prigent 2014 Pré-publication, Document de travail hal-01066105v1
Structured portfolio analysis under SharpeOmega ratio Rania Hentati,Jean-Luc Prigent 2012 Pré-publication, Document de travail hal-00657327v1