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Philippe Bertrand is an Adjunct Professor of Finance at KEDGE Business School since 2009 and a Full Professor of Finance at IAE Aix-en Provence. He is also a member of the CERGAM Research Center and a member of Aix-Marseille School of Economics. He was formerly the head of the Financial Engineering of CCF Capital Management. He holds a Ph.D. in Mathematical Economics form Ecole des Hautes Etudes en Sciences Sociales and the "Habilitation à Diriger des Recherches" from Université Paris-Dauphine. Philippe Bertrand's research interests involve portfolio management, risk and performance evaluation, portfolio insurance as well as financial structured products. He has published numerous articles in scientific journals such as Journal of Banking and Finance, Finance, Geneva Risk and Insurance Review, Financial Analysts Journal, Journal of Asset Management. He is currently the executive president of the French Finance Association (AFFI) and served as a co-editor in chief of "Bankers, Markets & Investors". He has chaired the 31st Spring International Conference of the French Finance Association held at IAE AIX, May 20-21, 2014.

    Recent publications
    Publication Year of publication Type of publication
    TRUC PHAN, T. N., P. BERTRAND, H. HAI PHAN, X. V. VO, "The role of investor behavior in emerging stock markets: Evidence from Vietnam", The Quarterly Review of Economics and Finance, 2023, vol. volume 87, pp. 367-376 2023 Journal article
    BERTRAND, P., L. QUY DUONG, "Overreaction and momentum in the Vietnamese stock market", Managerial Finance, 2023, vol. 49, no. 1, pp. 13-28 2023 Journal article
    BERTRAND, P., "Black-scholes approximation of warrant prices: slight return in a low interest rate environment" Forthcoming Annals of Operations Research 2022 Journal article
    BERTRAND, P., J.-L. PRIGENT, "Performance Participation Strategies: OBPP versus CPPP", Finance, 2022, vol. 43, no. 1, pp. 123-150 2022 Journal article
    QUY DUONG, L., P. BERTRAND, "The size effect and default risk: Evidence from the Vietnamese stock market", Review of Financial Economics, 2022, vol. 40, no. 4, pp. 377-388 2022 Journal article
    AMÉDÉE-MANESME, C. -O., F. BARTHÉLÉMY, P. BERTRAND, J. -L. PRIGENT, "Mixed-asset portfolio allocation under mean-reverting asset returns", Annals of Operations Research, 2019, vol. 281, no. 1-2, pp. 65-98 2019 Journal article
    BERTRAND, P., J.PRIGENT, "On the Optimality of Path-Dependent Structured Funds: the Cost of Standardization", European Journal of Operational Research, 2019, vol. 277, no. 1, pp. 333-350 2019 Journal article
    ZAGST, R., J. KRAUS, P. BERTRAND, "Option-Based performance participation", Journal of Banking and Finance, 2019, vol. 105, pp. 44-61 2019 Journal article
    BERTRAND, P., V. LAPOINTE, "Risk-based strategies: the social responsibility of investment universes does matter", Annals of Operations Research, 2018, vol. 262, no. 2, pp. 413-429 2018 Journal article
    BERTRAND, P., J. PRIGENT, "Residential Real Estate In a Mixed Asset Portfolio", Bankers, Markets & Investors (ex Banque et Marchés), 2018, vol. 150, pp. 3-20 2018 Journal article
    BERTRAND, P., J.-L.PRIGENT, "Equilibrium of financial derivative markets under portfolio insurance constraints", Economic Modelling, 2016, vol. 52, pp. 278-291 2016 Journal article
    BERTRAND, P., J.-L.PRIGENT, "Portfolio Insurance: The Extreme Value Approach Applied to the CPPI Method" in Extreme Events in Finance., François Longin Ed., John Wiley & Sons, Inc., pp. 465-482, 2016 2016 Book chapter
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