Carole Bernard

21 papers Misc 1Journal 20
YearRankTypeTitle / Venue / Authors
2026 J jnl
Green bonds & certification: is getting certified always optimal?
Ann. Oper. Res.
Rébecca Cardot, Carole Bernard, Jamil Jaballah
2026 J jnl
Green spread of US municipal bonds.
Ann. Oper. Res.
Mahdi Sojoudi, Carole Bernard, Philippe Dupuy, Gareth W. Peters
2026 J jnl
Improved block rearrangement algorithm.
Ann. Oper. Res.
Carole Bernard, Jinghui Chen, Ludger Rüschendorf, Steven Vanduffel
2024 J jnl
Examples and Counterexamples of Cost-efficiency in Incomplete Markets.
CoRR
Carole Bernard, Stephan Sturm
2024 J jnl
Implied value-at-risk and model-free simulation.
Ann. Oper. Res.
Carole Bernard, Andrea Perchiazzo, Steven Vanduffel
2024 J jnl
Lp-norm spherical copulas.
J. Multivar. Anal.
Carole Bernard, Alfred Müller, Marco Oesting
2023 J jnl
Optimal multivariate financial decision making.
Eur. J. Oper. Res.
Carole Bernard, Luca De Gennaro Aquino, Steven Vanduffel
2019 J jnl
Optimal portfolio choice with benchmarks.
J. Oper. Res. Soc.
Carole Bernard, Rob H. De Staelen, Steven Vanduffel
2019 J jnl
Optimal strategies under Omega ratio.
Eur. J. Oper. Res.
Carole Bernard, Steven Vanduffel, Jiang Ye
2018 J jnl
Catastrophe Aversion and Risk Equity in an Interdependent World.
Manag. Sci.
Carole Bernard, Christoph M. Rheinberger, Nicolas Treich
2018 J jnl
Rearrangement algorithm and maximum entropy.
Ann. Oper. Res.
Carole Bernard, Oleg Bondarenko, Steven Vanduffel
2017 J jnl
Risk bounds for factor models.
Finance Stochastics
Carole Bernard, Ludger Rüschendorf, Steven Vanduffel, Ruodu Wang
2016 J jnl
Algorithms for Finding Copulas Minimizing Convex Functions of Sums.
Asia Pac. J. Oper. Res.
Carole Bernard, Don McLeish
2015 J jnl
Conditional quantiles and tail dependence.
J. Multivar. Anal.
Carole Bernard, Claudia Czado
2014 J jnl
Mean-variance optimal portfolios in the presence of a benchmark with applications to fraud detection.
Eur. J. Oper. Res.
Carole Bernard, Steven Vanduffel
2014 J jnl
Optimal claims with fixed payoff structure.
J. Appl. Probab.
Carole Bernard, Ludger Rüschendorf, Steven Vanduffel
2013 J jnl
Correction note for 'The large-maturity smile for the Heston model'.
Finance Stochastics
Carole Bernard, Zhenyu Cui, Martin Forde, Antoine Jacquier, Don McLeish, Aleksandar Mijatovic
2013 J jnl
Pricing and Hedging of Cliquet Options and Locally Capped Contracts.
SIAM J. Financial Math.
Carole Bernard, Wenbo V. Li
2012 J jnl
A Note on 'Improved Fréchet Bounds and Model-Free Pricing of Multi-Asset Options' by Tankov (2011).
J. Appl. Probab.
Carole Bernard, Xiao Jiang, Steven Vanduffel
2009 J jnl
On the regulator-insurer interaction in a structural model.
J. Comput. Appl. Math.
Carole Bernard, An Chen
2008 Misc conf
Fast simulation of equity-linked life insurance contracts with a surrender option.
WSC
Carole Bernard, Christiane Lemieux