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Статті в журналах з теми "Gestion de portefeuille – Stratégie"
Lay, Colin M., and Dominique J. Ferrand. "Une approche visant la communication entre intervenants pour attribuer les priorités d'investissement en systèmes d'information dans les hôpitaux." Healthcare Management Forum 8, no. 1 (April 1995): 18–30. http://dx.doi.org/10.1016/s0840-4704(10)60892-7.
Повний текст джерелаArnaud, Charlène, and Edina Soldo. "Le portefeuille territorial d’évènements culturels (PTEC) : nouvelle modalité de gestion de l’offre d’évènementiel culturel pour un management stratégique des territoires1." Management international 19, no. 2 (May 7, 2015): 115–27. http://dx.doi.org/10.7202/1030390ar.
Повний текст джерелаGandia, Romain, and Guy Parmentier. "La gestion stratégique d’un portefeuille de business models connectés : une application aux secteurs du numérique." Management international 24, no. 5 (2020): 186. http://dx.doi.org/10.7202/1075489ar.
Повний текст джерелаLEBOULANGER, Christine, and Françoise PERDRIEU-MAUDIERE. "Propriété industrielle et modèles d’affaires : une approche comparative de deux leaders en haute technologie." Revue Française de Gestion Industrielle 33, no. 2 (June 1, 2014): 71–89. http://dx.doi.org/10.53102/2014.33.02.776.
Повний текст джерелаRenault, Éric, and Jean-Charles Rochet. "Les techniques quantitatives de la gestion de portefeuille." L’économétrie des firmes et de la finance 73, no. 1-2-3 (February 9, 2009): 265–310. http://dx.doi.org/10.7202/602229ar.
Повний текст джерелаEichel, Frédéric. "Stratégie de prix d’une société d’assurance non-vie." Assurances et gestion des risques 85, no. 3-4 (March 5, 2019): 209–23. http://dx.doi.org/10.7202/1056946ar.
Повний текст джерелаBajeux. "Gestion de portefeuille dans un modèle binomial." Annales d'Économie et de Statistique, no. 13 (1989): 49. http://dx.doi.org/10.2307/20075729.
Повний текст джерелаBertrand, Philippe, and Patrick Rousseau. "L'attribution de performance en gestion de portefeuille." Revue française de gestion 31, no. 154 (January 1, 2005): 59–73. http://dx.doi.org/10.3166/rfg.154.59-73.
Повний текст джерелаAaron, Catherine, Isabelle Bilon, Sébastien Galanti, and Yamina Tadjeddine. "Les styles de gestion de portefeuille existent-ils ?" Revue d'économie financière 81, no. 4 (2005): 171–88. http://dx.doi.org/10.3406/ecofi.2005.4018.
Повний текст джерелаJacquillat, Bertrand. "Styles de gestion de portefeuille et gouvernance des entreprises." Revue d'économie financière 130, no. 2 (2018): 145. http://dx.doi.org/10.3917/ecofi.130.0145.
Повний текст джерелаДисертації з теми "Gestion de portefeuille – Stratégie"
Schintowski, Philippe. "La duplication d'option et la stratégie d'assurance de portefeuille." Paris 9, 1988. https://portail.bu.dauphine.fr/fileviewer/index.php?doc=1988PA090046.
Повний текст джерелаTrabelsi, Nader. "Options-allocation optimale de richesse et coûts de transaction : analyse de performance d'une stratégie de réplique d'une allocation standard d'actifs." Nice, 2008. http://www.theses.fr/2008NICE0017.
Повний текст джерелаThe main objective of this present work is to reveal new contributions of options for the optimal welfare of the investors and the global efficiency of the financial system. In the presence of transaction costs and for volatile rates of return, the dynamic investment seems expensive or in defect underestimated. The strategy Buy and Hold allows reducing the consequences of this cost, but also increases the loss of capital. In this work, we show that the introduction of options improves and stabilizes the incomes of certain policies in particular, assets optimal allocation. Our methodology bases on the principle of replication adopted by Black and Scholes (1973). In the context of Buy and Hold contained options, the replication of the standard allocation means optimizing two functions objectives: minimization of MSE (Mean Squared Errors) and minimization of WMSE (Weighted Mean Squared Errors). The selected portfolio Buy and Hold are those having a cost of replication lower than the costs forecasted by the dynamic investment. The tests on the efficiency of the replicated strategies concern, at first time, the optimal placement of an averted risk investor on horizon of 10 years. The options are supposed OTC, the settlement prices are approximate by a multiperiodic binomial tree. The first results bring to light the existence of several Buy and Hold containing options, more successful than the allocation based by Samuelson and Merton (1969). Supposing that the costs of transaction are proportional in the volumes of financial assets, the space of dynamic revision of portfolio is been defined by the presence of a region of non-activity. The analysis of the ex-ante management of profit-cost, allowed us to preview manager funds activities and their specific costs. The link of these management costs with the costs of replication supports the conception of a whole block of replicas portfolios more successful than the dynamic allocation of funds. The optimal behaviour of the economic agent, the diversification of capital in this particular case, is a function of the number, the type, as well as its position on the options. To fix his decision, he chooses, since the negotiation with his banker, one of the strategies maximizing his preferences, independently of the imperfections of the market. At the second time, the empirical evidence poses the case of a short-term investment, on the CAC 40 index and the call options of terms 6 months, launched on MONEP. The results prove the efficiency of the portfolio allowing the investor to have a terminal quasi-equal wealth in that waited by the standard allocation. A certain analogy was contested between the replicas strategies and certain mechanisms of covered products based on option and financial support, in this particular case the guaranteed capital, Covered Call writing and Protected Put
Jeannicot, Hélène Karine. "Les stratégies dynamiques de couverture des portefeuilles-actions." Aix-Marseille 3, 1991. http://www.theses.fr/1991AIX32014.
Повний текст джерелаThis study examines different strategies of dynamic stock portfolio hedging a distinction was made between the imperfectly diversified stock portolios and those portfolio efficiently diversified. All strategies are based on theoritical concepts and are systematically confronted to the real market environment. Consequently, their practical limits are displayed and some decision making criteria are proposed to improve their efficiency some strategies are compared when they meet identical goals, and it appears that the dominance of one of them is fonction of market contingencies. As all strategies impose the evaluation of the financial assets that compose the stock portfolio, the arbitrage opportunities appear in background of the developments, since a rational investor in a hedged position must try to seize the revenues of his hedging
Le, Flanchec Thibault. "Stratégie de gestion de portefeuille actions : de la conciliation de la performance financière et de la performance extra-financière." Electronic Thesis or Diss., La Rochelle, 2022. http://www.theses.fr/2022LAROD004.
Повний текст джерелаResponsible investment is a facet of market finance including two substructures: financial and ethical. This thesis seeks to combine these two bases, with a view to bringing out an equity portfolio management strategy combining financial and extra-financial performance. It is structured in four chapters, following a logic of structure and aiming at the same final goal. The first chapter consists of a logical-deductive study of financial theories and the various factors influencing the activity of portfolio management. The results indicate that the most financially responsible strategy and correlated to the real economy is Value-Quality. The second chapter is composed of a comparative study of the financial performance and the risk/return ratio of four Value-Quality portfolios with their investment universe. This study carried out on the French stock market for the period 1999-2019 seems to indicate that the financial markets are inefficient and that an investment strategy combining a low level of valuation and high profitability offers an abnormally high performance. The third chapter studies in a logical-deductive way the components of extra-financial analysis as well as the main related theories. The results indicate that the current extra-financial methods are victims of many limitations and lack clarity and materiality. The fourth chapter is composed of two studies. The first testing the extra-financial performance of SRI funds stipulates that these funds are unable to stand out from their investment universe in terms of climate and controversy. The second study consists of measuring the performance gap between a VQEF strategy and the investment universe. This last study allows us to indicate that it is possible to associate financial and extra-financial performance in a Value-Quality portfolio management strategy integrating an exclusion filter
Tchamengo, Mathias. "Stratégies statiques en finance." Dijon, 1998. http://www.theses.fr/1998DIJOS031.
Повний текст джерелаAymard-Martinot, Natacha. "Information et stratégies multimarchés." Chambéry, 2007. http://www.theses.fr/2007CHAML013.
Повний текст джерелаWithin the framework of this thesis, we will study the informational role of the prices between various financial markets. Indeed the current literature tends to distinguish informed agent and non informed agent (Admati (1989), Subrahmanian (1996)) and shows the weight of the latter in the pricing of the equilibrium price. This informational asymmetry is reflected on the quality of the price and its informational contents. Initially, we show that the price quality generates arbitrage opportunities within the framework of strategies of multimarket portfolios. The appearance of the derived markets gave to the foreground the hedging strategies with economic interpretations which follow. It appears of first importance to analyze the arbitrage possibilities between markets through a modelling, combining hedging and diversification and to evaluate the performance of such as the covered call writing and the protective put buying, improve the portfolio performance. In the second time, we are based on the study of the agents behaviour through the various markets in order to establish the informational role from a formal point of view as well as empirically. In this analysis we show that the positions taken by the operators translate their anticipations. With this intention we analyze all possible opportunities of the operators on the stock market and the options market. From the formalizing of these various alternatives, we propose a multimarket model enables deduction of the operators anticipations. Then we validate it on the English Exchange
Moraly, David. "Le métier de banque privée : stratégies et innovations." Paris 1, 2008. http://www.theses.fr/2008PA010043.
Повний текст джерелаChollet, Pierre. "Les bons de souscription d'actions : évaluation, stratégies d'exercice et construction d'un indice." Paris 9, 1993. https://portail.bu.dauphine.fr/fileviewer/index.php?doc=1993PA090052.
Повний текст джерелаEquity warrants are contingent claims issued by companies together with other securities (bonds, shares. . . ) Or alone. They answer two aims : some middle size companies expect to finance their growth, when biggest companies try to strengthen their capital control. Warrants provide a delayed increase of the capital of the firm, and this one is responsible of a dilution effect. These financial securities have characteristics which differ from call-options, especially in regard to their usual longest maturity. So, a specific approach is justified for valuation of warrants and exercise strategies. The models based on Black-Scholes option pricing model can be used only for valuation of warrants before their maturity. The formula must be corrected by a dilution factor. The valuation of warrants after their issue. Imply the use of option models on the equity of the firm and not on the common stock. The strategies of simultaneous exercise of warrants at maturity are optimal only in few cases. The sequential exercise strategies are usually the best ones. The analysis of the French market shows that warrants are in most cases exercised before their maturity. The exercise decision appears to be. .
Fereres, Yohan. "Stratégies d’arbitrage systématique multi-classes d'actifs et utilisation de données hétérogènes." Thesis, Paris Est, 2013. http://www.theses.fr/2013PEST0075/document.
Повний текст джерелаFinancial markets evolve more or less rapidly and strongly to all kind of information depending on time period of study. In this context, we intend to measure a broad set of information influence on systematic multi-assets classes “euro neutral” arbitrage portfolios either for “naive” diversification and optimal diversification. Our research focuses on systematic tactical asset allocation and we group these information under the name of heterogeneous data (market data and “other market information”). Market data are “end of day” asset closing prices and “other market information” gather economic cycle, sentiment and volatility indicators. We assess the influence of a heterogeneous data combination on our arbitrage portfolios for a time period including the subprimes crisis period and thanks to data analysis and quantization algorithms. The impact of a heterogeneous data combination on our arbitrage portfolio is materialized by increasing return, increasing return/volatility ratio for the post subprimes crisis period, decreasing volatility and asset class correlations. These empirical findings suggest that “other market information” presence could be an element of arbitrage portfolio risk diversification. Furthermore, we investigate and bring empirical results to Blitz and Vliet (2008) issue on global tactical asset allocation (GTAA) by considering “predictive” variables with a systematic market timing process integrating heterogeneous data thanks to a quantitative data processing
Berrich, Riadh. "Interdépendance des marchés d'actifs financiers et stratégies de diversification internationale du portefeuille : étude Exploratoire sur les six plus grands marchés financiers internationaux : (2000-2007)." Paris 13, 2009. http://www.theses.fr/2009PA131017.
Повний текст джерелаThe object of this thesis is to clarify and determine the existing links between the six biggest stock markets in the world (Usa, Germany, Great Britain, Canada, France and Japan) in terms of profitability and volatility. An answer to this general question would make possible to anticipate the effectiveness of the strategy of international diversification of portfolio. In order to test some hypothesis, an empirical study has been carried out on a sample made by the observation of the stock index of these six biggest world markets, seized daily from 01/01/2000 to 31/12/2007, which represent 2080 observations. In the light of this study, the thesis examines the presentation of the organization of the financial markets, their functioning and their efficiency, the process of financial integration as well as the models able to measure it such as yield, relations between yields of stock indices and their volatilities. Within this research task, are also exposed the identification and the analysis of the strategy of international diversification of portfolio and the impact of financial integration on this strategy, epistemological positioning, research methodology and presentation of autoregressive conditional heteroskedasticity models. This presentation led to the multivaried GARCH model, revealing the advantage of formalization BEKK. Finally has been developed the empirical step of this thesis, which explored the existing links between these six larger international stock markets. The main conclusions of this thesis are grouped around three themes: - First this empirical work has revealed that the American market is the most influential in terms of profitability. In contrast, the influence of other markets in the American market is relatively low. - In term of volatility, the conditional variance of the national market is affected not only by the shocks passed on this same market but also by the shocks coming from the foreign markets. The relation between the markets in term of volatility of the American market towards the overseas markets is not unidirectional, but multidirectional. - Finally, this study on the relationship between financial markets has led to the conclusion that the six markets studied are interrelated but to a different degree. This allows deducting that the strategy of international diversification portfolio can not expect similar gains to all investors in portfolio management. Thus, so that the investors maximize their profits, they must operate in markets having between them small degrees of interdependence
Книги з теми "Gestion de portefeuille – Stratégie"
Broquet, Claude. Gestion de portefeuille. 3rd ed. Bruxelles: De Boeck, 1997.
Знайти повний текст джерелаCartier, Manuel. Stratégie. Paris: Dunod, 2010.
Знайти повний текст джерелаHamon, Jacques. Bourse et gestion de portefeuille. Paris: Economica, 2004.
Знайти повний текст джерелаHamon, Jacques. Bourse et gestion de portefeuille. 2nd ed. Paris: Economica, 2005.
Знайти повний текст джерелаBourse et gestion de portefeuille. 3rd ed. Paris: Économica, 2008.
Знайти повний текст джерелаBertrand, Philippe. Gestion de portefeuille: Analyse quantitative et gestion structurée. Paris: Economica, 2006.
Знайти повний текст джерелаProduction d'informations privées et gestion de portefeuille. Paris: Presses universitaires de France, 1995.
Знайти повний текст джерелаGrégoire, Philippe. Gestion d'un portefeuille obligataire et habitat préféré. Louvain-la-Neuve: CIACO, 1993.
Знайти повний текст джерелаVauthey, patrick. Une approche empirique de l'optimisation de portefeuille. Fribourg: Éditions Universitaires Fribourg Suisse, 1990.
Знайти повний текст джерелаQuarré, François. La stratégie pour gagner. Paris: Masson, 1987.
Знайти повний текст джерелаЧастини книг з теми "Gestion de portefeuille – Stratégie"
"LES STRATÉGIES DE GESTION DE PORTEFEUILLE." In Traité de gestion de portefeuille, 5e édition actualisée, 453–74. 5th ed. Presses de l'Université du Québec, 2015. http://dx.doi.org/10.2307/j.ctv1n35d23.18.
Повний текст джерелаBlanchot, Fabien, and Raymond Guillouzo. "10. La gestion stratégique des portefeuilles d’alliances." In Stratégies de croissance, 127–43. Dunod, 2009. http://dx.doi.org/10.3917/dunod.meier.2009.01.0127.
Повний текст джерела"Bibliographie." In Gestion de portefeuille, 229–30. Dunod, 2017. http://dx.doi.org/10.3917/dunod.estra.2017.01.0229.
Повний текст джерела"L’ASSURANCE DE PORTEFEUILLE." In Finance computationnelle et gestion des risques, 547–68. Presses de l'Université du Québec, 2006. http://dx.doi.org/10.2307/j.ctv18ph6c6.20.
Повний текст джерелаChollet, Pierre. "Chapitre 18. Gestion d’un portefeuille titres." In Gestion de patrimoine, 366–90. Dunod, 2021. http://dx.doi.org/10.3917/dunod.thauv.2021.01.0366.
Повний текст джерелаChollet, Pierre. "Chapitre 18. La gestion d’un portefeuille titres." In Gestion de patrimoine, 363–87. Dunod, 2022. http://dx.doi.org/10.3917/dunod.thauv.2022.01.0363.
Повний текст джерелаCornilleau, Vincent. "Chapitre 25. Stratégie patrimoniale." In Gestion de patrimoine, 528–44. Dunod, 2022. http://dx.doi.org/10.3917/dunod.thauv.2022.01.0528.
Повний текст джерелаCornilleau, Vincent. "Chapitre 24. Stratégie patrimoniale." In Gestion de patrimoine, 514–30. Dunod, 2021. http://dx.doi.org/10.3917/dunod.thauv.2021.01.0514.
Повний текст джерелаLemay, Lilly. "La stratégie revisitée par la GPR:." In Gestion par résultats, 69–86. Presses de l'Université du Québec, 2017. http://dx.doi.org/10.2307/j.ctv10qqxw5.9.
Повний текст джерела"Stratégie d’implantation proposée." In En éducation, la nécessité d'une autre gestion, 269–98. Presses de l'Université du Québec, 2011. http://dx.doi.org/10.2307/j.ctv18pgstp.18.
Повний текст джерелаТези доповідей конференцій з теми "Gestion de portefeuille – Stratégie"
Schoefs, Franck, Bruno Gerard, Pascal Casari, and Luc Verdure. "Stratégie d’instrumentation pour la gestion optimisée des ouvrages portuaires." In Journées Nationales Génie Côtier - Génie Civil. Editions Paralia, 2004. http://dx.doi.org/10.5150/jngcgc.2004.057-s.
Повний текст джерелаKhoury, G. "Stratégie chirurgicale dans la gestion des défauts osseux sévères maxillaires et mandibulaires." In 66ème Congrès de la SFCO. Les Ulis, France: EDP Sciences, 2020. http://dx.doi.org/10.1051/sfco/20206601006.
Повний текст джерелаRIHOUEY, Didier, Julien BAILLS, Leo van RIJN, and Vincent MAZEIRAUD. "Modélisation d’évolution du trait de côte de Soulac-Sur-Mer : Approches numérique et déterministe en appui de la stratégie locale de gestion de l’érosion." In Journées Nationales Génie Côtier - Génie Civil. Editions Paralia, 2022. http://dx.doi.org/10.5150/jngcgc.2022.094.
Повний текст джерелаProvidence, Christophe. "Disparités spatiales et financement des biens et services publics de proximité en Haïti. Le cas des budgets communaux de 2017-2018." In Sessions du CREGED à la 30e Conférence Annuelle de Haitian Studies Association. Editions Pédagie Nouvelle & Université Quisqueya, 2021. http://dx.doi.org/10.54226/uniq.ecodev.18793_c1.
Повний текст джерелаЗвіти організацій з теми "Gestion de portefeuille – Stratégie"
Dostie, Benoit, and Genevieve Dufour. Stratégie de mise à niveau technologique des entreprises québécoises. CIRANO, November 2022. http://dx.doi.org/10.54932/ethv2552.
Повний текст джерела