Rania HENTATI-KAFFEL

Personal Details

First Name:	Rania
Middle Name:
Last Name:	Hentati Kaffel
Suffix:
RePEc Short-ID:	phe317
	[This author has chosen not to make the email address public]
	http://ces.univ-paris1.fr/membre/kaffel/HOMEPAGE.htm
	Université Paris 1 Panthéon-Sorbonne 106-112, bld de l'Hôpital 75647 Cedex 13, Paris, France

Affiliation

Centre d'Économie de la Sorbonne
Université Paris 1 (Panthéon-Sorbonne)

Paris, France
https://centredeconomiesorbonne.cnrs.fr/
RePEc:edi:cenp1fr (more details at EDIRC)

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

1. Zeineb Affes & Rania Hentati-Kaffel, 2016. "Predicting US banks bankruptcy: logit versus Canonical Discriminant analysis," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01281948, HAL.
   • Zeineb Affes & Rania Hentati-Kaffel, 2016. "Predicting US banks bankruptcy: logit versus Canonical Discriminant analysis," Documents de travail du Centre d'Economie de la Sorbonne 16016, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.

   Cited by:

   1. Petra Posedel v{S}imovi'c & Davor Horvatic & Edward W. Sun, 2021. "Classifying variety of customer's online engagement for churn prediction with mixed-penalty logistic regression," Papers 2105.07671, arXiv.org, revised Jul 2021.
   2. Elena Gregova & Katarina Valaskova & Peter Adamko & Milos Tumpach & Jaroslav Jaros, 2020. "Predicting Financial Distress of Slovak Enterprises: Comparison of Selected Traditional and Learning Algorithms Methods," Sustainability, MDPI, vol. 12(10), pages 1-17, May.
   3. Youssef Zizi & Amine Jamali-Alaoui & Badreddine El Goumi & Mohamed Oudgou & Abdeslam El Moudden, 2021. "An Optimal Model of Financial Distress Prediction: A Comparative Study between Neural Networks and Logistic Regression," Risks, MDPI, vol. 9(11), pages 1-24, November.
   4. Zeineb Affes & Rania Hentati-Kaffel, 2016. "Forecast bankruptcy using a blend of clustering and MARS model - Case of US banks," Post-Print halshs-01314553, HAL.
   5. O. Vasiurenko & V. LYASHENKO, 2020. "Wavelet coherence as a tool for retrospective analysis of bank activities," Economy and Forecasting, Valeriy Heyets, issue 2, pages 43-60.
   6. Youssef Zizi & Mohamed Oudgou & Abdeslam El Moudden, 2020. "Determinants and Predictors of SMEs’ Financial Failure: A Logistic Regression Approach," Risks, MDPI, vol. 8(4), pages 1-21, October.
   7. Magdalena Brygała, 2022. "Consumer Bankruptcy Prediction Using Balanced and Imbalanced Data," Risks, MDPI, vol. 10(2), pages 1-13, January.
   8. Zeineb Affes & Rania Hentati-Kaffel, 2016. "Forecast bankruptcy using a blend of clustering and MARS model - Case of US banks," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01314553, HAL.
   9. Zeineb Affes & Rania Hentati-Kaffel, 2016. "Forecast bankruptcy using a blend of clustering and MARS model - Case of US banks," Documents de travail du Centre d'Economie de la Sorbonne 16026, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.

2. Rania Hentati-Kaffel & Philippe de Peretti, 2014. "Detecting Performance Persistence of Hedge Funds : A Runs-Based Analysis," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00984777, HAL.

   Cited by:

   1. Pavitra Kumar, 2015. "Hedge Fund Characteristics and Performance Persistence: Evidence from 1996–2006," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 5(02), pages 1-43.

3. Rania Hentati-Kaffel & Jean-Luc Prigent, 2014. "Portfolio Optimization within Mixture of Distributions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01066105, HAL.
   • Rania Hentati & Jean-Luc Prigent, 2011. "Portfolio Optimization Within Mixture Of Distributions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00607105, HAL.
   • Rania Hentati & Jean-Luc Prigent, 2011. "Portfolio Optimization Within Mixture Of Distributions," Post-Print hal-00607105, HAL.
   • Rania Hentati-Kaffel & Jean-Luc Prigent, 2014. "Portfolio Optimization within Mixture of Distributions," Working Papers hal-01066105, HAL.

   Cited by:

   1. Eric Luxenberg & Stephen Boyd, 2022. "Portfolio Construction with Gaussian Mixture Returns and Exponential Utility via Convex Optimization," Papers 2205.04563, arXiv.org, revised Aug 2022.

4. R. Hentati-Kaffel & J.L. Prigent, 2014. "Optimal Positioning in Financial Derivatives under Mixture Distributions," Working Papers 2014-347, Department of Research, Ipag Business School.
   • Hentati-Kaffel, R. & Prigent, J.-L., 2016. "Optimal positioning in financial derivatives under mixture distributions," Economic Modelling, Elsevier, vol. 52(PA), pages 115-124.
   • Rania Hentati & Jean-Luc Prigent, 2016. "Optimal positioning in financial derivatives under mixture distributions," Post-Print hal-01299840, HAL.
   • Rania Hentati & Jean-Luc Prigent, 2016. "Optimal positioning in financial derivatives under mixture distributions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01299840, HAL.

   Cited by:

   1. Hentati-Kaffel, Rania, 2016. "Structured products under generalized kappa ratio," Economic Modelling, Elsevier, vol. 58(C), pages 599-614.
   2. Anthony Bonifonte & Turgay Ayer & Benjamin Haaland, 2022. "An Analytics Approach to Guide Randomized Controlled Trials in Hypertension Management," Management Science, INFORMS, vol. 68(9), pages 6634-6647, September.

Articles

1. Hentati-Kaffel, R. & Prigent, J.-L., 2016. "Optimal positioning in financial derivatives under mixture distributions," Economic Modelling, Elsevier, vol. 52(PA), pages 115-124.
   • R. Hentati-Kaffel & J.L. Prigent, 2014. "Optimal Positioning in Financial Derivatives under Mixture Distributions," Working Papers 2014-347, Department of Research, Ipag Business School.
   • Rania Hentati & Jean-Luc Prigent, 2016. "Optimal positioning in financial derivatives under mixture distributions," Post-Print hal-01299840, HAL.
   • Rania Hentati & Jean-Luc Prigent, 2016. "Optimal positioning in financial derivatives under mixture distributions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01299840, HAL.
   See citations under working paper version above.
2. Hentati-Kaffel, Rania & de Peretti, Philippe, 2015. "Generalized runs tests to detect randomness in hedge funds returns," Journal of Banking & Finance, Elsevier, vol. 50(C), pages 608-615.

   Cited by:

   1. Stafylas, Dimitrios & Anderson, Keith & Uddin, Moshfique, 2018. "Hedge fund performance attribution under various market conditions," International Review of Financial Analysis, Elsevier, vol. 56(C), pages 221-237.

3. Hentati-Kaffel, Rania & de Peretti, Philippe, 2015. "Detecting performance persistence of hedge funds," Economic Modelling, Elsevier, vol. 47(C), pages 185-192.

   Cited by:

   1. Canepa, Alessandra & de la O. González, María & Skinner, Frank S., 2019. "Hedge Fund Strategies: A non-Parametric Analysis," Department of Economics and Statistics Cognetti de Martiis. Working Papers 201902, University of Turin.
      • Canepa, Alessandra & de la O. González, María & Skinner, Frank S., 2020. "Hedge fund strategies: A non-parametric analysis," International Review of Financial Analysis, Elsevier, vol. 67(C).
   2. María dela O. González & Nicolas A. Papageorgiou & Frank S. Skinner, 2016. "Persistent Doubt: An Examination of Hedge Fund Performance," European Financial Management, European Financial Management Association, vol. 22(4), pages 613-639, September.
   3. Cumming, Douglas & Monteiro, Pedro, 2022. "Hedge fund sales fees and the flow of funds around the world," Economic Modelling, Elsevier, vol. 112(C).

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 7 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.

1. NEP-RMG: Risk Management (5) 2012-01-18 2012-02-01 2014-07-28 2015-06-05 2016-03-23. Author is listed
2. NEP-BAN: Banking (2) 2016-03-23 2016-03-23
3. NEP-DCM: Discrete Choice Models (1) 2016-03-23
4. NEP-FMK: Financial Markets (1) 2014-08-16
5. NEP-FOR: Forecasting (1) 2016-03-23
6. NEP-UPT: Utility Models and Prospect Theory (1) 2015-06-05

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