| Predicting US banks bankruptcy: logit versus Canonical Discriminant analysis Z Affes, R Hentati-Kaffel Computational Economics 54, 199-244, 2019 | 51 | 2019 |
| Forecast bankruptcy using a blend of clustering and MARS model: case of US banks Z Affes, R Hentati-Kaffel Annals of Operations Research 281 (1), 27-64, 2019 | 28 | 2019 |
| Dynamic versus static optimization of hedge fund portfolios: The relevance of performance measures R Hentati, A Kaffel, JL Prigent International journal of business 15 (1), 1, 2010 | 19 | 2010 |
| Dynamic versus static optimization of hedge fund portfolios: The relevance of performance measures R Hentati, A Kaffel, JL Prigent International journal of business 15 (1), 1, 2010 | 19 | 2010 |
| Generalized runs tests to detect randomness in hedge funds returns R Hentati-Kaffel, P De Peretti Journal of Banking & Finance 50, 608-615, 2015 | 18 | 2015 |
| Optimal positioning in financial derivatives under mixture distributions R Hentati-Kaffel, JL Prigent Economic Modelling 52, 115-124, 2016 | 10 | 2016 |
| Optimal positioning in financial derivatives under mixture distributions R Hentati-Kaffel, JL Prigent Economic Modelling 52, 115-124, 2016 | 10 | 2016 |
| Chapter 4 Copula theory applied to hedge funds dependence structure determination R Hentati, JL Prigent Nonlinear modeling of economic and financial time-series, 83-109, 2010 | 9 | 2010 |
| The impact of low-carbon policy on stock returns A Ravina, R Hentati Kaffel Available at SSRN 3444168, 2019 | 8 | 2019 |
| Structured portfolio analysis under SharpeOmega ratio R Hentati-Kaffel, JL Prigent Documents de Travail du Centre d’Economie de la Sorbonne, 2012 | 7 | 2012 |
| On the maximization of financial performance measures within mixture models R Hentati, JL Prigent Statistics & Decisions 28 (1), 63-80, 2011 | 7 | 2011 |
| The maximization of financial performance measures within mixture models JL Hentati Kaffel Rania and Prigent Statistics & Risk Modeling 28 (1), 63-80, 2011 | 7* | 2011 |
| Detecting performance persistence of hedge funds R Hentati-Kaffel, P De Peretti Economic Modelling 47, 185-192, 2015 | 6 | 2015 |
| The impact of low-carbon policy on stock returns R Hentati-Kaffel, A Ravina SSRN Electronic Journal, 2020 | 2 | 2020 |
| Structured products under generalized kappa ratio RH KAFFEL Economic Modelling 58, 599–614, 2016 | 2 | 2016 |
| VaR and Omega measures for hedge funds portfolios: A copula approach R Hentati, JL Prigent Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), 2011 | 2 | 2011 |
| Portfolio Optimization within Mixture of Distributions R Hentati-Kaffel, JL Prigent | 1 | 2014 |
| Portfolio Optimization within Mixture of Distributions R Hentati-Kaffel, JL Prigent | 1 | 2014 |
| Detecting Performance Persistence of Hedge Funds: A Runs-Based Analysis R Hentati-Kaffel, P de Peretti | 1 | 2014 |
| Portfolio Performance Maximization with Generalized Kappa Ratio R Hentati, JL Prigent 29th International Conference of the French Finance Association (AFFI), 2012 | 1 | 2012 |
