MEYFREDI Jean-Christophe, PhD

EDHEC BBA Director & Professor

Speciality : Finance

EDHEC Business School
24, avenue Gustave Delory
CS 50411  
59057 Roubaix Cedex 1 - France
Tel.: + 33 (0)3 20 15 45 00
Fax: + 33 (0)3 20 15 45 01

Email : jean-christophe.meyfredi@edhec.edu

Main academic publications

European Financial Management Journal (2010), Journal of Alternative Investments (2008), Journal of Fixed Income (2007), Bankers, Markets & Investors (1998 ; 1999 ; 2005 ; 2017)

Documents to download

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CV MEYFREDI Jean-Christophe...
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Publications edhec

We find that going beyond the linear case does not necessarily enhance the replication power. On the other...

Using a parsimonious model to extract time-varying parameters used as proxies for factors affecting the shape of the yield curve, and a...

In particular, we examine from both a theoretical and an empirical standpoint the respective benefits and limits of the two different and...

Most of the time some strong assumptions are made to simplify the estimation process and there has to be a trade-off between ease of estimate...

Whether it involves credit risk, market risk or operational risk, banks aim to reduce the consequences of...

Using daily returns from the CAC 40 Index's assets, we find that the explanatory power of the 4-State...

See Also

- 08-09-2017
Ranked 4th in France, EDHEC reinforces its position in the world’s Top 20 (16th place) in the 2017 Financial Times Master in Management Ranking, among prestigious international institutions...
- 30-08-2017
EDHEC welcomes students and participants who are back to school in the upcoming weeks. A positive and international atmosphere (more than 100 nationalities expected) shines through our...
Innovation with limited resources (Video)
- 18-08-2017
The article "Innovation with Limited Resources: Management Lessons from the German...
Station F successfully inaugurated in the presence of Emmanuel Macron and EDHEC
- 29-06-2017
EDHEC announced this May that it had joined Station F, the world’s biggest start-up...