Alumni Publications

Below is a selection of articles by PhD Alumni which were recently published or are forthcoming in peer-reviewed academic and professional journals.


  • A Modified Hierarchical Risk Parity Framework for Portfolio Management, Marat Molyboga, forthcoming in the Journal of Financial Data Science.



  • Performance of Retirement Funds: An Analysis Focused on Pure Insurance Companies, Carlos Heitor Campani and William Clem Soares, forthcoming in Accounting & Finance Review.


  • Equally Weighted Portfolios and Momentum Effect: An Interesting Combination for Unsophisticated Investors?, Carlos Heitor Campani, Fábio Civiletti and Raphael Moses Roquete, forthcoming in Brazilian Business Review.


























  • CDS Implied Credit RatingsJeroen Jansen and Frank J. Fabozzi, Journal of Fixed Income, Spring 2017, Volume 26, Issue 4, Pages 25-52.




















See Also

Special Issue on PhD Research
- 24-06-2020
EDHEC PhD in Finance Newsletter - Special Issue - June 2020 Article signed by Professor...
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- 24-06-2020
EDHEC PhD in Finance Newsletter - June 2020  Editorial © signed by Darrell Duffie[1] ,...
The EDHEC Community mourns the passing of a PhD alumnus
- 20-04-2020
It is with great sadness that we share the news of the passing of one of our EDHEC...
The EDHEC professor Gianpaolo Parise invited to join the CEPR
- 07-01-2020
Gianpaolo Parise, Associate Professor in Finance at EDHEC Business School have been...