Below is a selection of articles by programme faculty members which were recently published or are forthcoming. Appearing are representative articles in scientific journals co-authored by faculty members publishing under their EDHEC Business School affiliation.
- Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field, Stephen G. Dimmock, Roy Kouwenberg, Olivia S. Mitchell, and Kim Peijnenburg, Review of Financial Studies, forthcoming.
- Positional Portfolio Management, Patrick Gagliardini and Christian Gourieroux and Mirco Rubin, Journal of Financial Econometrics, November 2019, pp. 1 - 57.
*Andrea Tarelli is a graduate of the EDHEC PhD in Finance programme.
- Sovereign to Corporate Risk Spillovers, Patrick Augustin, Hamid Boustanifar, Johannes H. Breckenfelder, and Jan Schnitzler, Journal of Money, Credit, and Banking, August 2018, Volume 50 (5), Pages 857-891.