Faculty Publications

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 or EDHEC-Risk Institute affiliations.

 

 

  • The Quickest Way to Lose the Money You Could Not Afford To Lose - Reverse Stress Testing and Other Problems with Maximum-Entropy. Riccardo RebonatoJournal of Risk, forthcoming.

 

               *Andrea Tarelli is a graduate of the EDHEC PhD in Finance programme.

 

               *Jeroen Jansen is a graduate of the EDHEC PhD in Finance programme.

 

 

 

 

 

 

 

 

 

 

 

 

  • CDS Implied Credit Ratings. Jeroen Jansen* and Frank J. FabozziJournal of Fixed Income, (Spring 2017),Vol. 26, Issue 4, Pages 25-52.

              *Jeroen Jansen is a graduate of the EDHEC PhD in Finance programme.

 

 

              *Rama Malladi is a graduate of the EDHEC PhD in Finance programme.

 

 

 

 

 

 

 

 

 

 

 

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