Faculty Research Expertise
- 23.04.2025 - EDHEC publication
- 10.04.2025 - EDHEC publication
4 questions à Lionel Martellini sur ses recherches en finance et… en astrophysique & physique quantique !
EDHEC Climate Institute, EDHEC VOX, April 2025 - 07.04.2025 - Article in a peer reviewed journal
Predicting commodity returns: Time series vs. cross sectional prediction models
Journal of Commodity Markets, Volume 38, April 2025 - 01.04.2025 - Article in a peer reviewed journal
- 01.03.2025 - EDHEC publication
Why we need climate scenario probabilities and how to get them
EDHEC Risk Climate Impact Institute, EDHEC-Risk Climate Impact Institute Publication, March 2025 - 01.03.2025 - EDHEC publication
Climate shocks or the death by a thousand cuts? The effect of climate change on the valuation of equity assets
EDHEC Risk Climate Impact Institute, EDHEC-Risk Climate Impact Institute Publication, March 2025 - 01.03.2025 - EDHEC publication
IPE EDHEC Climate Institute special issue, Research Insights Supplement Spring 2025
EDHEC Risk Climate Impact Institute, EDHEC-Risk Climate Impact Institute Publication, March 2025 - 19.02.2025 - EDHEC publication
(Newsletter #14) ESG, climate finance, green bonds... EDHEC on the frontline: what’s next?
EDHEC Risk Climate Impact Institute, EDHEC VOX, February 2025 - 19.02.2025 - EDHEC publication
(Newsletter #14) ESG, climate finance, green bonds... EDHEC on the frontline: what’s next?
EDHEC Risk Climate Impact Institute, EDHEC VOX, February 2025 - 19.02.2025 - EDHEC publication
(Newsletter #14) ESG, climate finance, green bonds... EDHEC on the frontline: what’s next?
EDHEC Risk Climate Impact Institute, EDHEC VOX, February 2025 - 14.02.2025 - EDHEC publication
Fund managers play an important role in translating environmental concerns into asset prices
EDHEC Risk Climate Impact Institute, EDHEC VOX, February 2025 - 13.02.2025 - EDHEC publication
Meet Gianfranco Gianfrate, a Professor of sustainable finance whose passion for practical research has put him at the heart of change
EDHEC Risk Climate Impact Institute, EDHEC VOX, February 2025 - 13.02.2025 - EDHEC publication
A look at the importance of certifying “green” credentials for corporate debt
EDHEC Risk Climate Impact Institute, EDHEC VOX, February 2025 - 01.02.2025 - Article in a peer reviewed journal
Efficient Decumulation Investing and Applications to a New Generation of Fully Amortizing Retirement Solutions
Journal of Portfolio Management, Volume 51, February 2025, Pages 1 - 14 - 28.01.2025 - EDHEC publication
[#dataviz] Finance and Climate Change: What Riccardo Rebonato Teaches Us
EDHEC Risk Climate Impact Institute, EDHEC VOX, January 2025 - 15.01.2025 - EDHEC publication
Were ESG firms really more resilient during the COVID-19 crisis?
EDHEC Risk Climate Impact Institute, EDHEC VOX, January 2025 - 03.01.2025 - Article in a peer reviewed journal
- 31.12.2024 - Article in a peer reviewed journal
- 30.12.2024 - Article in a peer reviewed journal
A Multifactor Perspective on Volatility-Managed Portfolios
Journal of Finance, Volume 79, December 2024, Pages 3859 - 3891 - 05.12.2024 - Article in a peer reviewed journal
What’s in a shade? The market relevance of green bonds’ external reviews
British Accounting Review, December 2024 - 01.10.2024 - Article in a peer reviewed journal
On the resilience of ESG firms during the COVID-19 crisis: evidence across countries and asset classes
Journal of International Business Studies, Volume 55, October 2024, Pages 1069 - 1084 - 01.08.2024 - Article in a peer reviewed journal
The agency of greenwashing
Journal of Management and Governance, Volume 28, August 2024, Pages 905 - 941 - 12.07.2024 - Article in a peer reviewed journal
Optimal Climate Policy with Negative Emissions
International Journal of Theoretical and Applied Finance, Volume 27, July 2024, Pages 2450012-1 - 2450012-28 - 10.07.2024 - EDHEC publication
How does climate risk affect global equity valuations? A novel approach
EDHEC Risk Climate Impact Institute, EDHEC-Risk Climate Impact Institute Publication, July 2024 - 09.07.2024 - EDHEC publication
The problems with climate scenarios, and how to fix them
EDHEC Risk Climate Impact Institute, EDHEC VOX, July 2024 - 01.06.2024 - Article in a peer reviewed journal
- 22.05.2024 - EDHEC publication
(Newsletter #7) Climate Change: Changing Finance
EDHEC Risk Climate Impact Institute, EDHEC VOX, May 2024 - 21.05.2024 - EDHEC publication
A Conversation with Robert Litterman (Kepos) and Riccardo Rebonato (EDHEC): Fighting Climate Change Through Financial Innovation
EDHEC Risk Climate Impact Institute, EDHEC VOX, May 2024 - 08.05.2024 - Article in a peer reviewed journal
- 08.05.2024 - Article in a peer reviewed journal
Fast Filtering with Large Option Panels: Implications for Asset Pricing
Journal of Financial and Quantitative Analysis, May 2024, Pages 1 - 32 - 29.04.2024 - EDHEC publication
Le prix interne du carbone : un outil puissant pour les entreprises
EDHEC Risk Climate Impact Institute, EDHEC VOX, April 2024 - 24.04.2024 - EDHEC publication
How to think about climate change?
EDHEC Risk Climate Impact Institute, EDHEC VOX, April 2024 - 01.04.2024 - EDHEC publication
Spring 2024 - EDHEC-Risk Climate supplement to Investment & Pensions Europe (IPE)
EDHEC Risk Climate Impact Institute, EDHEC-Risk Climate Impact Institute Publication, April 2024 - 01.04.2024 - EDHEC publication
Dealing with Climate Change: Asset Pricing Implications of Monetary and Fiscal Choices
EDHEC Risk Climate Impact Institute, EDHEC-Risk Climate Impact Institute Publication, April 2024 - 01.04.2024 - EDHEC publication
How Can Strategic Investors Deal with Climate Uncertainty?
EDHEC Risk Climate Impact Institute, EDHEC-Risk Climate Impact Institute Publication, April 2024 - 01.04.2024 - Article in a peer reviewed journal
Private Equity Performance around the World
Financial Analysts Journal, Volume 2, April 2024 - 01.04.2024 - EDHEC publication
Spring 2024 - EDHEC-Risk Climate supplement to Investment & Pensions Europe (IPE)
EDHEC Risk Climate Impact Institute, EDHEC-Risk Climate Impact Institute Publication, April 2024 - 01.04.2024 - Article in a peer reviewed journal
Value versus Values: What Is the Sign of the Climate Risk Premium?
Journal of Portfolio Management, Volume 50, April 2024, Pages 24 - 39 - 01.04.2024 - EDHEC publication
Climate Salience and the Demand for Green Stocks by Mutual Funds Around the World
EDHEC Risk Climate Impact Institute, EDHEC-Risk Climate Impact Institute Publication, April 2024 - 01.04.2024 - EDHEC publication
Internal Carbon Pricing: Impact or Greenwashing?
EDHEC Risk Climate Impact Institute, EDHEC-Risk Climate Impact Institute Publication, April 2024 - 01.04.2024 - EDHEC publication
Spring 2024 - EDHEC-Risk Climate supplement to Investment & Pensions Europe (IPE)
EDHEC Risk Climate Impact Institute, EDHEC-Risk Climate Impact Institute Publication, April 2024 - 13.03.2024 - EDHEC publication
Is it enough to understand our mutual challenges to be able to address them?
EDHEC VOX, March 2024 - 01.03.2024 - Article in a peer reviewed journal
Can the Returns of Real Treasuries (TIPS) Be Predicted?
Journal of Fixed Income, Volume 33, March 2024, Pages 6 - 17 - 30.01.2024 - EDHEC publication
Climate Scenario Analysis and Stress Testing for Investors: A Probabilistic Approach
EDHEC Risk Climate Impact Institute, EDHEC-Risk Climate Impact Institute Publication, January 2024 - 17.01.2024 - EDHEC publication
- 17.01.2024 - EDHEC publication
- 17.01.2024 - EDHEC publication
- 17.01.2024 - EDHEC publication
- 16.01.2024 - EDHEC publication
Why EDHEC Business School is a major player in Sustainable Finance
EDHEC Risk Climate Impact Institute, EDHEC VOX, January 2024 - 16.01.2024 - EDHEC publication
Meet Riccardo Rebonato, a fusion of science and finance
EDHEC Risk Climate Impact Institute, EDHEC VOX, January 2024