PhD faculty has an outstanding track record of publications in and editing for the most respected journals in financial economics. The bulk of these have appeared in the most competitive and influential mainstream journals, but some articles have also been published by more specialised and practitioner-oriented scientific publications.
- 31.12.2024 - 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 - 24.04.2024 - EDHEC publication
How to think about climate change?
EDHEC Risk Climate Impact Institute, EDHEC VOX, April 2024 - 16.04.2024 - Article in a peer reviewed journal
- 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 - 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
Meet Riccardo Rebonato, a fusion of science and finance
EDHEC Risk Climate Impact Institute, EDHEC VOX, January 2024 - 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 - 15.01.2024 - Book publication
How To Think About Climate Change - Insights from Economics for the Perplexed but Open-minded Citizen
CUP, Cambridge University Press, January 2024 - 11.01.2024 - EDHEC publication
Tackling greenwashing in the classroom and beyond
EDHEC Risk Climate Impact Institute, EDHEC VOX, January 2024 - 04.01.2024 - EDHEC publication
How can financial tools help companies to innovate responsibly and create value for stakeholders?
EDHEC Risk Climate Impact Institute, EDHEC VOX, January 2024 - 15.12.2023 - Article in a peer reviewed journal
Linking Frequentist and Bayesian Change-Point Methods
Journal of Business and Economic Statistics, December 2023 - 27.11.2023 - EDHEC publication
[Podcast] Short-term climate stresses and long-term expectations: Are markets asleep at the wheel?
EDHEC Risk Climate Impact Institute, EDHEC VOX, November 2023 - 22.11.2023 - EDHEC publication
Portfolio losses from climate damages: a guide for long-term investors
EDHEC Risk Climate Impact Institute, EDHEC-Risk Climate Impact Institute Publication, November 2023 - 20.11.2023 - EDHEC publication
Hamid Boustanifar: “Our students will learn company valuation […] and how to set up optimal financing policies for a firm or an acquisition”
EDHEC VOX, November 2023 - 07.11.2023 - EDHEC publication
Value versus Values: What Is the Sign of the Climate Risk Premium?
EDHEC Risk Climate Impact Institute, EDHEC-Risk Climate Impact Institute Publication, November 2023 - 31.10.2023 - Article in a peer reviewed journal
Precision Investing: On the Optimal Design of Personalized Performance Portfolios for Liability-Driven Investors
Journal of Portfolio Management, Volume 50, October 2023, Pages 82 - 105 - 30.10.2023 - EDHEC publication
Pourquoi les fonds d’investissement dits « responsables » ne sont pas forcément plus vertueux que les autres
EDHEC VOX, October 2023 - 28.10.2023 - Article in a peer reviewed journal
What’s in a shade? The market relevance of green bonds’ external reviews
British Accounting Review, October 2023 - 15.10.2023 - Article in a non peer reviewed journal
- 15.10.2023 - Article in a non peer reviewed journal
- 09.10.2023 - Article in a peer reviewed journal
CEO wealth and cross-border acquisitions by SMEs
International Business Review, October 2023 - 01.10.2023 - Article in a peer reviewed journal
Asleep at the Wheel? The Risk of Sudden Price Adjustments for Climate Risk
Journal of Portfolio Management, Volume 50, October 2023, Pages 113 - 133 - 12.09.2023 - Article in a peer reviewed journal
- 04.09.2023 - Article in a peer reviewed journal
Structural VAR Models in the Frequency Domain
Journal of Econometrics, Volume 236, September 2023, Pages 105466-1 - 105466-24 - 01.08.2023 - Article in a peer reviewed journal
The Q-Measure Dynamics of Forward Rates
Annual Review of Financial Economics, Volume 50, August 2023, Pages 493 - 522 - 27.07.2023 - Article in a peer reviewed journal
The disappearing profitability of volatility-managed equity factors
Journal of Financial Markets, Volume 65, July 2023 - 20.07.2023 - Article in a peer reviewed journal
Can Representativeness Explain the Predictability of Treasury Bonds Returns?
Journal of Fixed Income, July 2023 - 04.07.2023 - Working paper
Asleep at the Wheel? The Risk of Sudden Price Adjustments for Climate Risk
EDHEC-Risk Climate working paper, July 2023 - 01.07.2023 - Article in a peer reviewed journal
- 01.07.2023 - Article in a peer reviewed journal
Soccer Labour Market Equilibrium and Efficient Training of Talents
European Economic Review, Volume 156, July 2023, Pages 1 - 23 - 21.06.2023 - EDHEC publication
3 questions to Riccardo Rebonato on the Climate Risk Premium
EDHEC Risk Climate Impact Institute, EDHEC VOX, June 2023 - 20.06.2023 - EDHEC publication
- 05.06.2023 - EDHEC publication
L’activisme actionnarial, un levier de création de valeur pour les entreprises
EDHEC VOX, June 2023 - 26.05.2023 - Article in a peer reviewed journal
- 25.05.2023 - Article in a peer reviewed journal
Does the Cochrane-Piazzesi Factor Predict? An International Resampling Perspective
Journal of Fixed Income, Volume 32, May 2023, Pages 60 - 75 - 15.05.2023 - EDHEC publication
Rolling the DICE at Thirty - Can Integrated Assessment Models be Made Fit for Investment Purposes?
EDHEC Risk Climate Impact Institute, EDHEC-Risk Climate Impact Institute Publication, May 2023 - 15.05.2023 - EDHEC publication
Finance and Climate Action – Perspectives from the Sixth Assessment Report
EDHEC Risk Climate Impact Institute, EDHEC-Risk Climate Impact Institute Publication, May 2023 - 09.05.2023 - Article in a peer reviewed journal
Zero leverage puzzle: Do labour laws matter?
European Financial Management, Volume 29, May 2023, Pages 1119 - 1159 - 04.05.2023 - Article in a peer reviewed journal
An alternative to shareholder capitalism? A review of Alex Edmans "Grow the Pie: How Great Companies Deliver Both Purpose and Profit"
Journal of International Financial Management and Accounting, Volume 34, May 2023, Pages 378 - 383 - 19.04.2023 - Working paper
Time-varying Environmental Betas and Latent Green Factors
EDHEC-Risk Climate working paper, April 2023 - 13.04.2023 - EDHEC publication
4 questions à Arnaud Dufays sur le rôle des relations sociales dans la motivation à poursuivre des études supérieures
EDHEC VOX, April 2023 - 11.04.2023 - Working paper
Optimal Climate Policy with Negative Emissions
EDHEC-Risk Climate working paper, April 2023 - 10.04.2023 - Article in a peer reviewed journal
Risks and Returns in Crowdlending
Eurasian Business Review, Volume Volume 13, April 2023, Pages 309 - 340