Faculty Research Expertise
- 24.04.2026 - Article in a peer reviewed journal
Which Carbon Factor ?
Journal of Banking and Finance, Volume 188, April 2026, Pages 1 - 23 - 04.04.2026 - Article in a peer reviewed journal
- 17.03.2026 - EDHEC publication
- 17.03.2026 - EDHEC publication
- 17.03.2026 - EDHEC publication
- 16.03.2026 - EDHEC publication
“On the shoulders of…” Luc Bauwens (UCLouvain), by Arnaud Dufays (EDHEC)
EDHEC VOX, March 2026 - 16.02.2026 - Article in a peer reviewed journal
Management Disclosure and Media Coverage
Journal of Financial and Quantitative Analysis, February 2026 - 12.02.2026 - EDHEC publication
Estimated, not reported: the hidden weakness in (most) climate finance data
EDHEC VOX, February 2026 - 23.01.2026 - EDHEC publication
À la rencontre de Lionel Martellini, directeur de l'EDHEC Quantum Institute, qui crée des ponts entre la physique et la finance
EDHEC Quantum Institute, EDHEC VOX, January 2026 - 18.12.2025 - Article in a peer reviewed journal
Numerical perspectives on the rebalancing premium
Quantitative Finance, Volume 25, December 2025, Pages 2021 - 2034 - 01.12.2025 - Article in a peer reviewed journal
Why Does the Cochrane-Piazzesi Model Predict Treasury Returns?
Journal of Empirical Finance, Volume 84, December 2025, Pages 1 - 37 - 29.09.2025 - Article in a peer reviewed journal
- 01.09.2025 - Article in a peer reviewed journal
What’s in a shade? The market relevance of green bonds’ external reviews
British Accounting Review, Volume 57, September 2025 - 05.08.2025 - Article in a peer reviewed journal
Holistic Goals-Based Investing Framework for Analyzing Efficient Retirement Investment Decisions in the Presence of Long-Term Care Risk
Annals of Operations Research, August 2025 - 01.07.2025 - EDHEC publication
EDHEC-CLIRMAP: EDHEC-CLimate-Induced Regional MAcroimpacts Projector— A High-Level View
EDHEC Climate Institute, EDHEC Climate Institute Publication, July 2025 - 01.07.2025 - Article in a peer reviewed journal
Can Competition Increase Profits in Factor Investing?
Management Science, Volume 71, July 2025, Pages 5552 - 5571 - 19.06.2025 - EDHEC publication
The (significantly) underestimated financial costs of climate change
EDHEC Climate Institute, EDHEC VOX, June 2025 - 12.06.2025 - EDHEC publication
Meet Raman Uppal, a finance Professor who challenges certainties to advance knowledge
EDHEC VOX, June 2025 - 01.06.2025 - Article in a peer reviewed journal
Predicting commodity returns: Time series vs. cross sectional prediction models
Journal of Commodity Markets, Volume 38, June 2025 - 01.05.2025 - Article in a peer reviewed journal
Do Transition Costs or Physical Damages Impact Equity Valuation More?
Journal of Portfolio Management, Volume 51, May 2025, Pages 78 - 94 - 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 - 01.04.2025 - Article in a peer reviewed journal
- 01.04.2025 - Article in a peer reviewed journal
The Impact of Physical Climate Risk on the Valuation of Global Equity Assets
Environmental and Resource Economics, Volume 88, April 2025, Pages 857 - 894 - 01.04.2025 - Article in a peer reviewed journal
The Impact of Physical Climate Risk on the Valuation of Global Equity Assets
Environmental and Resource Economics, Volume 88, April 2025, Pages 857 - 894 - 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 - 01.03.2025 - Article in a peer reviewed journal
The Link Between Physical and Transition Climate Risk
Journal of Portfolio Management, 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 - 02.11.2024 - Article in a peer reviewed journal
Fast Filtering with Large Option Panels: Implications for Asset Pricing
Journal of Financial and Quantitative Analysis, November 2024, Pages 1 - 32 - 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 - 01.09.2024 - Article in a peer reviewed journal
The agency of greenwashing
Journal of Management and Governance, Volume 28, September 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 - 08.07.2024 - Article in a peer reviewed journal
- 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