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.
- 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 - 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 - 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
A look at the importance of certifying “green” credentials for corporate debt
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 - 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
How Can Strategic Investors Deal with Climate Uncertainty?
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 - 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 - Article in a peer reviewed journal
Private Equity Performance around the World
Financial Analysts Journal, Volume 2, April 2024 - 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
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
Internal Carbon Pricing: Impact or Greenwashing?
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 - 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