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448 results

15.12.2023 - Article in a peer reviewed journal

Linking Frequentist and Bayesian Change-Point Methods

Arnaud Dufays, David Ardia, Carlos Ordas Criado

2023 Journal of Business and Economic Statistics, December 2023

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30.11.2023 - Article in a peer reviewed journal

Back to the funding ratio! Addressing the duration puzzle and retirement income risk of defined contribution pension plans

Lionel Martellini, Daniel Mantill, Miguel A. Martinez-Carrasco, Manuel E. Garcia-Huitrón

2023 Journal of Banking and Finance, Volume 159, November 2023, Pages 1 - 22

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27.11.2023 - EDHEC publication

[Podcast] Short-term climate stresses and long-term expectations: Are markets asleep at the wheel?

Riccardo Rebonato

2023 EDHEC Risk Climate Impact Institute, EDHEC VOX, November 2023

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22.11.2023 - EDHEC publication

Portfolio losses from climate damages: a guide for long-term investors

Riccardo Rebonato

2023 EDHEC Risk Climate Impact Institute, EDHEC-Risk Climate Impact Institute Publication, November 2023

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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”

Hamid Boustanifar

2023 EDHEC VOX, November 2023

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07.11.2023 - EDHEC publication

Value versus Values: What Is the Sign of the Climate Risk Premium?

Riccardo Rebonato

2023 EDHEC Risk Climate Impact Institute, EDHEC-Risk Climate Impact Institute Publication, November 2023

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01.11.2023 - Article in a peer reviewed journal

Asleep at the Wheel? The Risk of Sudden Price Adjustments for Climate Risk

Riccardo Rebonato

2023 Journal of Portfolio Management, Volume 50, November 2023, Pages 113 - 133

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31.10.2023 - Article in a peer reviewed journal

Precision Investing: On the Optimal Design of Personalized Performance Portfolios for Liability-Driven Investors

Lionel Martellini, Nicole Beevers, Hannes Du Plessis

2023 Journal of Portfolio Management, Volume 50, October 2023, Pages 82 - 105

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30.10.2023 - EDHEC publication

Pourquoi les fonds d’investissement dits « responsables » ne sont pas forcément plus vertueux que les autres

Mirco Rubin, Ioana Popescu, Thomas Gibon

2023 EDHEC VOX, October 2023

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15.10.2023 - Article in a non peer reviewed journal

Smoke and Mirrors: A look inside ESG fund portfolios

Mirco Rubin

2023 Voxeu, Volume 1, October 2023

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15.10.2023 - EDHEC publication

Why We Need a New Generation of Climate Scenarios

Riccardo Rebonato

2023 EDHEC Risk Climate Impact Institute, EDHEC-Risk Climate Impact Institute Publication, October 2023

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09.10.2023 - Article in a peer reviewed journal

CEO wealth and cross-border acquisitions by SMEs

Hamid Boustanifar, Zhang Danielle, Zilja Flladina, Gabriel Benito

2023 International Business Review, October 2023

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01.10.2023 - Article in a peer reviewed journal

Asleep at the Wheel? The Risk of Sudden Price Adjustments for Climate Risk

Riccardo Rebonato

2023 Journal of Portfolio Management, Volume 50, October 2023, Pages 113 - 133

Read more
01.08.2023 - Article in a peer reviewed journal

The Q-Measure Dynamics of Forward Rates

Riccardo Rebonato

2023 Annual Review of Financial Economics, Volume 50, August 2023, Pages 493 - 522

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27.07.2023 - Article in a peer reviewed journal

The disappearing profitability of volatility-managed equity factors

TIMOTHEOS ANGELIDIS, Nikolaos Tessaromatis

2023 Journal of Financial Markets, Volume 65, July 2023

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20.07.2023 - Article in a peer reviewed journal

Can Representativeness Explain the Predictability of Treasury Bonds Returns?

Riccardo Rebonato, Riccardo Ronzani

2023 Journal of Fixed Income, July 2023

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04.07.2023 - Working paper

Asleep at the Wheel? The Risk of Sudden Price Adjustments for Climate Risk

Riccardo Rebonato

2023 EDHEC-Risk Climate working paper, July 2023

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21.06.2023 - EDHEC publication

3 questions to Riccardo Rebonato on the Climate Risk Premium

Riccardo Rebonato

2023 EDHEC Risk Climate Impact Institute, EDHEC VOX, June 2023

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20.06.2023 - EDHEC publication

Comment les spéculateurs tirent profit des turbulences bancaires

Teodor Dyakov

2023 EDHEC VOX, June 2023

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05.06.2023 - EDHEC publication

L’activisme actionnarial, un levier de création de valeur pour les entreprises

Enrique Schroth

2023 EDHEC VOX, June 2023

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26.05.2023 - Article in a peer reviewed journal

Robust Management of Climate Risk Damages

Riccardo Rebonato, et al.

2023 Risk Management, Volume 25, May 2023, Pages 14 - 57

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25.05.2023 - Article in a peer reviewed journal

Does the Cochrane-Piazzesi Factor Predict? An International Resampling Perspective

Riccardo Rebonato

2023 Journal of Fixed Income, Volume 32, May 2023, Pages 60 - 75

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15.05.2023 - EDHEC publication

Finance and Climate Action – Perspectives from the Sixth Assessment Report

Gianfranco Gianfrate

2023 EDHEC Risk Climate Impact Institute, EDHEC-Risk Climate Impact Institute Publication, May 2023

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15.05.2023 - EDHEC publication

Rolling the DICE at Thirty - Can Integrated Assessment Models be Made Fit for Investment Purposes?

Riccardo Rebonato

2023 EDHEC Risk Climate Impact Institute, EDHEC-Risk Climate Impact Institute Publication, May 2023

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09.05.2023 - Article in a peer reviewed journal

Zero leverage puzzle: Do labour laws matter?

Hamid Boustanifar, Arnt Verriest

2023 European Financial Management, Volume 29, May 2023, Pages 1119 - 1159

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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"

Hamid Boustanifar

2023 Journal of International Financial Management and Accounting, Volume 34, May 2023, Pages 378 - 383

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19.04.2023 - Working paper

Time-varying Environmental Betas and Latent Green Factors

Emanuele Chini, Mirco Rubin

2023 EDHEC-Risk Climate working paper, April 2023

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13.04.2023 - EDHEC publication

4 questions à Arnaud Dufays sur le rôle des relations sociales dans la motivation à poursuivre des études supérieures

Arnaud Dufays

2023 EDHEC VOX, April 2023

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10.04.2023 - Article in a peer reviewed journal

Risks and Returns in Crowdlending

Gianfranco Gianfrate, Saman Adhami, Sofia Johan

2023 Eurasian Business Review, Volume Volume 13, April 2023, Pages 309 - 340

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23.03.2023 - EDHEC publication

3 questions to Gianfranco Gianfrate on the risks associated with crowdlending

Gianfranco Gianfrate

2023 EDHEC VOX, March 2023

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16.03.2023 - EDHEC publication

EDHEC Climate and Finance special issue

Riccardo Rebonato, Vincent Bouchet, Benoit Vaucher, Benjamin Herzog, Noël Amenc, Frédéric Blanc-Brude, Emanuele Chini, Dominic O'Kane

2023 EDHEC Risk Climate Impact Institute, EDHEC-Risk Climate Impact Institute Publication, March 2023

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16.03.2023 - EDHEC publication

4 questions to Teodor Dyakov on the failure of the Silicon Valley Bank

Teodor Dyakov

2023 EDHEC VOX, March 2023

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01.02.2023 - Article in a peer reviewed journal

Money Illusion and TIPS Demand

Abraham Lioui

2023 Journal of Money, Credit and Banking, Volume 55, February 2023, Pages 171 - 214

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06.01.2023 - 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”

Hamid Boustanifar

2023 Journal of International Financial Management and Accounting, Volume 34, January 2023, Pages 378 - 383

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01.01.2023 - Chapter publication

Cost of capital and climate risks

Gianfranco Gianfrate

2023 Elgar, New York, January 2023

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12.12.2022 - Chapter publication

Technology diversification in mini-grids portfolios

Gianfranco Gianfrate

2022 Singapore, December 2022

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12.12.2022 - EDHEC publication

To halt global warming, forget net-zero: aim for net-negative

Riccardo Rebonato

2022 EDHEC Risk Climate Impact Institute, EDHEC VOX, December 2022

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01.11.2022 - Article in a peer reviewed journal

Improving Interest Rate Risk Hedging Strategies through Regularization

Lionel Martellini, Vincent Milhau, Daniel Mantill

2022 Financial Analysts Journal, Volume 78, November 2022

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01.10.2022 - Article in a peer reviewed journal

Climate Output at Risk

Riccardo Rebonato, Lionel Melin

2022 Journal of Portfolio Management, Volume 49, October 2022

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22.08.2022 - Article in a peer reviewed journal

Peer-induced beliefs regarding college participation

Arnaud Dufays, Vincent Boucher, F. Antoine Dedewanou

2022 Economics of Education Review, Volume 90, October 2022, Pages 1 - 15

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17.06.2022 - Article in a peer reviewed journal

What is Missing in Asset-Pricing Factor Models?

Massimo Dello Preite, Raman Uppal, Paolo Zaffaroni, Irina Zviadadze

2022 SSRN, June 2022

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09.06.2022 - Article in a peer reviewed journal

Better Kept in the Dark? Portfolio Disclosure and Agency Problems in Mutual Funds

Teodor Dyakov, Buhui Qiu Buhui, Harford Jarrad

2022 Journal of Financial and Quantitative Analysis, Volume 57, June 2022, Pages 1529 - 1563

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03.05.2022 - Article in a peer reviewed journal

Employee Satisfaction and Long-run Stock Returns, 1984-2020

Hamid Boustanifar, Kang Young Dae

2022 Financial Analysts Journal, June 2022, Pages 1 - 38

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02.05.2022 - Article in a peer reviewed journal

Forecasting the Long-Term Equity Premium for Asset Allocation

Nikolaos Tessaromatis, Athanasios Sakkas

2022 Financial Analysts Journal, May 2022, Pages 1 - 53

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12.04.2022 - Article in a peer reviewed journal

The finance of climate change

Gianfranco Gianfrate, Calvet

2022 Journal of Corporate Finance, Volume 73, May 2022, Pages 1 - 4

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30.03.2022 - EDHEC publication

ESG & obligations souveraines : un nouveau paradigme ?

Lionel Martellini

2022 EDHEC Risk Institute, EDHEC VOX, March 2022

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30.03.2022 - Article in a peer reviewed journal

Chasing the ESG factor

Abraham Lioui, Andrea Tarelli

2022 Journal of Banking and Finance, Volume 139, April 2022, Pages 1 - 24

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01.03.2022 - Article in a peer reviewed journal

Bankruptcy Reform, Credit Availability, and Financial Distress

Hamid Boustanifar

2022 Finance, March 2022, Pages 1 - 64

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01.03.2022 - Article in a peer reviewed journal

Taking chances? The effect of CEO risk propensity on firms’ risky internationalization decisions

Hamid Boustanifar, Zajac Edward, Zilja Flladina

2022 Journal of International Business Studies, Volume 53, March 2022, Pages 302 - 325

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01.03.2022 - Article in a peer reviewed journal

Risk Parity and Beyondâ€”From Asset Allocation to Risk Allocation Decisions

Lionel Martellini

2022 Journal of Portfolio Management, March 2022

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