EDHEC Publication

Intertemporal defaulted bond recoveries prediction via machine learning

Author(s) : Abdolreza Nazemi

European Journal of Operational Research, Volume 297, Issue 3, 16 March 2022, Pages 1162-1177

2022

Intertemporal defaulted bond recoveries prediction via machine learning

Author(s) : Friedrich Baumann

European Journal of Operational Research, Volume 297, Issue 3, 16 March 2022, Pages 1162-1177

2022

Intertemporal defaulted bond recoveries prediction via machine learning

Author(s) : Frank J. Fabozzi

European Journal of Operational Research, Volume 297, Issue 3, 16 March 2022, Pages 1162-1177

2022

Institutional Investors and Corporate Carbon Footprint: Global Evidence

Author(s) : Gianfranco Gianfrate

Climate-aware institutional investors are assumed to affect the transition towards a low carbon economy by exercising their prerogatives as owners of...

2021

Institutional Investors and Corporate Carbon Footprint: Global Evidence

Author(s) : Tim Kievid

Climate-aware institutional investors are assumed to affect the transition towards a low carbon economy by exercising their prerogatives as owners of...

2021

Institutional Investors and Corporate Carbon Footprint: Global Evidence

Author(s) : Angelo Nunnari

Climate-aware institutional investors are assumed to affect the transition towards a low carbon economy by exercising their prerogatives as owners of...

2021

Doing Good or Feeling Good? Detecting Greenwashing in Climate Investing

Author(s) : Noël Amenc

In this study, the authors identify greenwashing risks in the construction of portfolios that represent popular climate strategies, especially those...

2021

Doing Good or Feeling Good? Detecting Greenwashing in Climate Investing

Author(s) : Felix Goltz

In this study, the authors identify greenwashing risks in the construction of portfolios that represent popular climate strategies, especially those...

2021

Doing Good or Feeling Good? Detecting Greenwashing in Climate Investing

Author(s) : Victor Liu

In this study, the authors identify greenwashing risks in the construction of portfolios that represent popular climate strategies, especially those...

2021

TaxTech: la fonction fiscale est-elle en cours de digitalisation ?

Author(s) : Emmanuelle Deglaire

2021

Benefits of Open Architecture and Multi-Management in Real Estate Markets— Evidence from French Nonlisted Investment Trusts

Author(s) : Béatrice Guedj

This publication was produced in partnership with Swiss Life Asset Managers France as part of the “Real Estate in Modern Investment Solutions”...

2021

Benefits of Open Architecture and Multi-Management in Real Estate Markets— Evidence from French Nonlisted Investment Trusts

Author(s) : Lionel Martellini

This publication was produced in partnership with Swiss Life Asset Managers France as part of the “Real Estate in Modern Investment Solutions”...

2021

Benefits of Open Architecture and Multi-Management in Real Estate Markets— Evidence from French Nonlisted Investment Trusts

Author(s) : Shahyar Safaee

This publication was produced in partnership with Swiss Life Asset Managers France as part of the “Real Estate in Modern Investment Solutions”...

2021

What Drives Robo-Advice?

Author(s) : Bernd Scherer

The promise of robo-advisory firms is to provide low cost access to diversified portfolios built in accordance with the academic literature on...

2021

What Drives Robo-Advice?

Author(s) : Sebastian Lehner

The promise of robo-advisory firms is to provide low cost access to diversified portfolios built in accordance with the academic literature on...

2021

Investor Experience and Portfolio Choice: Regulatory Costs from MiFID II

Author(s) : Bernd Scherer

MiFID II forces banks and wealth managers to ask clients for their investment knowledge and experience. The implied regulatory view is that less...

2021

Investor Experience and Portfolio Choice: Regulatory Costs from MiFID II

Author(s) : Sebastian Lehner

MiFID II forces banks and wealth managers to ask clients for their investment knowledge and experience. The implied regulatory view is that less...

2021

Measuring and Managing ESG Risks in Sovereign Bond Portfolios and Implications for Sovereign Debt Investing

Author(s) : Lionel Martellini

This study, “Measuring and Managing ESG Risks in Sovereign Bond Portfolios and Implications for Sovereign Debt Investing" demonstrates that...

2021

Measuring and Managing ESG Risks in Sovereign Bond Portfolios and Implications for Sovereign Debt Investing

Author(s) : Lou-Salomé Vallée

This study, “Measuring and Managing ESG Risks in Sovereign Bond Portfolios and Implications for Sovereign Debt Investing" demonstrates that...

2021

Risk Optimizations on Basis Portfolios: The Role of Sorting

Author(s) : Marie Lambert

This paper investigates the mean-variance and diversification properties of risk-based strategies performed on style or basis portfolios. We show...

2020

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About EDHEC

Operating from campuses in Lille, Nice, Paris, London and Singapore, EDHEC is one of the top 10 European business schools. Fully international and directly connected to the business world, EDHEC is a school for business, rather than a business school, where excellence in teaching and research focuses on innovation to stimulate entrepreneurship and creativity. EDHEC functions as a genuine laboratory of ideas and produces innovative solutions valued by businesses. The School’s teaching philosophy, inspired by its award-winning research activities, focuses on “learning by doing”.

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