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Working paper

Private and Public Schools: A Spatial Analysis of Social Segregation in France

Author(s) : Pierre Courtioux

This article provides a geographical and urban analysis of the contribution of di⁄erences in enrollment between the public and private sectors to...

2018

Private and Public Schools: A Spatial Analysis of Social Segregation in France

Author(s) : Pierre Courtioux

This article provides a geographical and urban analysis of the contribution of di⁄erences in enrollment between the public and private sectors to...

2018

Private and Public Schools: A Spatial Analysis of Social Segregation in France

Author(s) : Tristan-Pierre Maury

This article provides a geographical and urban analysis of the contribution of di⁄erences in enrollment between the public and private sectors to...

2018

Private and Public Schools: A Spatial Analysis of Social Segregation in France

Author(s) : Tristan-Pierre Maury

This article provides a geographical and urban analysis of the contribution of di⁄erences in enrollment between the public and private sectors to...

2018

Factoring Characteristics into Returns: A Clinical Approach to Fama-French Portfolio Decomposition

Author(s) : Boris Fays

This paper thoroughly analyses competing construction methods for factoring characteristics into returns. We show the importance of ensuring a proper...

2018

Factoring Characteristics into Returns: A Clinical Approach to Fama-French Portfolio Decomposition

Author(s) : Georges Hübner

This paper thoroughly analyses competing construction methods for factoring characteristics into returns. We show the importance of ensuring a proper...

2018

Factoring Characteristics into Returns: A Clinical Approach to Fama-French Portfolio Decomposition

Author(s) : Marie Lambert

This paper thoroughly analyses competing construction methods for factoring characteristics into returns. We show the importance of ensuring a proper...

2018

Are You Rich Enough for A (Single) Family Office

Author(s) : Bernd Scherer

Are you rich enough for a family office? Focusing purely on the financial economics of a family office, we derive the minimum assets under management...

2018

Inferring Petroleum-Complex Fundamentals

Author(s) : Hilary Till

This paper will discuss inferring crude-oil-market fundamentals through price-relationship data, largely through the perspective of a commodity...

2018

Inferring Petroleum-Complex Fundamentals

Author(s) : Joseph Eagleeye

This paper will discuss inferring crude-oil-market fundamentals through price-relationship data, largely through the perspective of a commodity...

2018

Factor-Based Commodity Investing

Author(s) : Athanasios Sakkas

A multi-factor commodity portfolio combining the high momentum, low basis and high basismomentum commodity factor portfolios significantly,...

2018

Factor-Based Commodity Investing

Author(s) : Nikolaos Tessaromatis

A multi-factor commodity portfolio combining the high momentum, low basis and high basismomentum commodity factor portfolios significantly,...

2018

Hedge Fund Styles and Macroeconomic Uncertainty

Author(s) : Marie Lambert

This paper examines the dynamic trading strategies implemented by hedge fund managers using a Kalman filter of hedge fund betas across styles.

2017

Hedge Fund Styles and Macroeconomic Uncertainty

Author(s) : Federico Platania

This paper examines the dynamic trading strategies implemented by hedge fund managers using a Kalman filter of hedge fund betas across styles.

2017

What do measures of real-time corporate sales tell us about earnings surprises and post-announcement returns?

Author(s) : Kenneth Froot

We develop real-time proxies of retail corporate sales from multiple sources, including ~50 million mobile devices. These measures contain...

2017

What do measures of real-time corporate sales tell us about earnings surprises and post-announcement returns?

Author(s) : Namhco Kang

We develop real-time proxies of retail corporate sales from multiple sources, including ~50 million mobile devices. These measures contain...

2017

What do measures of real-time corporate sales tell us about earnings surprises and post-announcement returns?

Author(s) : Gideon Ozik

We develop real-time proxies of retail corporate sales from multiple sources, including ~50 million mobile devices. These measures contain...

2017

What do measures of real-time corporate sales tell us about earnings surprises and post-announcement returns?

Author(s) : Ronnie Sadka

We develop real-time proxies of retail corporate sales from multiple sources, including ~50 million mobile devices. These measures contain...

2017

The MF Global Debacle: What were the Red Flags?

Author(s) : Hilary Till

The author presented an abbreviated version of this paper during presentations at the Commodity and Energy Markets Conference at Oxford University on...

2017

Predicting Risk Premia for Treasury Bonds: The ERI Risk Premium Monitor

Author(s) : Riccardo Rebonato

Investors in the Treasury market often observe an upward-sloping yield curve.1 This means that, by assuming ‘duration risk’, they can very often...

2017

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About EDHEC

Operating from campuses in Lille, Nice, Paris, London and Singapore, EDHEC is one of the top 15 European business schools, ranked 1st worldwide for its Master in Finance. 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. For business from birth and dedicated to business, EDHEC makes entrepreneurs for life, able to remodel or create successful businesses wherever they work.
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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