Publications
An improved least squares Monte Carlo valuation method based on heteroscedasticity
European Journal of Operational Research, Volume 263, December 2017, Pages 698 - 706
Pricing Coupon Bond Options and Swaptions under the Two-Factor Hull-White Model
Journal of Fixed Income, Volume 27, October 2017, Pages 30 - 36
Commercial Real Estate Derivatives: The End or the Beginning
Journal of Portfolio Management, Volume 43, October 2017, Pages 179 - 186
Mapping the cooperative landscape: spatializing an intangible social capital variable
World Values Survey - Paper Series, Volume 9, January 2017, Pages 1 - 34
Top-down versus bottom-up multi-factor approaches
Investment & Pensions Europe (I&PE), Volume Special Report on Factor Investing, May 2017, Pages ? - ?
Effects of Spot Market Short-Sale Constraints on Index Futures Trading
Review of Finance, Volume 21, August 2017, Pages 1975 - 2005
Commodity Markets, Long-Run Predictability, and Intertemporal Pricing
Review of Finance, Volume 21, May 2017, Pages 1159 - 1188
Aggregate Effect of Serial Acquisitions and Divestitures on Enterprise Growth
Social Science Research Network, April 2017, Pages x1 - x2
On the functional estimation of multivariate diffusion processes
Econometric Theory, Volume 34, June 2018, Pages 896 - 946
Fuzzy decision fusion approach for loss-given-default modeling
European Journal of Operational Research, Volume 262, December 2017, Pages 780 - 791
A note on the valuation of asset management firms
Financial Markets and Portfolio Management , April 2017
International Fragmentation : Impacts and Prospects for Manufacturing, Marketing, Economy, and Growth.
April 2017
An Analysis of Alternative Bond Benchmarks
RESEARCH FOR INSTITUTIONAL MONEY MANAGEMENT - A Supplement to PENSIONS & INVESTMENTS, Volume 1, April 2017, Pages 1 - 30
Can Portfolio Rebalancing be a Source of Additional Performance?
RESEARCH FOR INSTITUTIONAL MONEY MANAGEMENT - A Supplement to PENSIONS & INVESTMENTS, Volume 1, April 2017, Pages 1 - 30
Risk and Performance Analysis: Distinguishing Factors from Attributes
EDHEC Risk Institute, EDHEC-Risk Institute publication, April 2017
when lobbyists become White House insiders
PRI, EDHEC VOX, April 2017
Changing the way we strategize
PRI, EDHEC Position paper, June 2017
EDHEC 2017 Family Business Conference, Family Business in the long run: The interplay between emotions and history
EDHEC Family Business, EDHEC VOX, April 2017
Are Smart Beta Strategies Appropriate for the Fixed Income Asset Class?
RESEARCH FOR INSTITUTIONAL MONEY MANAGEMENT - A Supplement to PENSIONS & INVESTMENTS, March 2017, Pages 1 - 30
Gemeinsam jagt es sich erfolgreicher
M&A Review, Volume 28, April 2017, Pages 96 - 101
Block Chain – Smart Contracts
Cahiers de Droit de l’Entreprise , April 2017
Décomposer les rendements privés de l’enseignement supérieur : une analyse par microsimulation dynamique du système socio-fiscal français
Économie et Prévision (articles académiques), Volume 2017/1, March 2017, Pages 69 - 94
The paradoxical effects of legal intervention over unethical information technology use: A rational choice theory perspective
Journal of Strategic Information Systems, Volume 26, March 2017, Pages 58 - 76
Legislative Sunrises: Transitions, Veiled Commitments, and Carbon Taxes
Edward Elgar, March 2017, Pages 130 - 147
Renovating the Efficiency of Common Law Hypothesis
Edward Elgar, March 2017, Pages 280 - 298
An Examinination of the Impact of the EU Ban on Naked Purchases of Sovereign Credit Default Swaps
Bankers, Markets & Investors (ex-Banque & Marchés), April 2017, Pages 25 - 35
Reduced-Form Affine Models with Stochastic
International Journal of Theoretical and Applied Finance, Volume 20, February 2017, Pages 1750027-1 - 1750027-38
Smart Beta Replication Costs
EDHEC Risk Institute, EDHEC-Risk Institute publication, March 2017
“Service Encounter 2.0”: An investigation into the roles of technology, employees and customers
Journal of Business Research, Volume 79, October 2017, Pages 238 - 246
Accounting for Cross-Factor Interactions in Multifactor Portfolios without Sacrificing Diversification and Risk Control
Journal of Portfolio Management, Volume 43, May 2017, Pages 99 - 114
EDHEC VOX
PRI, March 2017
The Impact of Solvency II Prudential Regulations on Property Financing in the Insurance Industry
EDHEC Value Creation Chair, EDHEC Position paper, March 2017
Dynamics of firm financial evolution and bankruptcy prediction
Expert Systems with Applications, June 2017, Pages 25 - 43
Pouquoi les industriels court circuitent les distributeurs ?
Blog HBR France, March 2018, Pages 1 - 2
Pourquoi les industriels court-circuitent les distributeurs
Other study and expert report, March 2017
Le droit et les juristes, vus par les dirigeants et les opérationnels Volet 2016
EDHEC Augmented Law Institute, EDHEC Augmented Law Institute Publication, March 2017
Multi-dimensional risk and performance analysis for equity portfolios
EDHEC Risk Institute, EDHEC-Risk Institute publication, March 2017
Le financement de l’enseignement supérieur
Idées économiques et sociales , Volume 2017/1, March 2017, Pages 27 - 34
Determinants of cash holdings in multinational corporation's foreign subsidiaries: U.S. subsidiaries in China
Corporate Governance: An International Review, Volume 25, March 2017, Pages 100 - 115
Smart beta strategies in fixed income
EDHEC Risk Institute, EDHEC-Risk Institute publication, March 2017
life cycle training and equilibrium unemployment
Labour Economics, Volume 50, March 2018, Pages 32 - 44
Strategic Planners in More Turbulent Times: The Changing Job Characteristics of Strategy Professionals, 1960–2003
Long Range Planning, Volume 50, March 2017, Pages 108 - 119
Measuring volatility pumping benefits in equity markets
EDHEC Risk Institute, EDHEC-Risk Institute publication, March 2017