Publications

3670 results
24.05.2017 - Article in a peer reviewed journal

An improved least squares Monte Carlo valuation method based on heteroscedasticity

European Journal of Operational Research, Volume 263, December 2017, Pages 698 - 706


23.05.2017 - Working paper

Commodities as Lotteries: Skewness and the Returns of Commodity Futures

May 2017


23.05.2017 - Working paper

Crude Oil Futures Markets: Are the Benefits of “Roll Yield” Real?

May 2017


23.05.2017 - Working paper

Long-Short Commodity Investing: A Review of the Literature

May 2017


16.05.2017 - Article in a peer reviewed journal

Pricing Coupon Bond Options and Swaptions under the Two-Factor Hull-White Model

Journal of Fixed Income, Volume 27, October 2017, Pages 30 - 36


08.05.2017 - Article in a peer reviewed journal

Commercial Real Estate Derivatives: The End or the Beginning

Journal of Portfolio Management, Volume 43, October 2017, Pages 179 - 186


04.05.2017 - Article in a peer reviewed journal

Mapping the cooperative landscape: spatializing an intangible social capital variable

World Values Survey - Paper Series, Volume 9, January 2017, Pages 1 - 34


01.05.2017 - Article in a non peer reviewed journal

Top-down versus bottom-up multi-factor approaches

Investment & Pensions Europe (I&PE), Volume Special Report on Factor Investing, May 2017, Pages ? - ?


01.05.2017 - Article in a peer reviewed journal

Effects of Spot Market Short-Sale Constraints on Index Futures Trading

Review of Finance, Volume 21, August 2017, Pages 1975 - 2005


01.05.2017 - Article in a peer reviewed journal

Commodity Markets, Long-Run Predictability, and Intertemporal Pricing

Review of Finance, Volume 21, May 2017, Pages 1159 - 1188


30.04.2017 - Article in a peer reviewed journal

Individualization of Robo-Advice

The Journal of Wealth Management , April 2017


19.04.2017 - Article in a peer reviewed journal

Excess Idle Time

Econometrica, Volume 85, November 2017, Pages 1793 - 1846


18.04.2017 - Article in a peer reviewed journal

Aggregate Effect of Serial Acquisitions and Divestitures on Enterprise Growth

Social Science Research Network, April 2017, Pages x1 - x2


15.04.2017 - Article in a peer reviewed journal

On the functional estimation of multivariate diffusion processes

Econometric Theory, Volume 34, June 2018, Pages 896 - 946


04.04.2017 - Article in a peer reviewed journal

Fuzzy decision fusion approach for loss-given-default modeling

European Journal of Operational Research, Volume 262, December 2017, Pages 780 - 791


04.04.2017 - Article in a peer reviewed journal

A note on the valuation of asset management firms

Financial Markets and Portfolio Management , April 2017


04.04.2017 - Book publication

International Fragmentation : Impacts and Prospects for Manufacturing, Marketing, Economy, and Growth.

April 2017


03.04.2017 - Article in a non peer reviewed journal

An Analysis of Alternative Bond Benchmarks

RESEARCH FOR INSTITUTIONAL MONEY MANAGEMENT - A Supplement to PENSIONS & INVESTMENTS, Volume 1, April 2017, Pages 1 - 30


03.04.2017 - Article in a non peer reviewed journal

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


03.04.2017 - EDHEC publication

Risk and Performance Analysis: Distinguishing Factors from Attributes

EDHEC Risk Institute, EDHEC-Risk Institute publication, April 2017


03.04.2017 - EDHEC publication

when lobbyists become White House insiders

PRI, EDHEC VOX, April 2017


03.04.2017 - EDHEC publication

Changing the way we strategize

PRI, EDHEC Position paper, June 2017


03.04.2017 - EDHEC publication

EDHEC 2017 Family Business Conference, Family Business in the long run: The interplay between emotions and history

EDHEC Family Business, EDHEC VOX, April 2017


03.04.2017 - Article in a non peer reviewed journal

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


03.04.2017 - Article in a peer reviewed journal

Gemeinsam jagt es sich erfolgreicher

M&A Review, Volume 28, April 2017, Pages 96 - 101


01.04.2017 - Article in a peer reviewed journal

Block Chain – Smart Contracts

Cahiers de Droit de l’Entreprise , April 2017


31.03.2017 - Book publication

The Timing of Lawmaking

Edward Elgar, March 2017


31.03.2017 - Article in a peer reviewed journal

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


31.03.2017 - Article in a peer reviewed journal

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


31.03.2017 - Chapter publication

Legislative Sunrises: Transitions, Veiled Commitments, and Carbon Taxes

Edward Elgar, March 2017, Pages 130 - 147


31.03.2017 - Chapter publication

Renovating the Efficiency of Common Law Hypothesis

Edward Elgar, March 2017, Pages 280 - 298


21.03.2017 - Article in a peer reviewed journal

SPACs: post-merger survival

Managerial Finance, Volume 43, June 2017, Pages 679 - 699


20.03.2017 - Article in a peer reviewed journal

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


20.03.2017 - Article in a peer reviewed journal

Reduced-Form Affine Models with Stochastic

International Journal of Theoretical and Applied Finance, Volume 20, February 2017, Pages 1750027-1 - 1750027-38


16.03.2017 - EDHEC publication

Smart Beta Replication Costs

EDHEC Risk Institute, EDHEC-Risk Institute publication, March 2017


15.03.2017 - Article in a peer reviewed journal

“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


15.03.2017 - Article in a peer reviewed journal

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


14.03.2017 - EDHEC publication

EDHEC VOX

PRI, March 2017


14.03.2017 - EDHEC publication

The Impact of Solvency II Prudential Regulations on Property Financing in the Insurance Industry

EDHEC Value Creation Chair, EDHEC Position paper, March 2017


10.03.2017 - Article in a peer reviewed journal

Dynamics of firm financial evolution and bankruptcy prediction

Expert Systems with Applications, June 2017, Pages 25 - 43


08.03.2017 - Article in a non peer reviewed journal

Pouquoi les industriels court circuitent les distributeurs ?

Blog HBR France, March 2018, Pages 1 - 2


08.03.2017 - EDHEC publication

Pourquoi les industriels court-circuitent les distributeurs

Other study and expert report, March 2017


02.03.2017 - EDHEC publication

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


01.03.2017 - EDHEC publication

Multi-dimensional risk and performance analysis for equity portfolios

EDHEC Risk Institute, EDHEC-Risk Institute publication, March 2017


01.03.2017 - Article in a non peer reviewed journal

Le financement de l’enseignement supérieur

Idées économiques et sociales , Volume 2017/1, March 2017, Pages 27 - 34


01.03.2017 - Article in a peer reviewed journal

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


01.03.2017 - EDHEC publication

Smart beta strategies in fixed income

EDHEC Risk Institute, EDHEC-Risk Institute publication, March 2017


01.03.2017 - Article in a peer reviewed journal

life cycle training and equilibrium unemployment

Labour Economics, Volume 50, March 2018, Pages 32 - 44


01.03.2017 - Article in a peer reviewed journal

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


01.03.2017 - EDHEC publication

Measuring volatility pumping benefits in equity markets

EDHEC Risk Institute, EDHEC-Risk Institute publication, March 2017