Publications - Data Science, Economics and Finance

In the three disciplines covered, our professors publish in the best journals and are internationally recognized in many fields: green and climate finance, financial risks, machine learning, portfolio management, etc.

In all three disciplines covered, our faculty publish in top journals including: Journal of Finance, Review of Financial Studies, Journal of Financial Economics, American Economic Review, Econometrica, Management Science and Journal of Econometrics. Many of our researchers are leaders in their respective fields. They are active in international research networks such as the CEPR, and they are editors or members of the scientific or editorial boards of several international journals. The research carried out by our members meets the highest academic standards and aims to be relevant to society, including having a positive impact on the financial industry.


The main areas of research are:


- Finance: asset valuation, portfolio construction, derivatives valuation, risk management, corporate finance, household finance, international finance, sustainable finance, ESG investment, green finance, climate change finance. Part of this research is carried out at the EDHEC- Risk Climate Impact Institute.


- Data Science: financial econometrics, machine learning, time series and high dimensional networks, outlier robust statistics.


- Economics: health economics, family businesses, public policy evaluation, real estate.

31.12.2024 - Article in a peer reviewed journal

Can Competition Increase Profits in Factor Investing?

Management Science, December 2024

30.12.2024 - Article in a peer reviewed journal

A Multifactor Perspective on Volatility-Managed Portfolios

Journal of Finance, December 2024

01.12.2024 - Article in a peer reviewed journal

The impact of credit reforms on bank loans and firm leverage around the world

European Financial Management, December 2024

01.08.2024 - Article in a peer reviewed journal

The alphabet and idiosyncratic volatility

Journal of Financial Research, August 2024

01.06.2024 - Article in a peer reviewed journal

Nonstandard Errors

Journal of Finance, Volume LXXIX, June 2024, Pages 2339 - 2390