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 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.

06.12.2022 - Article in a peer reviewed journal

Oil price uncertainty and M&A activity

Energy Journal, Volume 44, July 2023, Pages 1 - 20


07.11.2022 - EDHEC publication

Investissements dans les infrastructures d’énergie verte : une (sur)performance amenée à durer ?

EDHEC-Infra, EDHEC VOX, November 2022


04.11.2022 - EDHEC publication

Pourquoi les indices et portefeuille climat ne tiennent (quasiment) pas leur promesse : retour sur une étude pionnière de l’EDHEC

EDHEC Scientific Beta "Advanced Factor &ESG Investing" Chair, EDHEC VOX, November 2022


05.10.2022 - EDHEC publication

Rania Labaki: a decade dedicated to family businesses

EDHEC Family Business, EDHEC VOX, October 2022


03.10.2022 - EDHEC publication

Comment les récits médiatiques influencent-ils les marchés financiers ?

EDHEC Risk Institute, EDHEC VOX, October 2022