Mirco Rubin
Associate Professor
Director of the PhD in Finance
Main contributions
Econometrica (2019), Journal of Finance (2025), Journal of Financial and Quantitative Analysis (2025), Journal of International Business Studies (2024), Journal of Econometrics (2024), Ecological Economics (2024), Journal of Financial Econometrics (2021, 2020, 2017), Journal of Fixed Income (2026)
Discipline:
Econometrics
Faculty:
Data Science, Economics & Finance
Expertise:
Bio
Mirco Rubin, PhD, is Associate Professor of Econometrics at EDHEC Business School and Director of the PhD in Finance. He holds a BSc, a MSc and a MRes in Economics and Finance from Ca' Foscari University of Venice, Italy and a PhD in Finance and Economics from the Swiss Finance Institute and Università della Svizzera Italiana in Lugano, Switzerland. Prior to working at EDHEC Business School, he was at the University of Bristol, UK.
Mirco's research interests lie at the intersection of Econometrics (latent factor models, and mixed frequency data), Financial Economics and Asset Management (mutual funds, private equities and cryptocurrencies), Environmental Economics/Finance (green window dressing and relationship between emissions and firms performance) and Macroeconomics. His research has been published in Econometrica, Journal of Finance, Journal of Financial and Quantitative Analysis, Journal of International Business Studies, and the Journal of Econometrics, among other academic outlets. He is currently an associate editor of the Journal of Applied Econometrics.
Personal Website: https://sites.google.com/site/mircorubin/
Mirco's research interests lie at the intersection of Econometrics (latent factor models, and mixed frequency data), Financial Economics and Asset Management (mutual funds, private equities and cryptocurrencies), Environmental Economics/Finance (green window dressing and relationship between emissions and firms performance) and Macroeconomics. His research has been published in Econometrica, Journal of Finance, Journal of Financial and Quantitative Analysis, Journal of International Business Studies, and the Journal of Econometrics, among other academic outlets. He is currently an associate editor of the Journal of Applied Econometrics.
Personal Website: https://sites.google.com/site/mircorubin/
Publications of Mirco Rubin
29.09.2025 - Article in a peer reviewed journal
Green Window Dressing
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Journal of Finance, Volume 80, September 2025, Pages 3555 - 3588
30.10.2023 - EDHEC publication
Pourquoi les fonds d’investissement dits « responsables » ne sont pas forcément plus vertueux que les autres
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EDHEC VOX, October 2023
15.10.2023 - Article in a non peer reviewed journal
Smoke and Mirrors: A look inside ESG fund portfolios
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Voxeu, Volume 1, October 2023
19.04.2023 - Working paper
Time-varying Environmental Betas and Latent Green Factors
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EDHEC-Risk Climate working paper, April 2023
Derniers articles EDHEC Vox
Why so-called "responsible" investment funds are not necessarily more virtuous than others
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Mirco Rubin , Associate Professor
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Ioana Popescu , LIST - Luxemburg
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Thomas Gibon , List - Luxemburg