Publications
Contributions from Business and Economics Education to Social Innovation
Hogschool Utrecht, Utrecht, June 2017
Unveiling the sustainable facet of the conventional entrepreneur - A cognitive approach
International Journal of Entrepreneurship and Small Business, Volume 31, June 2017, Pages -
More Science, Less Magic in Creating Products People Want
Other, EDHEC VOX, June 2017
The Value of Convexity: A Theoretical and Empirical Investigation
Quantitative Finance, Volume 18, May 2018, Pages 11 - 30
De Informatiewaarde van EBITDA en Winst
MCA, Volume 1, June 2017, Pages 14 - 22
Application VIVA MODA : A la recherche d'une formule dédiée aux hommes
CCMP M1973, June 2017
Mass customisation versus mass production in retirement investment management: adrressing a "tough engineering problem"
EDHEC Risk Institute, EDHEC-Risk Institute publication, May 2017
Legal Cycles and Stabilization Rules
Edward Elgar, March 2017, Pages 11 - 33
Redonner au parc HLM son rôle d'amortisseur social pour les jeunes
Pôle de recherche en économie, EDHEC Position paper, May 2017
Promesses et paradoxes du leadership public : une étude sur les dirigeant.e.s de la sphère publique
Other study and expert report, May 2017
Global Equity Country Allocation: An Application of Factor Investing
Financial Analysts Journal, Volume 73, November 2017, Pages 55 - 73
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
Commodity Markets, Long-Run Predictability, and Intertemporal Pricing
Review of Finance, Volume 21, May 2017, Pages 1159 - 1188
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
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
A note on the valuation of asset management firms
Financial Markets and Portfolio Management , April 2017
Fuzzy decision fusion approach for loss-given-default modeling
European Journal of Operational Research, Volume 262, December 2017, Pages 780 - 791
International Fragmentation : Impacts and Prospects for Manufacturing, Marketing, Economy, and Growth.
April 2017
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
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
EDHEC 2017 Family Business Conference, Family Business in the long run: The interplay between emotions and history
EDHEC Family Business, EDHEC VOX, April 2017
Changing the way we strategize
PRI, EDHEC Position paper, June 2017
when lobbyists become White House insiders
PRI, EDHEC VOX, April 2017
Gemeinsam jagt es sich erfolgreicher
M&A Review, Volume 28, April 2017, Pages 96 - 101
An Analysis of Alternative Bond Benchmarks
RESEARCH FOR INSTITUTIONAL MONEY MANAGEMENT - A Supplement to PENSIONS & INVESTMENTS, Volume 1, April 2017, Pages 1 - 30
Block Chain – Smart Contracts
Cahiers de Droit de l’Entreprise , April 2017
Legislative Sunrises: Transitions, Veiled Commitments, and Carbon Taxes
Edward Elgar, March 2017, Pages 130 - 147
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
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
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
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
“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
EDHEC VOX
PRI, March 2017