Publications
What's Next?
CESifo, Munich, February 2016
Riding with the four horsemen and the multivariate normal tempered stable model
International Journal of Theoretical and Applied Finance, Volume 19, June 2016, Pages 1 - 28
Volkswagen and the Emotion of Guilt: Would you feel guilty for the wrongdoing of your company and industry?
Tenure Track, Other study and expert report, February 2016
How to Calibrate Risk Appetite, Tolerance and Limits: The Issues at Stake for Capital Allocation, ERM and Business Performance
EDHEC Fin. Analysis and Accounting Research Centre, Other study and expert report, February 2016
Le lien à court et long terme entre endettement public et croissance: une mise en perspective internationale
Pôle de recherche en économie, EDHEC Position paper, February 2016
Nul n’est censé ignorer la loi... américaine
Affiches Parisiennes, February 2016, Pages 11 - 11
Using implied probabilities to improve estimation with unconditional moment restrictions for weakly dependent data
onometric Reviews, Volume 35, February 2016, Pages 344 - 372
Counterparty Risk Minimization by the Optimal Netting of OTC Derivative Trades
The Journal of Derivatives, February 2016
Bridging the Gap: The Design of Bank Loan Contracts and Covenants
Journal of Financial Economics, Volume 119, January 2016, Pages 399 - 419
Mettre enfin la formation continue au service des seniors
Lorenzi, March 2016, Pages 1 - 20
Smart Beta Is Not Monkey Business
The Journal of Index Investing, Volume 6, May 2016, Pages 12 - 29
Non-separable preferences do not rule out aggregate instability under balanced-budget rules
Macroeconomic Dynamics, February 2016
Performance of Smart Factor Indexes: Long-Term and Live Track Records
EDHEC Risk Institute, EDHEC-Risk Institute publication, February 2016
Bridging the gap: the design of bank loan contracts and distance
Journal of Financial Economics, February 2016
Long-short commodity investing: A review of the literature
Journal of Commodity Markets, Upon invitation, Volume 1, January 2016, Pages 3 - 13
Pricing Coupon Bond Options and Swaptions under the One-Factor Hull–White Model
Journal of Fixed Income, Volume 25, April 2016, Pages 76 - 82
Sunspot fluctuations in two-sector models: New results with additively separable preferences
International Journal of Economic Theory, Volume 12, February 2016, Pages 67 - 83
Robust Equity Portfolio Management: Formulations, Implementations, and Properties using MATLAB.
January 2016
Comment calibrer l'appétence, les tolérances et les limites de risque et quels en sont les enjeux pour l'allocation de capital, l'ERM et la performance des entreprises ?
EDHEC Value Creation Chair, EDHEC Position paper, January 2016
Industrial Clusters and Corporate Social Responsibility in Developing Countries: What We Know, What We do not Know, and What We Need to Know
urnal of Business Ethics, Volume 133, January 2016, Pages 9 - 24
Mass Customisation versus Mass Production in Investment Management
EDHEC Risk Institute, EDHEC-Risk Institute publication, January 2016
On stability of operational risk estimates by LDA: From causes to approaches
Journal of Banking and Finance, Volume 68, July 2016, Pages 266 - 278
Structural, linguistic and rhetorical features of the entrepreneurial pitch: lessons from Dragons' Den
Journal of Management Development, Volume 35, February 2016, Pages 1 - 14
Rouge, Vert… Orange et le droit de la concurrence
Affiches Parisiennes, January 2016, Pages 10 - 10
L’innovation, au cœur de la création de valeur de l’entreprise
Cahiers de Droit de l’Entreprise, January 2016
Narrative-transportation storylines in luxury brand advertising: Motivating consumer engagement
urnal of Business Research, Volume 69, January 2016, Pages 304 - 313
Crafting the Investor Pitch Using Insights from Rhetoric and Linguistics
Palgrove Macmillan, London, January 2016, Pages 182 - 203
Frictional Diversification Costs: Evidence from a Panel of Fund of Hedge Fund Holdings
January 2016
Corporate Social Responsibility and Macroeconomic Uncertainty
Academic Press, US, January 2016, Pages 111 - 129
Customer Engagement in Technology-Based and High-Contact Interfaces
Routledge, Oxon, January 2016, Pages 137 - 151
A One-Factor Shifted Squared Gaussian Term Structure Model for Interest Rate Modeling
Journal of Fixed Income, January 2016
Indépendant, auto-entrepreneur, EIRL, micro-entrepreneur : le guide pratique.
January 2016
Fit für die Unternehmensnachfolge?
Wir Magazin, Volume 1, January 2016, Pages 4 - 4
Who Cares about Purity of Factor Indexes? A Comment on "Evaluating the Efficiency of 'Smart Beta' Indexes
The Journal of Index Investing, Volume 7, August 2016, Pages 10 - 13
A new approach to statistical arbitrage: Strategies based on dynamic factor models of prices and their performance
Journal of Banking and Finance, Volume 65, April 2016, Pages 134 - 155
Diversified or Concentrated Factor Tilts?
Journal of Portfolio Management, Volume 42, January 2016, Pages 64 - 76
Homogamie éducative et inégalités de revenu salarial : une perspective de cycle de vie
Economie et Statistique / Economics and Statistics, December 2015, Pages 149 - 183