Publications

3282 results
15.12.2015 - Case study

Le groupe Pomona : le rôle de l’audit interne et la démarche d’audit

CCMP C0435, December 2015


15.12.2015 - Article in a peer reviewed journal

Economic Implications of Nonlinear Pricing Kernels

Management Science, November 2016, Pages 1 - 42


15.12.2015 - Chapter publication

Recent Advances in Old Fixed-Income Topics: Liquidity, Learning and the Lower Bound

John Wiley Sons, London, December 2016, Pages 1 - 32


11.12.2015 - Article in a peer reviewed journal

Equity style allocation: A nonparametric approach

Journal of Asset Management, Volume 17, May 2016, Pages 141 - 164


04.12.2015 - Article in a peer reviewed journal

Fiscal policy, debt constraint and expectations-driven volatility

Journal of Mathematical Economics, Volume 61, December 2015, Pages 305 - 316


03.12.2015 - Article in a peer reviewed journal

Introduction to financial frictions and debt constraints

Journal of Mathematical Economics, Volume 61, December 2015, Pages 271 - 275


02.12.2015 - Article in a peer reviewed journal

A Framework for Understanding and Managing the Customer Experience

MSI Working Paper Series, December 2015, Pages 1 - 48


01.12.2015 - Article in a peer reviewed journal

Isolating trust outcomes from exchange relationships: Social exchange and learning benefits of prior ties in alliances

Academy of Management Journal, Volume 58, December 2015, Pages 1826 - 1847


01.12.2015 - Article in a peer reviewed journal

Corporate foresight: An emerging field with a rich tradition

Technological Forecasting and Social Change, December 2015


01.12.2015 - Working paper

L’effet de l’homogamie éducative sur les inégalités : une note méthodologique avec une illustration pour le cas français

December 2015


01.12.2015 - Article in a peer reviewed journal

Estimating ambiguity preferences and perceptions in multiple prior models: Evidence from the field

Journal of Risk and Uncertainty, December 2015


30.11.2015 - Article in a peer reviewed journal

Private Equity throughout the Financial Crisis

The Journal of Private Equity, November 2015


30.11.2015 - Working paper

Is Smart Beta just Monkey Business? An Analysis of Factor Exposures, Upside-Down Strategies and Rebalancing Effects

November 2015


27.11.2015 - Article in a peer reviewed journal

A One-Factor Shifted Squared Gaussian Model for Interest Rate Modeling

Journal of Fixed Income, Volume 25, January 2016, Pages 36 - 45


24.11.2015 - Article in a peer reviewed journal

ART AND ITS CONTRIBUTION TO BUSINESS: THE CASE OF LOUIS VUITTON’S ESPACE CULTUREL

Case Centre, November 2015


24.11.2015 - Chapter publication

Designing Multi-Factor Equity Portfolios

Emmanuel Jurczenko, February 2016, Pages 1 - 486


19.11.2015 - Case study

costco-to-the-conquest-of-france-a-strategic-development-on-a-competitive-market

CCMP G1869(GB), November 2015


19.11.2015 - Article in a peer reviewed journal

Stochastic Alpha-Beta-Rho Hedging for Foreign Exchange Options: Is It Worth the Effort?

Journal of Derivatives, Volume 23, December 2015, Pages 76 - 89


17.11.2015 - Article in a non peer reviewed journal

Art and its contribution to business: the case of Louis Vuitton's espace culturel

ECCH, November 2015, Pages 1 - 20


17.11.2015 - EDHEC publication

What do Middle-Sized Family Firms Really Look Like ?

EDHEC-Risk Institute publication, November 2015


16.11.2015 - Working paper

Structural Position-Taking in Crude Oil Futures Contracts

November 2015


16.11.2015 - Working paper

Skewness Strategies in Commodity Futures Markets

November 2015


15.11.2015 - Case study

Techni France: How to increase performance

CCMP C04636 (GB), November 2015


09.11.2015 - EDHEC publication

Introducing a Comprehensive Allocation Framework for Goals-Based Wealth Management

EDHEC-Risk Institute publication, November 2015


09.11.2015 - EDHEC publication

Skewness: A New Signal for Long-Short Commodity Investing

EDHEC Risk Institute, EDHEC-Risk Institute publication, January 2016


09.11.2015 - Working paper

When Has OPEC Spare Capacity Mattered for Oil Prices?

November 2015


06.11.2015 - Article in a peer reviewed journal

Playing With Fire: Aggravating and Buffering Effects of Ex Ante CSR Communication Campaigns for Companies Facing Allegations of Social Irresponsibility

rketing Letters, Volume 26, November 2015, Pages 565 - 578


05.11.2015 - Article in a peer reviewed journal

Hidden Insurance in a Moral Hazard Economy

RAND Journal of Economics, Volume 46, November 2015, Pages 777 - 790


04.11.2015 - Article in a peer reviewed journal

Mass Customization in Life-Cycle Investing Strategies with Income Risk

Bankers, Markets & Investors (ex-Banque & Marchés), November 2015, Pages 28 - 44


02.11.2015 - EDHEC publication

The Limitations of Factor Investing: Impact of the Volkswagen Scandal on Concentrated versus Diversified Factor Indexes

EDHEC Risk Institute, EDHEC-Risk Institute publication, November 2015


02.11.2015 - EDHEC publication

The General Principles of EDHEC Risk Smart Allocation Offerings

EDHEC Risk Institute, EDHEC-Risk Institute publication, November 2015


02.11.2015 - EDHEC publication

Absolute Risk Allocation with Smart Factor Indexes

EDHEC Risk Institute, EDHEC-Risk Institute publication, November 2015


02.11.2015 - Chapter publication

La communication des sociétés cotées relative aux risques juridiques et à leur gestion : une figure imposée, un exercice délicat…

Larcier, Bruxelles, November 2015, Pages 183 - 202


02.11.2015 - Case study

Costco à la conquête de la France - Le jour de gloire est-il arrivé?

November 2015


02.11.2015 - EDHEC publication

Relative Risk Allocation with Smart Factor Indexes

EDHEC Risk Institute, EDHEC-Risk Institute publication, November 2015


01.11.2015 - Book publication

Marketing du tourisme

Pearson, Paris, November 2015


01.11.2015 - Book publication

Capital Markets

MIT Press, Cambridge, MA, November 2015


26.10.2015 - Working paper

The Limitations of Factor Investing: Impact of the Volkswagen Scandal on Concentrated versus Diversified Factor Indices

October 2015


26.10.2015 - Working paper

What are the Sources of Return for CTAs and Commodity Indices? A Brief Survey of Relevant Research

October 2015


15.10.2015 - Article in a peer reviewed journal

Elliptical tempered stable distribution

Quantitative Finance, Volume 16, July 2016, Pages 1069 - 1087


13.10.2015 - Chapter publication

Labor and Social Policy

Routledge, Oxon and New York, October 2015, Pages 284 - 294


13.10.2015 - Article in a non peer reviewed journal

Les Prêts à remboursement contingent au revenu peuvent-ils réduire les inégalités dans l'enseignement supérieur

Regards croisés sur l'économie, Volume 1, October 2015, Pages 191 - 202


13.10.2015 - EDHEC publication

Stock market dispersion, the business cycle and expected factor returns

EDHEC Risk Institute, EDHEC-Risk Institute publication, October 2015


02.10.2015 - Article in a peer reviewed journal

In search of cash-flow pricing

Journal of Financial Research, Volume 38, December 2015, Pages 511 - 527


01.10.2015 - EDHEC publication

Factor Diversification versus Factor Concentration

EDHEC Risk Institute, EDHEC-Risk Institute publication, October 2015


01.10.2015 - Article in a peer reviewed journal

Les réformes du marché du travail européen: quels résultats?

Problems of Economics, October 2015, Pages 1 - 20


01.10.2015 - EDHEC publication

Optimal Implementation of Defensive Smart Beta Strategies

EDHEC Risk Institute, EDHEC-Risk Institute publication, September 2015


01.10.2015 - EDHEC publication

Live Performance and Long-Term Track Records of Smart Beta Indices

EDHEC Risk Institute, EDHEC-Risk Institute publication, October 2015


01.10.2015 - Book publication

Crise, transition : comment les entreprises tunisiennes s’en sortent-elles ?

C.L.E., Tunis, October 2015


01.10.2015 - Article in a non peer reviewed journal

Towards Smart Equity Factor Indices: Harvesting Risk Premia without Taking Unrewarded Risks

Practical Applications, Volume 3, November 2015, Pages 50 - 54