Publications
Le groupe Pomona : le rôle de l’audit interne et la démarche d’audit
CCMP C0435, December 2015
Economic Implications of Nonlinear Pricing Kernels
Management Science, November 2016, Pages 1 - 42
Recent Advances in Old Fixed-Income Topics: Liquidity, Learning and the Lower Bound
John Wiley Sons, London, December 2016, Pages 1 - 32
Equity style allocation: A nonparametric approach
Journal of Asset Management, Volume 17, May 2016, Pages 141 - 164
Fiscal policy, debt constraint and expectations-driven volatility
Journal of Mathematical Economics, Volume 61, December 2015, Pages 305 - 316
Introduction to financial frictions and debt constraints
Journal of Mathematical Economics, Volume 61, December 2015, Pages 271 - 275
A Framework for Understanding and Managing the Customer Experience
MSI Working Paper Series, December 2015, Pages 1 - 48
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
Corporate foresight: An emerging field with a rich tradition
Technological Forecasting and Social Change, December 2015
L’effet de l’homogamie éducative sur les inégalités : une note méthodologique avec une illustration pour le cas français
December 2015
Estimating ambiguity preferences and perceptions in multiple prior models: Evidence from the field
Journal of Risk and Uncertainty, December 2015
Private Equity throughout the Financial Crisis
The Journal of Private Equity, November 2015
Is Smart Beta just Monkey Business? An Analysis of Factor Exposures, Upside-Down Strategies and Rebalancing Effects
November 2015
A One-Factor Shifted Squared Gaussian Model for Interest Rate Modeling
Journal of Fixed Income, Volume 25, January 2016, Pages 36 - 45
ART AND ITS CONTRIBUTION TO BUSINESS: THE CASE OF LOUIS VUITTON’S ESPACE CULTUREL
Case Centre, November 2015
Designing Multi-Factor Equity Portfolios
Emmanuel Jurczenko, February 2016, Pages 1 - 486
costco-to-the-conquest-of-france-a-strategic-development-on-a-competitive-market
CCMP G1869(GB), November 2015
Stochastic Alpha-Beta-Rho Hedging for Foreign Exchange Options: Is It Worth the Effort?
Journal of Derivatives, Volume 23, December 2015, Pages 76 - 89
Art and its contribution to business: the case of Louis Vuitton's espace culturel
ECCH, November 2015, Pages 1 - 20
What do Middle-Sized Family Firms Really Look Like ?
EDHEC-Risk Institute publication, November 2015
Introducing a Comprehensive Allocation Framework for Goals-Based Wealth Management
EDHEC-Risk Institute publication, November 2015
Skewness: A New Signal for Long-Short Commodity Investing
EDHEC Risk Institute, EDHEC-Risk Institute publication, January 2016
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
Hidden Insurance in a Moral Hazard Economy
RAND Journal of Economics, Volume 46, November 2015, Pages 777 - 790
Mass Customization in Life-Cycle Investing Strategies with Income Risk
Bankers, Markets & Investors (ex-Banque & Marchés), November 2015, Pages 28 - 44
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
The General Principles of EDHEC Risk Smart Allocation Offerings
EDHEC Risk Institute, EDHEC-Risk Institute publication, November 2015
Absolute Risk Allocation with Smart Factor Indexes
EDHEC Risk Institute, EDHEC-Risk Institute publication, November 2015
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
Relative Risk Allocation with Smart Factor Indexes
EDHEC Risk Institute, EDHEC-Risk Institute publication, November 2015
Marketing du tourisme
Pearson, Paris, November 2015
Capital Markets
MIT Press, Cambridge, MA, November 2015
The Limitations of Factor Investing: Impact of the Volkswagen Scandal on Concentrated versus Diversified Factor Indices
October 2015
What are the Sources of Return for CTAs and Commodity Indices? A Brief Survey of Relevant Research
October 2015
Elliptical tempered stable distribution
Quantitative Finance, Volume 16, July 2016, Pages 1069 - 1087
Labor and Social Policy
Routledge, Oxon and New York, October 2015, Pages 284 - 294
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
Stock market dispersion, the business cycle and expected factor returns
EDHEC Risk Institute, EDHEC-Risk Institute publication, October 2015
In search of cash-flow pricing
Journal of Financial Research, Volume 38, December 2015, Pages 511 - 527
Factor Diversification versus Factor Concentration
EDHEC Risk Institute, EDHEC-Risk Institute publication, October 2015
Les réformes du marché du travail européen: quels résultats?
Problems of Economics, October 2015, Pages 1 - 20
Optimal Implementation of Defensive Smart Beta Strategies
EDHEC Risk Institute, EDHEC-Risk Institute publication, September 2015
Live Performance and Long-Term Track Records of Smart Beta Indices
EDHEC Risk Institute, EDHEC-Risk Institute publication, October 2015
Crise, transition : comment les entreprises tunisiennes s’en sortent-elles ?
C.L.E., Tunis, October 2015
Towards Smart Equity Factor Indices: Harvesting Risk Premia without Taking Unrewarded Risks
Practical Applications, Volume 3, November 2015, Pages 50 - 54