Publications
Une confrontation entre deux modes de description d'un marché- en Finance et en sociologie : le cas des Exchange Traded Funds (ETF)
Gérer et Comprendre, March 2015, Pages 22 - 31
A Model-Free Measure of Aggregate Idiosyncratic Volatility and the Prediction of Stock Returns
urnal of Financial and Quantitative Analysis, Volume 49, October 2014, Pages 1133 - 1165
Tempered Stable Ornstein-Uhlenbeck Processes: A Practical View,
Communications in Statistics - Simulation and Comp, Volume 46, January 2017, Pages 423 - 445
Commodity Strategies Based on Momentum, Term Structure and Idiosyncratic Volatility
urnal of Futures Markets, Volume 35, March 2015, Pages 274 - 297
Business and Management Practices Influenced by Catholic Humanism: Three Case studies
Springer, Dordrecht, March 2015, Pages 215 - 238
Relation managériale et relation d’aide : distance ou proximité ? Un éclairage par la théorie de l’attachement
vue Internationale de Psychosociologie et de Gestion des Comportements Organisationnels (RIPCO), Volume XIX, March 2015, Pages 157 - 175
Skewness Strategies in Commodity Futures Markets
Hedge Funds Review, Volume , June 2015, Pages 31 - 33
Linking Shifts in the National Economy with Changes in Job Satisfaction, Employee Engagement and Work-Life Balance
Journal of Behavioral and Experimental Economics, Volume 56, August 2015, Pages 40 - 54
Are Social Media’s Benefits Getting Lost in Translation?
MIT Sloan Management Review, March 2015
Are Social Media’s Benefits Getting Lost in Translation?
MIT Sloan Management Review, Volume na, March 2015, Pages na - na
Introducing a comprehensive investment framework for goal-based wealth management
EDHEC Risk Institute, EDHEC-Risk Institute publication, March 2015
Public spending as a source of endogenous business cycles in a Ramsey model with many agents
croeconomic Dynamics, Volume 20, February 2016, Pages 504 - 524
The Kind of Homework That Helps Coaching Stick
Harvard Business Review, March 2015, Pages 1 - 3
Accounting for geographic exposure in performance and risk reporting for equity portfolios
EDHEC Risk Institute, EDHEC-Risk Institute publication, March 2015
Too much monkey business: A rebuttal of simplistic explations of smart beta performance
Investment & Pensions Europe (I&PE), March 2015, Pages 5 - 9
Alternative equity beta investing: A survey
EDHEC Risk Institute, EDHEC-Risk Institute publication, March 2015
How to perform risk allocation with smart factor indices
Asian Investor (supplement), March 2015, Pages 8 - 13
The EDHEC European ETF Survey 2014
EDHEC Risk Institute, EDHEC-Risk Institute publication, March 2015
A relative risk perspective on risk allocation with smart factor indices
Asian Investor (supplement), March 2015, Pages 15 - 18
Analysing geographic exposure for performance reporting of equity portfolios
Investment & Pensions Europe (I&PE), Volume Spring 2015, March 2015, Pages 16 - 23
The dimensions of quality investing: High profitability and low investment smart factor indices
EDHEC Risk Institute, EDHEC-Risk Institute publication, March 2015
How investable are smart beta indices?
Asian Investor (supplement), March 2015, Pages 2 - 6
Strategy in Practice, Third Edition
John Wiley & Sons, Ltd, Chichester, UK, September 2015
On the (de)stabilizing effect of public debt in a Ramsey model with heterogeneous agents
ternational Journal of Economic Theory, March 2015, Pages 7 - 24
Que peuvent apporter les sciences de gestion au politique?
Revue Française de Gestion, December 2014, Pages 11 - 17
L'entreprise en société: de nouvelles articulations à inventer - Interview de Frédéric Montlouis-Félicité
Revue Française de Gestion, December 2014, Pages 201 - 206
Blurring the boundaries
Sifo, Munic, February 2015
Quels sont les effets du prêt à Taux Zéro sur les prix du Foncier ?
EDHEC Position paper, February 2015
Facilitating the Crafting of Sustainable Careers in Organizations
Edward Elgar Publishers, Cheltenham, UK, July 2015, Pages 1 - 33
La réforme du droit des affaires au Maghreb à l’heure de la concurrence des systèmes juridiques
L'Harmattan, Paris, February 2015, Pages 149 - 174
Livre Blanc Gestion du Risque
La Gazette de l'Assurance, February 2015, Pages 1 - 1
Bilateral counterparty risk valuation adjustment with wrong way risk on collateralized commodity counterparty
Journal of Financial Engineering, Volume 2, March 2015, Pages 1 - 31
Employer-provided health insurance and equilibrium wages with two-sided heterogeneity
December 2014
Becoming more of themselves: how companies promote authentic women leaders
Information Age publishing, February 2015, Pages 1 - 15
Focusing on the worst state for robust investing
International Review of Financial Analysis, Volume 39, May 2015, Pages 19 - 31
A Three-Factor Model for Mortality Modeling
North American Actuarial Journal, Volume 19, July 2015, Pages 129 - 141
Art and its contribution to business : the case of Louis Vuitton's espace culturel
Dec. 2015, February 2015
Money Laundering at its Regulation
onomics and Politics, Volume 27, February 2015, Pages 78 - 123
Heuristic Methods for the Resource Availability Cost Problem
ringer, January 2015, Pages 339 - 359
Bond Markets, Analysis, and Strategies
nd Maarkets, Analysis, and Strategies, Volume 9th edition, January 2015, Pages 1 - 797
The Dynamics of Emotions in Movie Consumption: A Spectator-Centred Approach
ternational Journal of Arts Management, Volume 17, February 2015, Pages 5 - 17
Why Does the Equally Weighted Portfolio Outperform the Value- and Price-Weighted Portfolios?
January 2015
Diffusion des services mobiles et mobilité du consommateur : une étude sur les déterminants et les conséquences des usages au cours d’un séjour touristique
nagement & Avenir, January 2015, Pages -
Too big to learn: the effects of major acquisition failures on subsequent acquisition divestment
itish Journal of Management, January 2015, Pages 1 - ?
Empowerment Zones and the Housing Market in Paris Inner City
Région et Développement, Volume 40, June 2015, Pages 69 - 82
Endettement des Entreprises Familiales : Vers un Nouveau Paradigme
EDHEC Value Creation Chair, EDHEC Position paper, January 2015