Publications
Business Activity And Environmental Degradation In Mexico
Journal of Applied Business Research, January 2014
Smooth monotone covariance for elliptical distributions and applications in finance
Quantitative Finance, January 2014
Asset Prices with Heterogeneity in Preferences and Beliefs
Review of Financial Studies, January 2014
Second order risk aggregation with the Bernstein copula
Insurance, Mathematics & Economics, January 2014
Global style portfolios based on country indices
Bankers, Markets & Investors, January 2014
Recent Trends in Equity Portfolio Construction Analytics
Journal of Portfolio Management, January 2014
Sustainable, hedonic and efficient: Interaction effects between product properties and consumer reviews on post-experience responses
European Journal of Marketing, January 2014
Robust portfolios that do not tilt factor exposure
European Journal of Operational Research, January 2014
Facteurs de succès et devenir des entreprises après les procédures collectives : le chapitre 11 est-il un modèle à suivre ?
Revue Banque, January 2014
Destabilization effect of international trade in a perfect foresight dynamic general equilibrium model
Economic Theory, January 2014
Co-operation – the missing value of business education
Journal of Management Development, January 2014
Improving Portfolio Selection Using Option-Implied Volatility and Skewness
Journal of Financial and Quantitative Analysis, January 2014
Proverbial wisdom – a “serious” international business game
Journal of International Education in Business, January 2014
On the effects of world stock market and oil price shocks on food prices: An empirical investigation based on TVP-VAR models with stochastic volatility
Energy Economics, January 2014
The FDI location decision: Distance and the effects of spatial dependence
International Business Review, January 2014
Persistence of Performance Using the Four-Factor Pricing Model: Evidence From Dow Jones Islamic Index
Journal of Applied Business Research, January 2014
Hedging versus Insurance: Long-Horizon Investing with Short-Term Constraints
Bankers, Markets & Investors, January 2014
Interest Rate Risk and the Cross Section of Stock Returns
Journal of Financial and Quantitative Analysis, January 2014
Modelling the distribution of returns on higher education: A microsimulation approach
Economic Modelling, January 2014
Les médecins grands et beaux sont-ils plus souvent perçus comme de grands médecins ?
Journal de Gestion et d’Economie Médicale, January 2014
Realized Volatility Forecasting in the Presence of Time-Varying Noise
Journal of Business & Economic Statistics, January 2014
La recherche de légitimité par la conformité aux codes de gouvernance d’entreprise. Une analyse des déclarations de conformité des sociétés françaises du SBF 120
Management & Avenir, January 2014
Board Capital and the Downward Spiral: Antecedents of Bankruptcy in a Sample of Unlisted Firms.
Corporate Governance: An International Review, January 2014
La lutte contre les contenus illégaux en ligne par l'action sur les flux de paiement : état des lieux et propositions
Économie Appliquée, January 2014
Time Series and Copula Dependency Analysis for Eurozone Sovereign Bond Returns
Journal of Fixed Income, January 2014
Tout savoir sur le capital investissement : capital risque, capital développement, LBO.
January 2014
Short- and long-run relationships between natural gas consumption and economic growth: Evidence from Pakistan
Economic Modelling , January 2014
Bayesian estimation of truncated data with applications to operational risk measurement
Quantitative Finance, January 2014
60 Years of portfolio optimization: Practical challenges and current trends
European Journal of Operational Research, January 2014
Practitioner Portfolio Construction and Performance Measurement: Evidence from Europe
Financial Analysts Journal, January 2014