Publications
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
Board Capital and the Downward Spiral: Antecedents of Bankruptcy in a Sample of Unlisted Firms.
Corporate Governance: An International Review, 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
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
Handbook of Asian Finance: Financial Markets and Sovereign Wealth Funds. Volume 1.
January 2014
Time Series and Copula Dependency Analysis for Eurozone Sovereign Bond Returns
Journal of Fixed Income, 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
Letter Grading Government Efficiency
Journal of the European Economic Association, January 2014
Financial distress and bankruptcy prediction among listed companies using accounting, market and macroeconomic variables
International Review of Financial Analysis, December 2013
Analysing Statistical Robustness of Cross-Sectional Volatility
EDHEC-Risk Institute publication, October 2013
LTGA Impact Assessment and Bond Management: Has Solvency II reached a Deadlock?
EDHEC Value Creation Chair, Other study and expert report, October 2013
Tail Risk of Equity Market Indices: An Extreme Value Theory Approach
EDHEC-Risk Institute publication, October 2013
Measuring the credit risk of unlisted infrastructure debt
October 2013
Analysing and Decomposing the Sources of Added-Value of Corporate Bonds Within Institutional Investors’ Portfolios
EDHEC-Risk Institute publication, September 2013
The Local Volatility Factor for Asian Stock Markets
EDHEC-Risk Institute publication, September 2013
Discussion of the Central Bank of Ireland discussion paper on loan origination by investment funds
September 2013
The Performance of Socially Responsible Investment and Sustainable Development in France: An Update after the Financial Crisis
EDHEC Position paper, September 2013
La féminisation des Conseils d’Administration des grandes entreprises en France : au delà des apparences
EDHEC Position paper, July 2013
Portfolio Management under Stress : A Bayesian-Net Approach to Coherent Asset Allocation.
July 2013
Obsolescence des compétences, formation continue et chômage : quelles relations pour quelles politiques ?
EDHEC Position paper, June 2013
Investment Solutions for East Asia's Pension Savings
EDHEC-Risk Institute publication, June 2013
The Benefits of Sovereign, Municipal and Corporate Inflation-Linked Bonds in Long-Term Investment Decisions
EDHEC-Risk Institute publication, April 2013