Publications

3280 results
01.01.2013 - Article in a peer reviewed journal

Human Capital and Regional Development

Quarterly Journal of Economics, January 2013


01.01.2013 - Article in a peer reviewed journal

Equity correlations implied by index options: Estimation and model uncertainty analysis

Mathematical Finance, January 2013


01.01.2013 - Article in a peer reviewed journal

Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations

Applied Economics, January 2013


01.01.2013 - Article in a peer reviewed journal

Human Rights in the Void? Due Diligence in the UN Guiding Principles on Business and Human Rights

Journal of Business Ethics, January 2013


01.01.2013 - Book publication

01.01.2013 - Article in a peer reviewed journal

Theorizing national context to develop comparative work–life research: A review and research agenda

European Management Journal, January 2013


01.01.2013 - Article in a peer reviewed journal

Prepacks

Bankers, Markets and Investors, January 2013, Pages 54 - 66


01.01.2013 - Book publication

Mathematical Methods for Finance: Tools for Asset and Risk Management.

January 2013


01.01.2013 - Article in a peer reviewed journal

Risk transfer, self-selection and ex post efficiency in public procurement: An example from UK primary and secondary school construction contracts

Revue d'Economie Industrielle, January 2013


01.01.2013 - Article in a peer reviewed journal

Equity Market Comovements and Financial Contagion: A Study of Latin America and United States

Bankers, Markets & Investors, January 2013


01.01.2013 - Book publication

Sustainable Value Chain Management: A Research Anthology.

January 2013


01.01.2013 - Article in a peer reviewed journal

Direct and Indirect Effects of Index ETFs on Spot-Futures Pricing and Liquidity: Evidence from the CAC 40 Index

European Financial Management, January 2013


01.01.2013 - Article in a peer reviewed journal

The Risks of Volatility ETNs: A Recent Incident and Underlying Issues

Journal of Index Investing, January 2013


17.12.2012 - EDHEC publication

Proposals for Better Management of Non-Financial Risks within the European Fund Management Industry

EDHEC-Risk Institute publication, December 2012


12.12.2012 - Working paper

A Fully Integrated Liquidity Market Risk Model

December 2012


27.11.2012 - EDHEC publication

Improving Risk Management in DC and Hybrid Pension Plans

EDHEC-Risk Institute publication, November 2012


23.11.2012 - Working paper

Comparing First, Second and Third Generation Commodity Indices

November 2012


09.11.2012 - EDHEC publication

Rémunération des dirigeants d’entreprise : que peut-on attendre du « say on pay » ?

EDHEC Position paper, November 2012


06.11.2012 - EDHEC publication

Les entreprises françaises et les vagues d‘acquisition

EDHEC Position paper, November 2012


05.11.2012 - Working paper

New ‘Stylised facts’ about Hedge Funds and Database Selection Bias

November 2012


05.11.2012 - Working paper

Revisiting Core-Satellite Investing - A Dynamic Model of Relative Risk Management

November 2012


05.10.2012 - Book publication

Research Handbook On Hedge Funds, Private Equity And Alternative Investments.

October 2012


05.10.2012 - Book publication

Nonlinear Dynamics in Equilibrium Models: Chaos, Cycles and Indeterminacy.

October 2012


03.10.2012 - EDHEC publication

Response to the European Commission White Paper

Other study and expert report, October 2012


03.10.2012 - EDHEC publication

Règles de l’indice EDHEC IEIF Immobilier d’Entreprise France

EDHEC infraPaper, October 2012


03.10.2012 - Working paper

Long-Term Investing Strategies in Private Wealth Management

October 2012


25.09.2012 - EDHEC publication

The Risks of Volatility ETNs: A Recent Incident and Underlying Issues

EDHEC-Risk Institute publication, September 2012


24.09.2012 - EDHEC publication

Attacking the Money Supply to Fight Against Online Illegal Content?

EDHEC Augmented Law Institute, EDHEC Augmented Law Institute Publication, September 2012


24.09.2012 - EDHEC publication

Lutte contre les contenus illicites en ligne : frapper au portefeuille ?

EDHEC Augmented Law Institute, EDHEC Augmented Law Institute Publication, September 2012


10.09.2012 - EDHEC publication

Attaccare le forniture di denaro per combattere i contenuti illeciti online?

EDHEC Augmented Law Institute, EDHEC Position paper, September 2012


01.09.2012 - Article in a peer reviewed journal

Forecasting financial failure using a Kohonen map: A comparative study to improve model stability over time

European Journal of Operational Research, Volume 221, September 2012, Pages 378 - 396


06.08.2012 - Working paper

Improving Time-Series Momentum Strategies: The Role of Trading Signals and Volatility Estimators

August 2012


16.07.2012 - EDHEC publication

The Impact of Solvency II on Bond Management

EDHEC Value Creation Chair, Other study and expert report, July 2012


10.07.2012 - EDHEC publication

Quel a été l’effet de l’instauration de Zones Franches Urbaines sur les marchés immobiliers locaux ? Le cas de la Seine-Saint-Denis.

EDHEC Position paper, July 2012


29.06.2012 - Book publication

Le droit des noms de domaine

June 2012


26.06.2012 - Working paper

Seeing through the Smoke Screen of Fundamental Indexers: What are the Issues with Alternative Equity Index Strategies?

June 2012


25.06.2012 - EDHEC publication

Robust Assessment of Hedge Fund Performance through Nonparametric Discounting

EDHEC-Risk Institute publication, June 2012


12.06.2012 - EDHEC publication

Who Sank the Boat?

EDHEC Position paper, June 2012


12.06.2012 - EDHEC publication

EDHEC-Risk North American Index Survey 2011

EDHEC-Risk Institute publication, June 2012


04.06.2012 - Working paper

The Collapse of MF Global: What Happened and Lessons Learned

June 2012


01.06.2012 - Article in a peer reviewed journal

The role of family incomes in cigarette smoking: Evidence from French students

Social Science & Medicine, June 2012


31.05.2012 - EDHEC publication

Expertises juridiques et entreprises dans la Région Nord-Pas de Calais : quels besoins ? Quelles réponses ? Quelle adéquation ?

EDHEC Augmented Law Institute, EDHEC Augmented Law Institute Publication, May 2012


28.05.2012 - EDHEC publication

Reactions to the EDHEC Study “Optimal Design of Corporate Market Debt Programmes in the Presence of Interest-Rate and Inflation Risks”

EDHEC-Risk Institute publication, May 2012


15.05.2012 - Article in a peer reviewed journal

Lille Metropolitan Art Programme: an example of museum networking in the north of France

International Journal of Arts Management, Volume 15, May 2012, Pages 54 - 64


15.05.2012 - EDHEC publication

The Benefits of Volatility Derivatives in Equity Portfolio Management

EDHEC-Risk Institute publication, May 2012


10.05.2012 - EDHEC publication

EDHEC-Risk Asian Index Survey 2011

EDHEC-Risk Institute publication, May 2012


20.04.2012 - EDHEC publication

Le modèle économique et social français doit s’adapter pour durer

EDHEC Position paper, April 2012


04.04.2012 - EDHEC publication

Optimal Market Estimates of French Office Property Performance

EDHEC-Risk Institute publication, April 2012


04.04.2012 - EDHEC publication

Mettre en place des Contrats de formation supérieure pour développer une société des savoirs

EDHEC Position paper, April 2012


23.03.2012 - Working paper

Why Does an Equal-Weighted Portfolio Outperform Value- and Price-Weighted Portfolios?

March 2012