Publications
Equity correlations implied by index options: Estimation and model uncertainty analysis
Mathematical Finance, January 2013
Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations
Applied Economics, January 2013
Human Rights in the Void? Due Diligence in the UN Guiding Principles on Business and Human Rights
Journal of Business Ethics, January 2013
Theorizing national context to develop comparative work–life research: A review and research agenda
European Management Journal, January 2013
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
Equity Market Comovements and Financial Contagion: A Study of Latin America and United States
Bankers, Markets & Investors, January 2013
Direct and Indirect Effects of Index ETFs on Spot-Futures Pricing and Liquidity: Evidence from the CAC 40 Index
European Financial Management, January 2013
The Risks of Volatility ETNs: A Recent Incident and Underlying Issues
Journal of Index Investing, January 2013
Proposals for Better Management of Non-Financial Risks within the European Fund Management Industry
EDHEC-Risk Institute publication, December 2012
Improving Risk Management in DC and Hybrid Pension Plans
EDHEC-Risk Institute publication, November 2012
Rémunération des dirigeants d’entreprise : que peut-on attendre du « say on pay » ?
EDHEC Position paper, November 2012
Les entreprises françaises et les vagues d‘acquisition
EDHEC Position paper, November 2012
Revisiting Core-Satellite Investing - A Dynamic Model of Relative Risk Management
November 2012
Research Handbook On Hedge Funds, Private Equity And Alternative Investments.
October 2012
Response to the European Commission White Paper
Other study and expert report, October 2012
Règles de l’indice EDHEC IEIF Immobilier d’Entreprise France
EDHEC infraPaper, October 2012
The Risks of Volatility ETNs: A Recent Incident and Underlying Issues
EDHEC-Risk Institute publication, September 2012
Attacking the Money Supply to Fight Against Online Illegal Content?
EDHEC Augmented Law Institute, EDHEC Augmented Law Institute Publication, September 2012
Lutte contre les contenus illicites en ligne : frapper au portefeuille ?
EDHEC Augmented Law Institute, EDHEC Augmented Law Institute Publication, September 2012
Attaccare le forniture di denaro per combattere i contenuti illeciti online?
EDHEC Augmented Law Institute, EDHEC Position paper, September 2012
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
Improving Time-Series Momentum Strategies: The Role of Trading Signals and Volatility Estimators
August 2012
The Impact of Solvency II on Bond Management
EDHEC Value Creation Chair, Other study and expert report, July 2012
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
Seeing through the Smoke Screen of Fundamental Indexers: What are the Issues with Alternative Equity Index Strategies?
June 2012
Robust Assessment of Hedge Fund Performance through Nonparametric Discounting
EDHEC-Risk Institute publication, June 2012
Who Sank the Boat?
EDHEC Position paper, June 2012
The Collapse of MF Global: What Happened and Lessons Learned
June 2012
The role of family incomes in cigarette smoking: Evidence from French students
Social Science & Medicine, June 2012
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
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
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
The Benefits of Volatility Derivatives in Equity Portfolio Management
EDHEC-Risk Institute publication, May 2012
Le modèle économique et social français doit s’adapter pour durer
EDHEC Position paper, April 2012
Optimal Market Estimates of French Office Property Performance
EDHEC-Risk Institute publication, April 2012
Mettre en place des Contrats de formation supérieure pour développer une société des savoirs
EDHEC Position paper, April 2012
Why Does an Equal-Weighted Portfolio Outperform Value- and Price-Weighted Portfolios?
March 2012