Publications
Markets With Random Lifetimes and Private Values: Mean-Reversion and Option to Trade
December 2011
A New Measure of Equity Duration: The Duration-Based Explanation of the Value Premium Revisited
December 2011
Mortgage-backed securities : products, structuring and analytical techniques.
November 2011
L’origine sociale joue-t-elle sur le rendement des études supérieures ?
Other study and expert report, November 2011
Skin in the Game versus Skimming the Game: Governance, Share Restrictions and Insider Flows
November 2011
Response to ESMA Consultation Paper to Implementing Measures for the AIFMD
EDHEC Position paper, October 2011
Performance of Socially Responsible Investment Funds against an Efficient SRI Index: The Impact of Benchmark Choice when Evaluating Active Managers
EDHEC-Risk Institute publication, September 2011
Making the Case for a Post-national Cultural Analysis of Organizations
Journal of Management Inquiry, September 2011
Les dirigeants légitimes font des collaborateurs mobilisés !
EDHEC Position paper, September 2011
Long-Short Commodity Investing: Implications for Portfolio Risk and Market Regulation
EDHEC-Risk Institute publication, August 2011
Structured Equity Investment Strategies for Long-Term Asian Investors
EDHEC-Risk Institute publication, August 2011
A Pitfall with DSGE–Based, Estimated, Government Spending Multipliers
August 2011
A Review of the G20 Meeting on Agriculture: Addressing Price Volatility in the Food Markets
EDHEC Position paper, July 2011
How to Evaluate the Prospective Partner in Inter-firm Cooperation in Innovation
July 2011
Business School rankings and business relevance, an overlooked dimension
EDHEC Position paper, July 2011
A Short Note on the Tobin Tax: The Costs and Benefits of a Tax on Financial Transactions
EDHEC Position paper, July 2011
Les différences internationales d’insertion sur le marché du travail des jeunes : de l’incidence des institutions
EDHEC Position paper, July 2011
Capturing the Market, Value, or Momentum Premium with Downside Risk Control: Dynamic Allocation Strategies with Exchange-Traded Funds
EDHEC-Risk Institute publication, July 2011
An Integrated Approach to Sovereign Wealth Risk Management
EDHEC-Risk Institute publication, July 2011
Direct and Indirect Effects of Index ETFs on Spot-Futures Pricing and Liquidity: Evidence from the CAC 40 Index
July 2011
Un haut niveau de protection de l'emploi ralentit l'insertion des jeunes sur le marché du travail
EDHEC Position paper, July 2011
The Sophisticated and the Simple: The Profitability of Contrarian Strategies from a Portfolio Manager’s Perspective
June 2011
The Impact of Unemployment on Homeownership in England
EDHEC Position paper, June 2011
A Review of Corporate Bond Indices: Construction Principles, Return Heterogeneity, and Fluctuations in Risk Exposures
EDHEC-Risk Institute publication, June 2011
Proposals for a Definition and Map of Legal Risk
EDHEC Augmented Law Institute, EDHEC Position paper, June 2011
The Elephant in the Room: Accounting and Sponsor Risks in Corporate Pension Plans
EDHEC-Risk Institute publication, June 2011
Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models.
June 2011
Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration.
June 2011
Measuring High-Frequency Causality between Returns, Realised Volatility and Implied Volatility
June 2011
Predicting corporate bankruptcy using a self-organizing map: An empirical study to improve the forecasting horizon of a financial failure model
Decision Support Systems, Volume 51, June 2011, Pages 701 - 711
Understanding international grading scales: More translation than conversion
The International Journal of Management Education, June 2011
Price, Wage, and Employment Response to Shocks: Evidence from the WDN Survey
May 2011
Propositions pour une définition et une méthode de cartographie du risque juridique
EDHEC Augmented Law Institute, EDHEC Position paper, May 2011
A Post-crisis Perspective on Diversification for Risk Management
EDHEC-Risk Institute publication, May 2011
What Drives the Performance of Efficient Indices?
EDHEC-Risk Institute publication, April 2011
Improved Beta? A Comparison of Index-Weighting Schemes
EDHEC-Risk Institute publication, April 2011