Publications

3280 results
04.04.2011 - Working paper

Force-fitting CDS Spreads to CDS Index Swaps

April 2011


04.04.2011 - Working paper

Correlation vs. Trends: A Common Misinterpretation

April 2011


31.03.2011 - Working paper

Idiosyncratic Risk and the Cross-Section of Stock Returns

March 2011


28.03.2011 - EDHEC publication

Optimal Design of Corporate Market Debt Programmes in the Presence of Interest-Rate and Inflation Risks

EDHEC-Risk Institute publication, March 2011


07.03.2011 - Working paper

Into a Distant Mirror: the 1870s

March 2011


25.02.2011 - Book publication

A probability metrics approach to financial risk measures

February 2011


22.02.2011 - EDHEC publication

Never the Twain Shall Meet?

EDHEC Value Creation Chair, EDHEC Position paper, February 2011


22.02.2011 - Working paper

Option Pricing and Hedging in the Presence of Basis Risk

February 2011


21.02.2011 - EDHEC publication

L’investissement public dans l’enseignement supérieur remet-il en cause l’équité fiscale ?

EDHEC Position paper, February 2011


18.02.2011 - Book publication

Intellectual property and theories of justice

February 2011


01.02.2011 - Case study

KETCH’CO – The Heinz-Amora Duel on the French Ketchup Market

February 2011


01.02.2011 - Case study

CH'TI LAND : Determine the Pricing Policy of a New Amusement Park

February 2011


01.02.2011 - Case study

MMA - Amélioration d'un système de Balanced Scorecard

February 2011


01.02.2011 - Case study

YOUKADO - Coffret cadeau Bébé Folies

CCMP M1744, February 2011


01.02.2011 - Case study

KETCHO : Le duel HEINZ-AMORA sur le marché du ketchup

February 2011


01.02.2011 - Case study

COFIDIS : lancement d'un nouveau service de crédit via le téléphone portable

February 2011


01.02.2011 - Case study

Chti'land

February 2011


01.02.2011 - Case study

GENDER AND WORK : Task Based Communication and Research/Consulting Activities

-, February 2011


31.01.2011 - Working paper

Media and Investment Management

January 2011


31.01.2011 - EDHEC publication

Scientific Diversification in Practice: Reactions to EDHEC-Risk Efficient Indices

EDHEC-Risk Institute publication, January 2011


31.01.2011 - Working paper

Giants at the Gate: On the Cross-Section of Private Equity Investment Returns

January 2011


07.01.2011 - EDHEC publication

L’évolution de la formation professionnelle continue : une perspective internationale

EDHEC Position paper, January 2011


04.01.2011 - EDHEC publication

The European Fund Management Industry Needs a Better Grasp of Non-financial Risks

EDHEC-Risk Institute publication, January 2011


03.01.2011 - Working paper

Improving Portfolio Selection Using Option-Implied Volatility and Skewness

January 2011


03.01.2011 - Working paper

How to Construct Fundamental Risk Factors?

January 2011


03.01.2011 - Working paper

A Hedge Fund Investor’s Guide to Understanding Managed Futures

January 2011


03.01.2011 - Working paper

Keynes Meets Markowitz: The Trade-off Between Familiarity and Diversification

January 2011


03.01.2011 - Working paper

How to Design a Commodity Futures Trading Program

January 2011


03.01.2011 - Working paper

Asset Prices with Heterogeneity in Preferences and Beliefs

January 2011


03.01.2011 - Working paper

The Alpha of a Market Timer

January 2011


01.01.2011 - Book publication

Du produit vers le service : stratégies d'évolution de l'entreprise industrielle vers les activités de service.

January 2011


01.01.2011 - Book publication

Guide du recrutement international : jeunes diplômés et hauts potentiels. 200 programmes pour réussir sa carrière.

January 2011


01.01.2011 - Book publication

Equity Valuation and Portfolio Management.

January 2011


01.01.2011 - Book publication

Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models.

January 2011


01.01.2011 - Book publication

The theory and practice of investment management

January 2011


01.01.2011 - Book publication

Institutional Investors in Global Capital Markets

January 2011


01.01.2011 - Book publication

Transparence et Gouvernance, une relecture.

January 2011


01.01.2011 - Book publication

Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures.

January 2011


01.01.2011 - Book publication

Asset and Liability Management Handbook

January 2011


01.01.2011 - Book publication

Comment faut-il payer les patrons ?

January 2011


01.01.2011 - Book publication

Risque juridique et conformité : manager la compliance.

January 2011


01.01.2011 - Book publication

A Stakeholder Approach to Corporate Social Responsibility : Pressures, Conflicts, and Reconciliation.

January 2011


01.01.2011 - Book publication

Financial models with Lévy processes and volatility clustering.

January 2011


01.01.2011 - Book publication

The Handbook of Traditional and Alternative Investment Vehicles.

January 2011


14.12.2010 - EDHEC publication

EDHEC-Risk European Private Wealth Management Survey

EDHEC-Risk Institute publication, December 2010


14.12.2010 - Book publication

The banking crisis handbook.

December 2010


13.12.2010 - Book publication

Marketing pour ingénieurs.

December 2010


10.12.2010 - EDHEC publication

An Integrated Approach to Asset-Liability Management: Capital Structure Choices, Pension Fund Allocation Decisions and the Rational Pricing of Liability Streams

EDHEC-Risk Institute publication, December 2010


06.12.2010 - Working paper

A Moment Expansion of Downside Risk Measures

December 2010


06.12.2010 - Working paper

Risk Parity – Rewards Risks and Research Opportunities

December 2010