Les publications

Publications académiques

Using the right implied volatility quotes in times of low interest rates: An empirical analysis across different currencies

Auteur(s) :
Jinal Patel
,
Vincenzo Russo
,
Frank J. Fabozzi

2018

Publications académiques

FAMILY FIRMS IN THE LONG RUN: THE INTERPLAY BETWEEN EMOTIONS AND HISTORY

Auteur(s) :
Ludovic Cailluet
,
Fabian Bernhard
,
Rania Rabaki
Entreprises et Histoire, N° 91 pp. 1 - 22
2018

Publications académiques

Public acceptability of financial incentives to reward pregnant smokers who quit smoking: a United Kingdom–France comparison

Auteur(s) :
Noémi Berlin
,
Léontine Goldzahl
,
Linda Bauld
,
Pat Hoddinott
,
Ivan Berlin
The European Journal of Health Economics, June 2018, Volume 19, Issue 5, pp 697–708
2018

Publication EDHEC

Maximising the Volatility Return: A Risk-Based Strategy for Homogeneous Groups of Assets

Auteur(s) :
Daniel Mantilla-Garcia
The long-term performance of any portfolio can be decomposed as the sum of the weighted average long-term return of its assets plus the volatility...
2018

Working paper

Factoring Characteristics into Returns: A Clinical Approach to Fama-French Portfolio Decomposition

Auteur(s) :
Boris Fays
,
Georges Hübner
,
Marie Lambert
This paper thoroughly analyses competing construction methods for factoring characteristics into returns. We show the importance of ensuring a proper...
2018

Livre

Initiation au contrôle de gestion

Auteur(s) :
Pierre-Laurent Bescos
,
Karim Charaf
Editeur : Ellipses Marketing
2018

Publications académiques

Reconsumption reconsidered

Auteur(s) :
Marie-Cécile Cervellon
,
Stephen Brown
 Marketing Theory, Vol. 18 N° 3 pp. 391 - 410
2018

Publications académiques

Holding on to Family Values or Adapting to a Changing World—The Case of Barilla

Auteur(s) :
Fabian Bernhard
International Marketing and Management Research , Global Business Value Innovations pp 117-127, 2018
2018

Publications académiques

A welfare evaluation of the 1986 tax reform for married couples in the United States

Auteur(s) :
Matteo Picchio
,
Giacomo Valletta
International Tax and Public Finance, June 2018, Volume 25, Issue 3, pp 757–807
2018

Publications académiques

Macroeconomic variable selection for creditor recovery rates

Auteur(s) :
Abdolreza Nazemi
,
Frank J. Fabozzi
Journal of Banking & Finance, Volume 89, April 2018, Pages 14-25
2018

Publications académiques

“Shadow emperor” or “loyal paladin”? – The Janus face of previous owner involvement in family firm successions

Auteur(s) :
Jan-Philipp Ahrens
,
Lorraine Uhlaner
,
Michael Woywode
,
Jan Zybura
Journal of Family Business Strategy, Volume 9, Issue 1, March 2018, Pages 73-90
2018

Publications académiques

Staying on Top of the Curve: A Cascade Model of Term Structure Dynamic

Auteur(s) :
Laurent Calvet
,
Adlai J. Fisher
,
Liuren Wu
Journal of Financial and Quantitative Analysis, Volume 53, Issue 2, April 2018 , pp. 937-963
2018

Publications académiques

On sunspot fluctuations in variable capacity utilization models

Auteur(s) :
Frédéric Dufourt
,
Alain Venditti
,
Rémi Vivès
Journal of Mathematical Economics, Volume 76, May 2018, Pages 80-94
2018

Livre

Processus stratégiques – comment les organisations élaborent leur stratégie

Auteur(s) :
Thomas Durand
,
Sakura SHIMADA
,
Philippe Very
Editions EMS  
2018

Livre

Reducing Inequalities in Europe: How Industrial Relations and Labour Policies Can Close the Gap

Auteur(s) :
Daniel Vaughan-Whitehead
,
Pierre Courtioux
By the EDHEC Economics Research Centre
2018

Etude de cas

L’Ebitda, une mesure de la performance à manier avec prudence

Auteur(s) :
Arnt Verriest

2018

Working paper

Gamma Trading Skills in Hedge Funds

Auteur(s) :
Boris Fays
,
Georges Hübner, PhD
,
Marie Lambert
This paper explores the gamma trading, timing and managerial skills of individual hedge funds across categories. We replicate the non-linear payoffs...
2018

Working paper

Are You Rich Enough for A (Single) Family Office

Auteur(s) :
Bernd Scherer
Are you rich enough for a family office? Focusing purely on the financial economics of a family office, we derive the minimum assets under management...
2018

Publication EDHEC

Applying Goal-Based Investing Principles to the Retirement Problem

Auteur(s) :
Kevin Giron
,
Lionel Martellini
,
Vincent Milhau
,
John Mulvey
,
Anil Suri
In most developed countries, pension systems are being threatened by rising demographic imbalances as well as lower growth in productivity. With the...
2018

Publications académiques

The Timeline Estimation of Bubbles: The Case of Real Estate

Auteur(s) :
Frank J. Fabozzi
,
Keli Xiao
Real Estate Economics, Volume47, Issue2, Summer 2019, Pages 564-594
2018

Pages

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