Faculty Publications

Below is a selection of articles by programme faculty members which were recently published or are forthcoming. Appearing are representative articles in scientific journals co-authored by faculty members publishing under their EDHEC Business School affiliation.

 

 

 

 

 

 

 

 

 

 

 

 

  • Positional Portfolio Management, Patrick Gagliardini and Christian Gourieroux and Mirco RubinJournal of Financial Econometrics, November 2019, pp. 1 - 57. 

 

 

 

 

  

 

 

                           *Suprita Vohra is a graduate of the EDHEC PhD in Finance programme.

 

 

 

 

 

 

 

              *Andrea Tarelli is a graduate of the EDHEC PhD in Finance programme.

 

 

 

 

 

 

 

 

 

 

 

 

 

 

  • Sovereign to Corporate Risk Spillovers, Patrick Augustin, Hamid Boustanifar, Johannes H. Breckenfelder, and Jan Schnitzler, Journal of Money, Credit, and Banking,  August 2018, Volume 50 (5), Pages 857-891.

 

 

 

 

               *Jeroen Jansen is a graduate of the EDHEC PhD in Finance programme.

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

  • CDS Implied Credit Ratings, Jeroen Jansen* and Frank J. FabozziJournal of Fixed Income, Spring 2017, Volume 26, Issue 4, Pages 25-52.

              *Jeroen Jansen is a graduate of the EDHEC PhD in Finance programme.

 

 

              *Rama Malladi is a graduate of the EDHEC PhD in Finance programme.

 

 

 

 

 

 

 

 

 

 

 

 

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