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.

 

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

  • Understanding Cash Flow Risk, Sebastian Gryglewicz, Loriano Mancini, Erwan Morellec,  Enrique J. Schroth, and Philippe Valta, Review of Financial Studies, forthcoming

 

 

 

 

 

 

              *Hong Sherwin is a graduate of the EDHEC PhD in Finance programme.

 

 

 

 

 

 

 

 

 

 

 

 

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

 

 

 

  

 

 

 

 

 

 

              *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.

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

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