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.

 

 

  • Measuring Portfolio Rebalancing Benefits in Equity Markets, Jean-Michel Maeso, and Lionel Martellini, The Journal of Portfolio Management, forthcoming

 

 

 

 

  • 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.

 

 

 

 

 

 

 

 

 

 

 

 

See Also

The EDHEC professor Gianpaolo Parise invited to join the CEPR
Actualités
- 07-01-2020
Gianpaolo Parise, Associate Professor in Finance at EDHEC Business School have been...
Can financial theory make sense of the factor zoo?
Actualités
- 20-11-2019
EDHEC PhD in Finance Newsletter - November 2019  Editorial signed by Laurent Calvet,...
Appointment and Grant for EDHEC Professor Raman Uppal
Actualités
- 19-11-2019
At the end of September 2019, EQDerivatives launched The Journal of Systematic...
EDHEC PhD alumni, Gideon Ozik and Vijay Vaidyanathan, contributors for MOOCs offered by EDHEC Business School and Coursera
Actualités
- 16-11-2019
Gideon Ozik, EDHEC PhD (2011) and Vijay Vaidyanathan, EDHEC PhD (2012) are contributing...