PhD faculty has an outstanding track record of publications in and editing for the most respected journals in financial economics. The bulk of these have appeared in the most competitive and influential mainstream journals, but some articles have also been published by more specialised and practitioner-oriented scientific publications.
- 08.05.2024 - Article in a peer reviewed journal
Fast Filtering with Large Option Panels: Implications for Asset Pricing
Journal of Financial and Quantitative Analysis, May 2024, Pages 1 - 32 - 22.11.2023 - EDHEC publication
Portfolio Losses from Climate Damages: A Guide for Long-Term Investors
EDHEC Risk Climate Impact Institute, EDHEC-Risk Climate Impact Institute Publication, November 2023 - 20.11.2023 - EDHEC publication
Hamid Boustanifar: “Our students will learn company valuation […] and how to set up optimal financing policies for a firm or an acquisition”
EDHEC VOX, November 2023 - 31.10.2023 - Article in a peer reviewed journal
Precision Investing: On the Optimal Design of Personalized Performance Portfolios for Liability-Driven Investors
Journal of Portfolio Management, Volume 50, October 2023, Pages 82 - 105 - 30.10.2023 - EDHEC publication
Pourquoi les fonds d’investissement dits « responsables » ne sont pas forcément plus vertueux que les autres
EDHEC VOX, October 2023 - 09.10.2023 - Article in a peer reviewed journal
CEO wealth and cross-border acquisitions by SMEs
International Business Review, October 2023 - 12.09.2023 - Article in a peer reviewed journal
Revisiting Family Firms
Journal of Financial and Quantitative Analysis, September 2023 - 04.09.2023 - Article in a peer reviewed journal
Structural VAR Models in the Frequency Domain
Journal of Econometrics, Volume 236, September 2023, Pages 105466-1 - 105466-24 - 27.07.2023 - Article in a peer reviewed journal
The disappearing profitability of volatility-managed equity factors
Journal of Financial Markets, Volume 65, July 2023 - 20.07.2023 - Article in a peer reviewed journal
Can Representativeness Explain the Predictability of Treasury Bonds Returns?
Journal of Fixed Income, July 2023 - 01.07.2023 - Article in a peer reviewed journal
Soccer Labour Market Equilibrium and Efficient Training of Talents
European Economic Review, Volume 156, July 2023, Pages 1 - 23 - 21.06.2023 - EDHEC publication
3 questions to Riccardo Rebonato on the Climate Risk Premium
EDHEC Risk Climate Impact Institute, EDHEC VOX, June 2023 - 20.06.2023 - EDHEC publication
Comment les spéculateurs tirent profit des turbulences bancaires
EDHEC VOX, June 2023 - 05.06.2023 - EDHEC publication
L’activisme actionnarial, un levier de création de valeur pour les entreprises
EDHEC VOX, June 2023 - 26.05.2023 - Article in a peer reviewed journal
- 25.05.2023 - Article in a peer reviewed journal
Does the Cochrane-Piazzesi Factor Predict? An International Resampling Perspective
Journal of Fixed Income, Volume 32, May 2023, Pages 60 - 75 - 15.05.2023 - EDHEC publication
Finance and Climate Action – Perspectives from the Sixth Assessment Report
EDHEC Risk Climate Impact Institute, EDHEC-Risk Climate Impact Institute Publication, May 2023 - 15.05.2023 - EDHEC publication
Rolling the DICE at Thirty - Can Integrated Assessment Models be Made Fit for Investment Purposes?
EDHEC Risk Climate Impact Institute, EDHEC-Risk Climate Impact Institute Publication, May 2023 - 09.05.2023 - Article in a peer reviewed journal
Zero leverage puzzle: Do labour laws matter?
European Financial Management, Volume 29, May 2023, Pages 1119 - 1159 - 04.05.2023 - Article in a peer reviewed journal
An alternative to shareholder capitalism? A review of Alex Edmans "Grow the Pie: How Great Companies Deliver Both Purpose and Profit"
Journal of International Financial Management and Accounting, Volume 34, May 2023, Pages 378 - 383 - 13.04.2023 - EDHEC publication
4 questions à Arnaud Dufays sur le rôle des relations sociales dans la motivation à poursuivre des études supérieures
EDHEC VOX, April 2023 - 10.04.2023 - Article in a peer reviewed journal
Risks and Returns in Crowdlending
Eurasian Business Review, Volume Volume 13, April 2023, Pages 309 - 340 - 23.03.2023 - EDHEC publication
3 questions to Gianfranco Gianfrate on the risks associated with crowdlending
EDHEC VOX, March 2023 - 16.03.2023 - EDHEC publication
EDHEC Climate and Finance special issue
EDHEC Risk Climate Impact Institute, EDHEC-Risk Climate Impact Institute Publication, March 2023 - 16.03.2023 - EDHEC publication
4 questions to Teodor Dyakov on the failure of the Silicon Valley Bank
EDHEC VOX, March 2023 - 01.02.2023 - Article in a peer reviewed journal
Money Illusion and TIPS Demand
Journal of Money, Credit and Banking, Volume 55, February 2023, Pages 171 - 214 - 01.01.2023 - Chapter publication
- 12.12.2022 - EDHEC publication
To halt global warming, forget net-zero: aim for net-negative
EDHEC Risk Climate Impact Institute, EDHEC VOX, December 2022 - 01.12.2022 - Chapter publication
- 01.11.2022 - Article in a peer reviewed journal
Improving Interest Rate Risk Hedging Strategies through Regularization
Financial Analysts Journal, Volume 78, November 2022 - 01.10.2022 - EDHEC publication
- 01.10.2022 - EDHEC publication
- 01.10.2022 - Article in a peer reviewed journal
- 22.08.2022 - Article in a peer reviewed journal
Peer-induced beliefs regarding college participation
Economics of Education Review, Volume 90, October 2022, Pages 1 - 15 - 01.08.2022 - Article in a peer reviewed journal
On the long-run fluctuations of inheritance in two-sector OLG models
Journal of Mathematical Economics, Volume 101, August 2022, Pages 1 - 21 - 17.06.2022 - Article in a peer reviewed journal
- 09.06.2022 - Article in a peer reviewed journal
Better Kept in the Dark? Portfolio Disclosure and Agency Problems in Mutual Funds
Journal of Financial and Quantitative Analysis, Volume 57, June 2022, Pages 1529 - 1563 - 03.05.2022 - Article in a peer reviewed journal
Employee Satisfaction and Long-run Stock Returns, 1984-2020
Financial Analysts Journal, June 2022, Pages 1 - 38 - 02.05.2022 - Article in a peer reviewed journal
Forecasting the Long-Term Equity Premium for Asset Allocation
Financial Analysts Journal, May 2022, Pages 1 - 53 - 12.04.2022 - Article in a peer reviewed journal
The finance of climate change
Journal of Corporate Finance, Volume 73, May 2022, Pages 1 - 4 - 30.03.2022 - Article in a peer reviewed journal
Chasing the ESG factor
Journal of Banking and Finance, Volume 139, April 2022, Pages 1 - 24 - 30.03.2022 - EDHEC publication
ESG & obligations souveraines : un nouveau paradigme ?
EDHEC Risk Institute, EDHEC VOX, March 2022 - 01.03.2022 - Article in a peer reviewed journal
Bankruptcy Reform, Credit Availability, and Financial Distress
Finance, March 2022, Pages 1 - 64 - 01.03.2022 - Article in a peer reviewed journal
Taking chances? The effect of CEO risk propensity on firms’ risky internationalization decisions
Journal of International Business Studies, Volume 53, March 2022, Pages 302 - 325 - 01.03.2022 - Article in a peer reviewed journal
Risk Parity and Beyond—From Asset Allocation to Risk Allocation Decisions
Journal of Portfolio Management, March 2022 - 28.02.2022 - Article in a peer reviewed journal
Risk Parity and Beyond—From Asset Allocation to Risk Allocation Decisions
Journal of Portfolio Management, Volume 48, February 2022, Pages 108 - 135 - 09.02.2022 - EDHEC publication
Pourquoi le rapport au risque d’un dirigeant influence les choix d’internationalisation de son entreprise
PRI, EDHEC VOX, February 2022 - 07.02.2022 - EDHEC publication
The Agency of Greenwashing
EDHEC Risk Institute, EDHEC-Risk Institute publication, February 2022 - 21.01.2022 - Article in a peer reviewed journal
- 17.12.2021 - Article in a non peer reviewed journal
Is Basel Faulty? Bank Regulation Is Still Built on Shaky Foundations - Macroprudential Matters
Macroprudential Maters, December 2021, Pages 1 - 2