Publication EDHEC

Author(s) : Giusy Capasso
Authors investigate the relationship between exposure to climate change and firm credit risk. They show that the distance-to-default, a widely used...
2020
Author(s) : Gianfranco Gianfrate
Authors investigate the relationship between exposure to climate change and firm credit risk. They show that the distance-to-default, a widely used...
2020
Author(s) : Marco Spinelli
Authors investigate the relationship between exposure to climate change and firm credit risk. They show that the distance-to-default, a widely used...
2020
Author(s) : Nabil Bouamara
Sophisticated algorithmic techniques are complementing human judgement across the fund industry. Whatever the type of rebalancing that occurs in the...
2020
Author(s) : Kris Boudt
Sophisticated algorithmic techniques are complementing human judgement across the fund industry. Whatever the type of rebalancing that occurs in the...
2020
Author(s) : Jürgen Vandenbroucke
Sophisticated algorithmic techniques are complementing human judgement across the fund industry. Whatever the type of rebalancing that occurs in the...
2020
Author(s) : Lionel Martellini
A new approach known as factor investing has recently emerged in investment practice, which recommends that allocation decisions be expressed in...
2020
Author(s) : Vincent Milhau
A new approach known as factor investing has recently emerged in investment practice, which recommends that allocation decisions be expressed in...
2020
Author(s) : Christophe Roquilly
Les usagers du droit évoluent dans un contexte de complexité croissante de la norme juridique, tant par son volume que par sa technicité. Le risque...
2019
Author(s) : Daniel Mantilla-Garcia
The estimation of the multiplier parameter of portfolio insurance is crucial for this kind of investment strategies because it determines the risk...
2019

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