Publications

3663 résultats
01.07.2016 - Article in a peer reviewed journal

Portfolio Selection Problems Consistent with a Given Preference Ordering

ternational Journal of Theoretical and Applied Finance, Volume 16, September 2013, Pages 1 - 38


30.06.2016 - Article in a non peer reviewed journal

An efficient way to exploit smart factor indices

Journal of Portfolio Management, May 2016, Pages 1 - 10


29.06.2016 - Working paper

A Primer on the Tax Framework of Offshore and Onshore Hedge Funds

June 2016


21.06.2016 - EDHEC publication

Factor investing and risk allocation: from traditional to alternative risk premia harvesting

EDHEC Risk Institute, EDHEC-Risk Institute publication, June 2016


15.06.2016 - Article in a peer reviewed journal

A Structural Model of Credit Risk for Illiquid Debt

Journal of Fixed Income, Volume 26, August 2016, Pages 6 - 19


15.06.2016 - Article in a peer reviewed journal

Life-cycle responses to health insurance status

Journal of Health Economics, Volume 49, September 2016, Pages 76 - 96


13.06.2016 - EDHEC publication

Ten Misconceptions about Smart Beta: Analysing common claims on performance drivers, investability issues and strategy design choices

EDHEC Position paper, June 2016


09.06.2016 - Article in a peer reviewed journal

Calibrating the Italian Smile with Time-Varying Volatility and Heavy-Tailed Models

Computational Economics, Volume 51, March 2018, Pages 339 - 378


09.06.2016 - Book publication

Portfolio Construction and Analytics

John Wiley & Sons, Hoboken, NJ, April 2016


08.06.2016 - Article in a non peer reviewed journal

Les Réseau Sociau d’Entreprise : comment aller au-del du mythe de la spontanéité de l’intelligence collective

Eco121, June 2016, Pages 1 - 1


06.06.2016 - Book publication

Innovative Business Education Design for 21st Century Learning

Springer Publishing, Dordrecht, June 2016


06.06.2016 - Case study

Medaviz

CCMP 2012G02, June 2017


02.06.2016 - Article in a peer reviewed journal

Is Idiosyncratic Volatility Priced in Commodity Futures Markets?

International Review of Financial Analysis, Volume 46, July 2016, Pages 219 - 226


02.06.2016 - Article in a peer reviewed journal

A good career or a good marriage: The returns of higher education in France

Economic Modelling, Volume 57, September 2016, Pages 221 - 237


01.06.2016 - Case study

H&M et sa marque : quelle stratégie de communication ?

June 2016


01.06.2016 - Book publication

Fractional Calculus and Fractional Process with Applications to Financial Economics: Theory and Practice

Elsevier: Academic Press, New York, October 2016


01.06.2016 - Case study

The Pomona group : the role of the internal audit and its process

June 2016


31.05.2016 - Article in a peer reviewed journal

Building Theory at the Intersection of Ecological Sustainability and Strategic Management

urnal of Business Ethics, Volume 135, May 2015, Pages 293 - 307


27.05.2016 - Article in a peer reviewed journal

Portfolio selection with conservative short-selling

Finance Research Letters, Volume 18, August 2016, Pages 363 - 369


25.05.2016 - Case study

Du pot à la peau : le Wikicell

CCMP M1923, February 2016


23.05.2016 - Article in a non peer reviewed journal

Pourquoi le numérique bouleverse le secteur des services

Blog HBR France, May 2018, Pages 1 - 2


23.05.2016 - EDHEC publication

Pourquoi le numérique bouleverse le secteur des services

Other study and expert report, May 2016


20.05.2016 - Article in a peer reviewed journal

Responsible Ownership in the Privately-Held (Family and Nonfamily) Firm: A Research Agenda and Latest Findings

Entrepreneurship and Management (PRZEDSIEBIORCZOSC I ZARZADZANIE), Volume 17, May 2016, Pages 9 - 30


13.05.2016 - Case study

Comptoir des cotonniers : le défi omnicanal

CCMP M1932, April 2016


09.05.2016 - Article in a peer reviewed journal

Labor policies and capital mobility in theory and in EMU

European Economic Review, Volume 87, May 2016, Pages 62 - 77


08.05.2016 - Book publication

Robust Portfolio Management in Equity Markets

John Wiley & Sons, Hoboken, NJ, April 2016


05.05.2016 - Case study

Packaging you can eat: WikiCells - A qualitative study prior to the launch of a revolutionary packaging

CCMP M1923, May 2016


03.05.2016 - Article in a peer reviewed journal

Multi-purpose binomial model:

Economics Letters, Volume 145, August 2016, Pages 225 - 229


03.05.2016 - Article in a peer reviewed journal

Collateral and growth cycles with heterogeneous agents

Journal of Macroeconomics, Volume 48, June 2016, Pages 327 - 350


02.05.2016 - Article in a peer reviewed journal

Dépréciation du capital humain et formation continue au cours du cycle de vie

Revue d'Économie Politique, Volume 126, May 2016, Pages 435 - 461


02.05.2016 - Article in a non peer reviewed journal

Enhanced Liability-Hedging Portfolios for Institutional Investors

RESEARCH FOR INSTITUTIONAL MONEY MANAGEMENT - A Supplement to PENSIONS & INVESTMENTS, Volume 1, May 2016, Pages 1 - 22


02.05.2016 - Case study

ATAVIK : du bon sens sur le marché de l'alimentation pour chiens et chats

CCMP M1973, May 2016


02.05.2016 - Article in a non peer reviewed journal

Meaningful Retirement Solutions for Institutional Investors

RESEARCH FOR INSTITUTIONAL MONEY MANAGEMENT - A Supplement to PENSIONS & INVESTMENTS, Volume 1, May 2016, Pages 1 - 22


02.05.2016 - Article in a non peer reviewed journal

Obtaining Attractive Exposure to Alternative Factors with Risk Allocation Strategies

RESEARCH FOR INSTITUTIONAL MONEY MANAGEMENT - A Supplement to PENSIONS & INVESTMENTS, Volume 1, May 2016, Pages 1 - 22


02.05.2016 - Article in a peer reviewed journal

Best Practices in Research for Quantitative Equity Strategies

Journal of Portfolio Management, Volume 42, June 2016, Pages 135 - 143


02.05.2016 - Article in a peer reviewed journal

Issues in Applying Financial Econometrics to Factor-Based Modeling in Investment Management

Journal of Portfolio Management, Volume 42, June 2016, Pages 94 - 106


02.05.2016 - EDHEC publication

Comprehensive and Well-Diversified Access to Rewarded Equity Factors: a Six-Factor Smart Beta Strategy

EDHEC Risk Institute, EDHEC-Risk Institute publication, May 2016


02.05.2016 - EDHEC publication

The Drivers of Smart Beta Performance — Does Conventional Wisdom Hold?

EDHEC Risk Institute, EDHEC-Risk Institute publication, May 2016


02.05.2016 - EDHEC publication

Is Smart Beta Just Monkey Business? Beyond Simplistic Explanations of Smart Beta Performance

EDHEC Risk Institute, EDHEC-Risk Institute publication, May 2016


01.05.2016 - Working paper

Market Efficiency and Hedge Fund Trading Strategies

May 2016


01.05.2016 - EDHEC publication

Dix ans de mixité sociale au collège : le public fait-il vraiment mieux que le privé ?

Pôle de recherche en économie, EDHEC Position paper, May 2016


01.05.2016 - Case study

Du pot à la peau, le WikiCell : étude qualitative avant lancement d’un packaging révolutionnaire

CCMP M1923, May 2016


15.04.2016 - Article in a non peer reviewed journal

MARS… Un rappel de produits, et ça repart !

Affiches Parisiennes, Volume avril 2016, April 2016, Pages 11 - 11


10.04.2016 - Article in a peer reviewed journal

Employees' Vicarious Guilt and the Support of Stricter Regulations.

Academy of Management Best Paper Proceedings, Volume 2016, August 2016, Pages 1 - 4


08.04.2016 - Article in a peer reviewed journal

Home Tenure, stock market participation, and composition of the household portfolio

Journal of Housing Economics, Volume 32, April 2016, Pages 1 - 17


04.04.2016 - Chapter publication

L'industrie autromobile européenne et le "made in France"

L'Harmattan, Paris, April 2016, Pages 101 - 112


04.04.2016 - Case study

Caviar Akitania : lancement d’un produit de luxe en GSA (démocratisation et/ou valorisation d’un produit de luxe)

CCMP M1918, April 2016


02.04.2016 - Article in a peer reviewed journal

An improved method for pricing and hedging long dated American options

European Journal of Operational Research, Volume 254, October 2016, Pages 656 - 666


01.04.2016 - Article in a peer reviewed journal

Les déterminants du recours régulier au dépistage du cancer du sein en France

Revue Française d'Economie, April 2016


01.04.2016 - EDHEC publication

Common misconceptions about smart beta performance drivers

EDHEC Risk Institute, EDHEC-Risk Institute publication, May 2016