Publications
Assessing the investability of smart beta indices
Other, Other study and expert report, May 2018
Another Look at the Ho-Lee Bond Option Pricing Model
Journal of Derivatives, Volume 25, June 2018, Pages 48 - 53
Modèles de scoring bancaire : une façon peu précise d’estimer un risque de défaut
Revue Française de Comptabilité, April 2018
Diversification versus optimality: is there really a diversification puzzle?
Applied Economics, Volume 50, August 2018, Pages 4671 - 4693
Corporate foresight and its impact on firm performance: A longitudinal analysis
Technological Forecasting and Social Change, April 2018
Staying on Top of the Curve: A Cascade Model of Term Structure Dynamics
Journal of Financial and Quantitative Analysis, Volume 53, April 2018, Pages 937 - 963
Macroeconomic variable selection for creditor recovery rates
Journal of Banking and Finance, Volume 89, April 2018, Pages 14 - 25
Polytomous response financial distress models: The role of accounting, market and macroeconomic variables
International Review of Financial Analysis, Volume 59, October 2018, Pages 276 - 289
Quanto Option Pricing with Lévy Models
Computational Economics, Volume 53, March 2019, Pages 1279 - 1308
Capital Structure Decisions and the Optimal Design of Corporate Market Debt Programs
Journal of Corporate Finance, Volume 49, April 2018, Pages 141 - 167
The Hottinguer Bank : Lessons from a long-lived family business across generations
March 2018
Failure pattern-based ensembles applied to bankruptcy forecasting
Decision Support Systems, Volume 107, March 2018, Pages 64 - 77
Theoretical Orientations and Practical Applications of Psychological Ownership.
March 2018
Bonduelle: Discriminating the weighted average cost of capital(Europe and non-Europe zones)
CCMP F0533(GB), March 2018
Predicting Risk Premia for Treasury Bonds: The ERI Risk Premium Monitor
RESEARCH FOR INSTITUTIONAL MONEY MANAGEMENT - A Supplement to PENSIONS & INVESTMENTS, March 2018, Pages 1 - 26
Aggregation of Heterogenous Beliefs, Asset Pricing, and Risk Sharing in Complete Financial Markets
Research in Economics, Volume 12, March 2018, Pages 117 - 146
Creativity in law. Reflections on innovation in law and the creativity of legal professionals
March 2018
Maximizing the Benefits of Factor Investing
RESEARCH FOR INSTITUTIONAL MONEY MANAGEMENT - A Supplement to PENSIONS & INVESTMENTS, Volume 1, March 2018, Pages 1 - 26
7 étapes pour un business model solide : Construire et réinventer une activité économique (Stratégie d'entreprise)
March 2018
Assessing the Investability of Smart Beta Indexes
Pensions & Investments/Research for Institutional Money Management, Volume 1, March 2018, Pages 11 - 14
Smart beta and beyond: Maximising the benefits of factor investing
EDHEC Risk Institute, EDHEC-Risk Institute publication, March 2018
Rôle et responsabilité des opérateurs de plateforme en ligne : approche(s) transversale(s) ou approches sectorielles ?
March 2018
Applying Goal-Based Investing to the Retirement Issue
RESEARCH FOR INSTITUTIONAL MONEY MANAGEMENT - A Supplement to PENSIONS & INVESTMENTS, Volume 1, March 2018, Pages 1 - 26
Increasing breast-cancer screening uptake: A randomized controlled experiment
Journal of Health Economics, March 2018
Goal-based investing and its application to the retirement problem
EDHEC Risk Institute, EDHEC-Risk Institute publication, March 2018
Predicting risk premia for Treasury bonds: The ERI Risk Premium Monitor
EDHEC Risk Institute, EDHEC-Risk Institute publication, March 2018
Wages and Human Capital in Finance: International Evidence, 1970–2011
Review of Finance, March 2018
Factor-Based Commodity Investing
EDHEC Risk Institute, EDHEC-Risk Institute publication, March 2018
An Alternative Approach for Portfolio Performance Evaluation: Enabling Fund Evaluation Relative to Peer Group via Malkiel’s Monkey
Applied Economics, Volume 50, July 2018, Pages 4318 - 4327
Semi-Confidential Settlements in Civil, Criminal, and Sexual Assault Cases
Cornell Law Review, Volume 103, February 2018, Pages 311 - 356
The End of Theory: Financial Crises, the Failure of Economics, and the Sweep of Human Interaction
Quantitative Finance, February 2018
Book Review: The End of Theory
Quantitative Finance, Volume 18, February 2018, Pages 347 - 349
Semi-Confidential Settlements in Civil, Criminal, and Sexual Assault Cases
Cornell Law Review, February 2018
Construction Rules of Retirement Goal Price Indices
EDHEC-Risk Institute publication, February 2018
Bienvenue dans l'ère de la déconcentration des actifs
Blog HBR France, February 2018, Pages 1 - 2
Multiclass vector auto-regressive models for multistore sales data
Journal of the Royal Statistical Society : Series C (Applied Statistics), Volume 67, February 2018, Pages 435 - 452
Smart Beta and beyong: maximising the benefits of factor investing
EDHEC Risk Institute, EDHEC-Risk Institute publication, February 2018
Ec@cosmos : la dématérialisation des factures via leur comptabilisation ?
February 2018
Selecting Reference Indices for the Infrastructure Asset Class: A survey of Investor preferences and the EDHECinfra families of infrastructure indices.
EDHEC-Risk Institute publication, February 2018
Threat of entry and debt maturity: Evidence from airlines
Journal of Financial Economics, February 2018
Effects of interpersonal trust among users of Online Health Communities on patient trust in and satisfaction with their physician
The International Journal of Technology Assessment in Health, Volume 34, January 2018, Pages 56 - 62
Training for the Coaching Leader: How Organizations Can Support Their Managers
Journal of Management Development, Volume 37, February 2018, Pages 188 - 200
Leadership Coaching: An Australian context
Routledge, January 2018, Pages 140 - 147
Are You Rich Enough for a (Single) Family Office?
The Journal of Wealth Management, January 2018
A Financially Motivated Extension of the Heston Model for a Joint P- and Q-Dynamics Analysis of Variance
Journal of Derivatives, Volume 25, February 2018, Pages 1 - 26