Publications
Smart factor indices and defensive strategies
EDHEC Risk Institute, EDHEC-Risk Institute publication, November 2016
Sex determination using the DSP method on the coxal bone: Efficiency of method according to number of available variables
Forensic Science International, November 2016, Pages 1 - 5
Evaluating the live performance of multi smart factor indices
EDHEC Risk Institute, EDHEC-Risk Institute publication, November 2016
Réconcilier fiscalité et économie collaborative
Eco121, Volume 66, November 2016, Pages 1 - 1
Entrepreneurial Finance and Accounting for High-Tech Companies
MIT Press, Cambridge, MA, October 2016
Distinction between exposure to a defensive strategy and benefitting from the reward to the Low Risk Factor
EDHEC Risk Institute, EDHEC-Risk Institute publication, November 2016
Key Performance Indicators (KPIs): Run Legal with Business Metrics: Will the Legal of the Future Measure Everything It Does?
November 2016
Achieving dynamic defensive strategies
EDHEC Risk Institute, EDHEC-Risk Institute publication, November 2016
Trade the tweet: Social media text mining and sparse matrix
International Review of Financial Analysis, Volume 48, December 2016, Pages 272 - 281
Apple : Optimisation fiscale et stratégie juridique
Les Affiches Parisiennes, October 2016, Pages 1 - 1
Searching for a listed infrastructure asset class using mean–variance spanning
Financial Markets and Portfolio Management, Volume 31, April 2017, Pages 137 - 179
Innovation juridique et créativité des juristes
Cahiers de Droit de l’Entreprise, October 2016, Pages 21 - 21
Analysing the live performance of Scientific Beta multi-strategy indices
EDHEC Risk Institute, EDHEC-Risk Institute publication, November 2016
The evolution of multi-factor indices: smart factor indices, multi-beta indices and solutions
EDHEC Risk Institute, EDHEC-Risk Institute publication, October 2016
Estimating the Elasticity of Intertemporal Substitution Accounting for Stockholder-Specific Portfolios
Applied Economics Letters, Volume 24, April 2017, Pages 923 - 927
Defensive strategies (I): concepts underlying low risk equity strategies
EDHEC Risk Institute, EDHEC-Risk Institute publication, November 2016
Defensive strategies (III): towards dynamic defensive strategies
EDHEC Risk Institute, EDHEC-Risk Institute publication, October 2016
Les plateformes vont elles tuer les distributeurs traditionnels ?
Blog HBR France, October 2018, Pages 1 - 2
Skillful hiding: evaluating hedge fund managers’ performance based on what
Applied Economics, Volume 49, January 2017, Pages 664 - 676
Applying multi (smart) factor indexing methods to emerging market stocks
EDHEC Risk Institute, EDHEC-Risk Institute publication, November 2016
La créativité juridique : oxymore ou tautologie ? Réflexions sur l’innovation en droit et la créativité des juristes
Cahiers de Droit de l’Entreprise, October 2016, Pages 22 - 29
Commerce : les plateformes de vente en ligne vont-elles tuer les distributeurs traditionnels ?
Other study and expert report, October 2016
Defensive strategies (II): revisiting traditional defensive strategies with smart factor indices
EDHEC Risk Institute, EDHEC-Risk Institute publication, November 2016
A two-stage classification technique for bankruptcy prediction
European Journal of Operational Research, Volume 254, September 2016, Pages 236 - 252
To Sell or not to Sell? The Financial and Socio-emotional Dilemma of the Ownership Decision in the Family Business
September 2016
The Blockmouse Publishing Case : To sell or not to sell? The financial and socio-emotional dilemma of the ownership decision in the family business
Palgrave MacMillan, USA, September 2016, Pages 141 - 151
Towards Better Infrastructure Investment Products?
EDHEC-Infra, EDHEC Position paper, September 2016
10 Jahre Wir Magazin für Familienunternehmen
Wir Magazin, Volume 16, September 2016, Pages 8 - 9
Benchmarking Infrastructure Project Finance: Objectives, Roadmap and Recent Progress
Journal of Alternative Investments, Volume 19, November 2016, Pages 7 - 18
Volatility Wisdom of Social Media Crowds
Journal of Portfolio Management, Volume 43, January 2017, Pages 136 - 151
Finance de l’innovation, innovation(s) dans la finance
La Semaine Juridique - Entreprise et affaires, September 2016
Financer l’innovation, innover dans la finance
La Semaine Juridique Entreprise et Affaires, September 2016, Pages 34 - 36
Affaire Volkswagen : l’occasion de repenser la class action a` la franc¸aise ?
Eco121, September 2016, Pages 4 - 4
Term Structure Analysis of Option Implied Volatility in the Brazilian Market using a Continuous-Time GARCH Model
September 2016
The annuity puzzle remains a puzzle
Journal of Economic Dynamics and Control, September 2016
Who Is the Sovereign among Sovereign Wealth Funds? A Network Analysis of Co-Investments
The Journal of Private Equity, August 2016
The French Middle Class and the Labour Market
Economia & Lavoro, Volume 50, August 2016, Pages 39 - 42
Investor Perceptions about Smart Beta ETFs
EDHEC-Risk Institute publication, August 2016
Smart beta is not alpha
EDHEC Risk Institute, EDHEC-Risk Institute publication, August 2016
Exploring rating shopping for european triple a senior structured finance securities
Finance Research Letters, Volume 20, January 2017, Pages 35 - 39
Where Experience Matters: Asset Allocation and Asset Pricing with Opaque and Illiquid Assets
August 2016
Finance, Labour, Capital, and International Integration
Manchester School, Volume 84, September 2016, Pages 1 - 14
The Intended and Unintended Consequences of Financial-Market Regulations: A General Equilibrium Analysis
Journal of Monetary Economics, Volume 81, August 2016, Pages 25 - 43
Multi-purpose binomial model: Fitting all moments to the underlying geometric Brownian motion
Economics Letters, August 2016
The Impact of Home-Country Institutions and Competition on Firm Profitability
International Business Review, Volume 25, July 2016, Pages 831 - 846
An Introduction to U.S. Commodity Futures Markets: A Historical Perspective Along with Commodity Trading Principles
August 2016
New Firm Survival: Isolating the Role of Founders’ Human Capital in Accounting for Firm Longevity
Journal of Human Capital, August 2016
La Nouvelle « Exception De Panorama ». Gros Plan Sur L’Article L. 122-5 10° Du Code Français De La Propriété Intellectuelle
Revue Lamy Droit de l'Immatériel, August 2016
La réflexivité en questions : l'expérience du dispositif "Learning Team"
Revue Psychanalyse et Management, Volume 08, August 2016, Pages 65 - 79