Publications
Issues in Applying Financial Econometrics to Factor-Based Modeling in Investment Management
Journal of Portfolio Management, Volume 42, June 2016, Pages 94 - 106
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
Is Smart Beta Just Monkey Business? Beyond Simplistic Explanations of Smart Beta Performance
EDHEC Risk Institute, EDHEC-Risk Institute publication, May 2016
Meaningful Retirement Solutions for Institutional Investors
RESEARCH FOR INSTITUTIONAL MONEY MANAGEMENT - A Supplement to PENSIONS & INVESTMENTS, Volume 1, May 2016, Pages 1 - 22
Comprehensive and Well-Diversified Access to Rewarded Equity Factors: a Six-Factor Smart Beta Strategy
EDHEC Risk Institute, EDHEC-Risk Institute publication, May 2016
Best Practices in Research for Quantitative Equity Strategies
Journal of Portfolio Management, Volume 42, June 2016, Pages 135 - 143
Enhanced Liability-Hedging Portfolios for Institutional Investors
RESEARCH FOR INSTITUTIONAL MONEY MANAGEMENT - A Supplement to PENSIONS & INVESTMENTS, Volume 1, May 2016, Pages 1 - 22
The Drivers of Smart Beta Performance — Does Conventional Wisdom Hold?
EDHEC Risk Institute, EDHEC-Risk Institute publication, May 2016
Du pot à la peau, le WikiCell : étude qualitative avant lancement d’un packaging révolutionnaire
CCMP M1923, May 2016
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
MARS… Un rappel de produits, et ça repart !
Affiches Parisiennes, Volume avril 2016, April 2016, Pages 11 - 11
Employees' Vicarious Guilt and the Support of Stricter Regulations.
Academy of Management Best Paper Proceedings, Volume 2016, August 2016, Pages 1 - 4
Home Tenure, stock market participation, and composition of the household portfolio
Journal of Housing Economics, Volume 32, April 2016, Pages 1 - 17
Caviar Akitania : lancement d’un produit de luxe en GSA (démocratisation et/ou valorisation d’un produit de luxe)
CCMP M1918, April 2016
L'industrie autromobile européenne et le "made in France"
L'Harmattan, Paris, April 2016, Pages 101 - 112
An improved method for pricing and hedging long dated American options
European Journal of Operational Research, Volume 254, October 2016, Pages 656 - 666
Common misconceptions about smart beta performance drivers
EDHEC Risk Institute, EDHEC-Risk Institute publication, May 2016
Diversified or concentrated factor tilts?
EDHEC Risk Institute, EDHEC-Risk Institute publication, May 2016
Les déterminants du recours régulier au dépistage du cancer du sein en France
Revue Française d'Economie, April 2016
Dépréciation du capital humain et formation continue au cours du cycle de vie : Quelle dynamique des externalités sociales ?
Revue d'Economie Politique, April 2016
Understanding Online Reverse Auction Determinants of Use: A Multi-Stakeholder Case Study
Systèmes d’Information et Management, Volume 20, March 2016, Pages 1 - 33
Dynamic Asset Allocation with Liabilities
European Financial Management, Volume 23, March 2017, Pages 254 - 291
Commodity Risks and the Cross-Section of Equity Returns
British Accounting Review, Volume 48, June 2016, Pages 134 - 150
Enhancing LDI Solutions with Improved Equity Benchmarks
Research Insights supplement to AsianInvestor, March 2016, Pages 1 - 36
Harvesting Alternative Risk Premia
Research Insights supplement to AsianInvestor, March 2016, Pages 1 - 28
Providing Meaningful Retirement Investment Solutions
Research Insights supplement to AsianInvestor, March 2016, Pages 1 - 28
Alternative risk premia harvesting: From hedge fund replication to hedge fund substitution
EDHEC Risk Institute, EDHEC-Risk Institute publication, March 2016
Hedge Fund Allocation: Evaluating Parametric and Nonparametric Forecasts Using Alternative Portfolio Construction Techniques
International Review of Financial Analysis, Volume 45, May 2016, Pages 189 - 201
New Frontiers in Retirement Solutions
EDHEC Risk Institute, EDHEC-Risk Institute publication, March 2016
Smart betas in ALM
EDHEC Risk Institute, EDHEC-Risk Institute publication, March 2016
Culture d’entreprise et silence des salariés chez Volkswagen
Affiches Parisiennes , Volume mars 2016 , March 2016, Pages 11 - 11
Bond Pricing and Yield Curve Modelling - A Structural Approach
Cambridge University Press, Cambridge UK, November 2017
The Performance Drivers of Smart Beta – Facts and Fiction
EDHEC Risk Institute, EDHEC-Risk Institute publication, March 2016
Effects of information technology capabilities on strategic alliances: Implications for the resource-based view
Journal of Management Studies, Volume 53, March 2016, Pages 161 - 183
Nom des personnes publiques et droit de l’internet
Revue Communication Commerce Electronique, March 2016
Concentrate or Diversify - What is the Best Way to Gain Factor Exposure?
EDHEC Risk Institute, EDHEC-Risk Institute publication, March 2016
Thèse de doctorat : Les déterminants de la décision d'achat des investisseurs individuels
Université de Nice, March 2016, Pages 1 - 230
Using Implied Probabilities to Improve the Estimation of Unconditional Moment Restrictions for Weakly Dependent Data
Econometric Reviews, March 2016
Ambiguity aversion and household portfolio choice puzzles: Empirical evidence
Journal of Financial Economics, March 2016
Factor decomposition of the Eurozone sovereign CDS Spreads
Journal of International Money and Finance, Volume 65, July 2016, Pages 1 - 23
Améliorer le management des risques juridiques par l’innovation
Semaine Juridique, March 2016
Processes and integration in the interaction of purchasing and marketing: Considering synergy and symbiosis
Industrial Marketing Management, Volume 52, February 2016, Pages 74 - 81
The day France will forget Napoleon : Exploring the French Paradoxes of Leadership
SAGE, London, February 2016, Pages 25 - 35
Le lien à court terme et long terme entre endettement public et croissance : une mise en perspective internationale
EDHEC Position paper, February 2016
Fostering creativity understanding: Case study of an exercise designed for a large undergraduate business cohort at EDHEC Business School
Journal of Management Development, Volume 35, February 2016, Pages 574 - 591