Publications
Unlisted Infrastructure Debt Valuation & Performance Measurement
EDHEC-Risk Institute publication, July 2014
Should a Skeptical Portfolio Insurer use an Optimal or a Risk-Based Multiplier?
July 2014
A Predictive System with Heteroscedastic Expected Returns and Economic Constraints
July 2014
Tail Risk of Smart Beta Portfolios: An Extreme Value Theory Approach
EDHEC-Risk Institute publication, July 2014
Superannuation v2.0
EDHEC-Risk Institute publication, June 2014
Risk Allocation, Factor Investing and Smart Beta: Reconciling Innovations in Equity Portfolio Construction
EDHEC-Risk Institute publication, June 2014
A Proposal for an Interest Rate Dampener for Solvency II to Manage Pro-Cyclical Effects and Improve Asset-Liability Management
EDHEC Value Creation Chair, Other study and expert report, June 2014
Benchmarking Long-Term Investment in Infrastructure
EDHEC-Risk Institute publication, June 2014
Le concept de consumer empowerment dans un contexte participatif et son impact sur les enchères en ligne. Le cas des eBayeurs
Revue Française de Marketing, Volume 246, May 2014, Pages 63 - 76
Using Affect-Expectations Theory to Explain the Direction of the Impact of Experiential Emotions on Satisfaction
Psychology and Marketing, Volume 31, May 2014, Pages 900 - 913
Avoir un diplôme pour faire une bonne carrière ou un bon mariage ?
EDHEC Position paper, May 2014
The Basics of Econometrics: Tools, Concepts, and Asset Management Applications.
May 2014
Proverbial wisdom – a “serious” international business game
Journal of International Education in Business, April 2014
Towards Conditional Risk Parity — Improving Risk Budgeting Techniques in Changing Economic Environments
EDHEC-Risk Institute publication, April 2014
The Fund of Hedge Fund Selection Puzzle: A Pragmatic Approach to Identify the X-Factor
April 2014
Co-operation – the missing value of business education
Journal of Management Development, April 2014
Commodity Risk Factors and Intertemporal Asset Pricing
April 2014
Internal Capital Markets and Managerial Power: Implications for Family Groups
March 2014
Le nouvel art de la stratégie : visionner et pivoter
Other study and expert report, March 2014
Optimising the Compression Cycle: Algorithms for Multilateral Netting in OTC Derivatives Markets
March 2014
Santé, assurance et salaires : Qu'attendre de la généralisation des complémentaires d'entreprise ?
EDHEC Position paper, March 2014
Index Transparency – A Survey of European Investors’ Perceptions, Needs and Expectations
EDHEC-Risk Institute publication, March 2014
Les dysfonctionnements du marché locatif privé et le rôle de la régulation
EDHEC Position paper, March 2014
Do Multiple Credit Ratings Signal Complexity ? Evidence from the European Triple-A Structured Finance Securities
March 2014
Improved Risk Reporting with Factor-Based Diversification Measures
EDHEC-Risk Institute publication, February 2014
The Impact of Indexing in the Equity and Commodity Markets
February 2014
Dynamic Liability-Driven Investing Strategies: The Emergence of a New Investment Paradigm for Pension Funds?
EDHEC-Risk Institute publication, February 2014
Bonduelle Bienvenue : un nouveau lieu d'expériences pour le consommateur de légumes
February 2014
Bonduelle Bienvenue - The All-Vegetable Showcase Store: A new outlet for the vegetable consumer
February 2014
Serious Games: A Seminar Map for International Business Schools
Business Communication Quarterly, January 2014
Quantitative Portfolio Construction and Systematic Trading Strategies using Factor Entropy Pooling
January 2014
Who Needs Inflation Hedging?
January 2014
Modelling the distribution of returns on higher education: A microsimulation approach
Economic Modelling, January 2014
Les médecins grands et beaux sont-ils plus souvent perçus comme de grands médecins ?
Journal de Gestion et d’Economie Médicale, January 2014
Tout savoir sur le capital investissement : capital risque, capital développement, LBO.
January 2014
Risques produits : Manager les risques juridiques et les responsabilités.
January 2014
Board Capital and the Downward Spiral: Antecedents of Bankruptcy in a Sample of Unlisted Firms.
Corporate Governance: An International Review, January 2014
Realized Volatility Forecasting in the Presence of Time-Varying Noise
Journal of Business & Economic Statistics, January 2014