Publications
Assessing the intensity of US-Latin American market comovements and contagion effects in times of crisis
Journal of Quantitative Economics, January 2014
Bankruptcy prediction using terminal failure processes
European Journal of Operational Research, January 2014
Search strategies on the housing market and their implications on price dispersion
Journal of Housing Economics, January 2014
Stock Return Serial Dependence and Out-of-Sample Portfolio Performance
Review of Financial Studies, January 2014
Estimating aggregate autoregressive processes when only macro data are available
Economics Letters, January 2014
The role of specialization in mutual fund investment strategies: An exploratory study of the life sciences industry
Journal of Commercial Biotechnology, January 2014
Altering student preferences for takeover entrepreneurship: Action research based on threshold theory
International Journal of Entrepreneurship and Small Business, January 2014
Handbook of Asian Finance : REITs, Trading, and Fund Performance. Volume 2.
January 2014
Analytical-Numeric Formulas for the Probability Density Function of Multivariate Stable and Geo-Stable Distributions
Journal of Statistical Theory and Practice, January 2014
Leaks, legislation and freedom of speech: How can the law effectively promote public-interest whistleblowing?
International Labour Review, January 2014
Analyzing and Decomposing the Sources of Added-Value of Corporate Bonds within Institutional Investors’ Portfolios
Bankers, Markets & Investors, January 2014
Portfolio selection in the presence of systemic risk
Journal of Asset Management, January 2014
Risques produits : Manager les risques juridiques et les responsabilités.
January 2014
Oil prices and trade balance: A frequency domain analysis for India
Economics Bulletin, January 2014
Positive identification by X-rays bone trabeculae comparison
Forensic Science International, January 2014
Tout savoir sur le capital investissement : capital risque, capital développement, LBO.
January 2014
Business Activity And Environmental Degradation In Mexico
Journal of Applied Business Research, January 2014
Smooth monotone covariance for elliptical distributions and applications in finance
Quantitative Finance, January 2014
Second order risk aggregation with the Bernstein copula
Insurance, Mathematics & Economics, January 2014
Asset Prices with Heterogeneity in Preferences and Beliefs
Review of Financial Studies, January 2014
Global style portfolios based on country indices
Bankers, Markets & Investors, January 2014
Recent Trends in Equity Portfolio Construction Analytics
Journal of Portfolio Management, January 2014
Sustainable, hedonic and efficient: Interaction effects between product properties and consumer reviews on post-experience responses
European Journal of Marketing, January 2014
Robust portfolios that do not tilt factor exposure
European Journal of Operational Research, January 2014
Facteurs de succès et devenir des entreprises après les procédures collectives : le chapitre 11 est-il un modèle à suivre ?
Revue Banque, January 2014
Destabilization effect of international trade in a perfect foresight dynamic general equilibrium model
Economic Theory, January 2014
Introduction au marketing : cultures de consommation et création de valeur.
January 2014
Co-operation – the missing value of business education
Journal of Management Development, January 2014
Proverbial wisdom – a “serious” international business game
Journal of International Education in Business, January 2014
Improving Portfolio Selection Using Option-Implied Volatility and Skewness
Journal of Financial and Quantitative Analysis, January 2014
Handbook of Asian Finance: Financial Markets and Sovereign Wealth Funds. Volume 1.
January 2014
On the effects of world stock market and oil price shocks on food prices: An empirical investigation based on TVP-VAR models with stochastic volatility
Energy Economics, January 2014
The FDI location decision: Distance and the effects of spatial dependence
International Business Review, January 2014