Publications
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
Co-operation – the missing value of business education
Journal of Management Development, January 2014
Destabilization effect of international trade in a perfect foresight dynamic general equilibrium model
Economic Theory, 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
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
Persistence of Performance Using the Four-Factor Pricing Model: Evidence From Dow Jones Islamic Index
Journal of Applied Business Research, January 2014
Hedging versus Insurance: Long-Horizon Investing with Short-Term Constraints
Bankers, Markets & Investors, January 2014
Interest Rate Risk and the Cross Section of Stock Returns
Journal of Financial and Quantitative Analysis, January 2014
Innovative Business School Teaching: Engaging the Millennial Generation.
December 2013
Financial distress and bankruptcy prediction among listed companies using accounting, market and macroeconomic variables
International Review of Financial Analysis, December 2013
Analysing Statistical Robustness of Cross-Sectional Volatility
EDHEC-Risk Institute publication, October 2013
LTGA Impact Assessment and Bond Management: Has Solvency II reached a Deadlock?
EDHEC Value Creation Chair, Other study and expert report, October 2013
Tail Risk of Equity Market Indices: An Extreme Value Theory Approach
EDHEC-Risk Institute publication, October 2013
Measuring the credit risk of unlisted infrastructure debt
October 2013
Discussion of the Central Bank of Ireland discussion paper on loan origination by investment funds
September 2013
Analysing and Decomposing the Sources of Added-Value of Corporate Bonds Within Institutional Investors’ Portfolios
EDHEC-Risk Institute publication, September 2013
The Local Volatility Factor for Asian Stock Markets
EDHEC-Risk Institute publication, September 2013
The Performance of Socially Responsible Investment and Sustainable Development in France: An Update after the Financial Crisis
EDHEC Position paper, September 2013
La féminisation des Conseils d’Administration des grandes entreprises en France : au delà des apparences
EDHEC Position paper, July 2013
Portfolio Management under Stress : A Bayesian-Net Approach to Coherent Asset Allocation.
July 2013
Obsolescence des compétences, formation continue et chômage : quelles relations pour quelles politiques ?
EDHEC Position paper, June 2013
Investment Solutions for East Asia's Pension Savings
EDHEC-Risk Institute publication, June 2013
Taking Full Advantage of the Statistical Properties of Commodity Investments
June 2013
The Benefits of Sovereign, Municipal and Corporate Inflation-Linked Bonds in Long-Term Investment Decisions
EDHEC-Risk Institute publication, April 2013