Publications

Co-movement of Asia-Pacific with European and US stock market returns: A cross-time-frequency analysis

The new issues puzzle: evidence from non-US firms

On the determinants of Equity International Risk Premium: Are Emerging Zones Different?

The role of jump dynamics in the risk–return relationship

Skills, core capabilities, and the choice between merging, allying, and trading assets

On the relationship between oil price and exchange rates: A wavelet analysis

Life-Cycle Equilibrium Unemployment

The Methods of Distances in the Theory of Probability and Statistics.

Impact des capacités organisationnelles sur le développement des alliances

Does financial development reduce CO2 emissions in Malaysian economy? A time series analysis

Go Configure: The Mix of Purchasing Practices to Choose for Your Supply Base

Word-of-mouth and viral marketing referrals: what do we know? And what should we know?

Composition of robust equity portfolios

Proposals for Better Management of Non-Financial Risks within the European Fund Management Industry

A Fully Integrated Liquidity Market Risk Model

Improving Risk Management in DC and Hybrid Pension Plans

Comparing First, Second and Third Generation Commodity Indices

Rémunération des dirigeants d’entreprise : que peut-on attendre du « say on pay » ?

Les entreprises françaises et les vagues d‘acquisition

New ‘Stylised facts’ about Hedge Funds and Database Selection Bias

Revisiting Core-Satellite Investing - A Dynamic Model of Relative Risk Management

Nonlinear Dynamics in Equilibrium Models: Chaos, Cycles and Indeterminacy.

Research Handbook On Hedge Funds, Private Equity And Alternative Investments.

Response to the European Commission White Paper

Règles de l’indice EDHEC IEIF Immobilier d’Entreprise France

Long-Term Investing Strategies in Private Wealth Management

The Risks of Volatility ETNs: A Recent Incident and Underlying Issues