Publications
Portfolio Selection Problems Consistent with a Given Preference Ordering
ternational Journal of Theoretical and Applied Finance, Volume 16, September 2013, Pages 1 - 38
An efficient way to exploit smart factor indices
Journal of Portfolio Management, May 2016, Pages 1 - 10
Factor investing and risk allocation: from traditional to alternative risk premia harvesting
EDHEC Risk Institute, EDHEC-Risk Institute publication, June 2016
A Structural Model of Credit Risk for Illiquid Debt
Journal of Fixed Income, Volume 26, August 2016, Pages 6 - 19
Life-cycle responses to health insurance status
Journal of Health Economics, Volume 49, September 2016, Pages 76 - 96
Ten Misconceptions about Smart Beta: Analysing common claims on performance drivers, investability issues and strategy design choices
EDHEC Position paper, June 2016
Calibrating the Italian Smile with Time-Varying Volatility and Heavy-Tailed Models
Computational Economics, Volume 51, March 2018, Pages 339 - 378
Les Réseau Sociau d’Entreprise : comment aller au-del du mythe de la spontanéité de l’intelligence collective
Eco121, June 2016, Pages 1 - 1
Innovative Business Education Design for 21st Century Learning
Springer Publishing, Dordrecht, June 2016
Medaviz
CCMP 2012G02, June 2017
Is Idiosyncratic Volatility Priced in Commodity Futures Markets?
International Review of Financial Analysis, Volume 46, July 2016, Pages 219 - 226
A good career or a good marriage: The returns of higher education in France
Economic Modelling, Volume 57, September 2016, Pages 221 - 237
Fractional Calculus and Fractional Process with Applications to Financial Economics: Theory and Practice
Elsevier: Academic Press, New York, October 2016
Building Theory at the Intersection of Ecological Sustainability and Strategic Management
urnal of Business Ethics, Volume 135, May 2015, Pages 293 - 307
Portfolio selection with conservative short-selling
Finance Research Letters, Volume 18, August 2016, Pages 363 - 369
Du pot à la peau : le Wikicell
CCMP M1923, February 2016
Pourquoi le numérique bouleverse le secteur des services
Blog HBR France, May 2018, Pages 1 - 2
Pourquoi le numérique bouleverse le secteur des services
Other study and expert report, May 2016
Responsible Ownership in the Privately-Held (Family and Nonfamily) Firm: A Research Agenda and Latest Findings
Entrepreneurship and Management (PRZEDSIEBIORCZOSC I ZARZADZANIE), Volume 17, May 2016, Pages 9 - 30
Labor policies and capital mobility in theory and in EMU
European Economic Review, Volume 87, May 2016, Pages 62 - 77
Robust Portfolio Management in Equity Markets
John Wiley & Sons, Hoboken, NJ, April 2016
Packaging you can eat: WikiCells - A qualitative study prior to the launch of a revolutionary packaging
CCMP M1923, May 2016
Multi-purpose binomial model:
Economics Letters, Volume 145, August 2016, Pages 225 - 229
Collateral and growth cycles with heterogeneous agents
Journal of Macroeconomics, Volume 48, June 2016, Pages 327 - 350
Dépréciation du capital humain et formation continue au cours du cycle de vie
Revue d'Économie Politique, Volume 126, May 2016, Pages 435 - 461
Enhanced Liability-Hedging Portfolios for Institutional Investors
RESEARCH FOR INSTITUTIONAL MONEY MANAGEMENT - A Supplement to PENSIONS & INVESTMENTS, Volume 1, May 2016, Pages 1 - 22
ATAVIK : du bon sens sur le marché de l'alimentation pour chiens et chats
CCMP M1973, 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
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
Best Practices in Research for Quantitative Equity Strategies
Journal of Portfolio Management, Volume 42, June 2016, Pages 135 - 143
Issues in Applying Financial Econometrics to Factor-Based Modeling in Investment Management
Journal of Portfolio Management, Volume 42, June 2016, Pages 94 - 106
Comprehensive and Well-Diversified Access to Rewarded Equity Factors: a Six-Factor Smart Beta Strategy
EDHEC Risk Institute, EDHEC-Risk Institute publication, May 2016
The Drivers of Smart Beta Performance — Does Conventional Wisdom Hold?
EDHEC Risk Institute, EDHEC-Risk Institute publication, May 2016
Is Smart Beta Just Monkey Business? Beyond Simplistic Explanations of Smart Beta Performance
EDHEC Risk Institute, EDHEC-Risk Institute publication, 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
Du pot à la peau, le WikiCell : étude qualitative avant lancement d’un packaging révolutionnaire
CCMP M1923, 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
L'industrie autromobile européenne et le "made in France"
L'Harmattan, Paris, April 2016, Pages 101 - 112
Caviar Akitania : lancement d’un produit de luxe en GSA (démocratisation et/ou valorisation d’un produit de luxe)
CCMP M1918, April 2016
An improved method for pricing and hedging long dated American options
European Journal of Operational Research, Volume 254, October 2016, Pages 656 - 666
Les déterminants du recours régulier au dépistage du cancer du sein en France
Revue Française d'Economie, April 2016
Common misconceptions about smart beta performance drivers
EDHEC Risk Institute, EDHEC-Risk Institute publication, May 2016