PhD faculty has an outstanding track record of publications in and editing for the most respected journals in financial economics. The bulk of these have appeared in the most competitive and influential mainstream journals, but some articles have also been published by more specialised and practitioner-oriented scientific publications.
- 31.12.2024 - Article in a peer reviewed journal
Can Competition Increase Profits in Factor Investing?
Management Science, December 2024 - 30.12.2024 - Article in a peer reviewed journal
A Multifactor Perspective on Volatility-Managed Portfolios
Journal of Finance, December 2024 - 01.10.2024 - Article in a peer reviewed journal
On the resilience of ESG firms during the COVID-19 crisis: evidence across countries and asset classes
Journal of International Business Studies, Volume 55, October 2024, Pages 1069 - 1084 - 01.08.2024 - Article in a peer reviewed journal
The agency of greenwashing
Journal of Management and Governance, Volume 28, August 2024, Pages 905 - 941 - 12.07.2024 - Article in a peer reviewed journal
Optimal Climate Policy with Negative Emissions
International Journal of Theoretical and Applied Finance, Volume 27, July 2024, Pages 2450012 - 2450012 - 12.07.2024 - Article in a peer reviewed journal
Optimal Climate Policy with Negative Emissions
International Journal of Theoretical and Applied Finance, Volume 27, July 2024, Pages 2450012-1 - 2450012-28 - 10.07.2024 - EDHEC publication
How does climate risk affect global equity valuations? A novel approach
EDHEC Risk Climate Impact Institute, EDHEC-Risk Climate Impact Institute Publication, July 2024 - 09.07.2024 - EDHEC publication
The problems with climate scenarios, and how to fix them
EDHEC Risk Climate Impact Institute, EDHEC VOX, July 2024 - 22.05.2024 - EDHEC publication
(Newsletter #7) Climate Change: Changing Finance
EDHEC Risk Climate Impact Institute, EDHEC VOX, May 2024 - 21.05.2024 - EDHEC publication
A Conversation with Robert Litterman (Kepos) and Riccardo Rebonato (EDHEC): Fighting Climate Change Through Financial Innovation
EDHEC Risk Climate Impact Institute, EDHEC VOX, May 2024 - 08.05.2024 - Article in a peer reviewed journal
- 08.05.2024 - Article in a peer reviewed journal
Fast Filtering with Large Option Panels: Implications for Asset Pricing
Journal of Financial and Quantitative Analysis, May 2024, Pages 1 - 32 - 29.04.2024 - EDHEC publication
Le prix interne du carbone : un outil puissant pour les entreprises
EDHEC Risk Climate Impact Institute, EDHEC VOX, April 2024 - 24.04.2024 - EDHEC publication
How to think about climate change?
EDHEC Risk Climate Impact Institute, EDHEC VOX, April 2024 - 01.04.2024 - EDHEC publication
Spring 2024 - EDHEC-Risk Climate supplement to Investment & Pensions Europe (IPE)
EDHEC Risk Climate Impact Institute, EDHEC-Risk Climate Impact Institute Publication, April 2024 - 01.04.2024 - EDHEC publication
How Can Strategic Investors Deal with Climate Uncertainty?
EDHEC Risk Climate Impact Institute, EDHEC-Risk Climate Impact Institute Publication, April 2024 - 01.04.2024 - EDHEC publication
Spring 2024 - EDHEC-Risk Climate supplement to Investment & Pensions Europe (IPE)
EDHEC Risk Climate Impact Institute, EDHEC-Risk Climate Impact Institute Publication, April 2024 - 01.04.2024 - Article in a peer reviewed journal
Value versus Values: What Is the Sign of the Climate Risk Premium?
Journal of Portfolio Management, Volume 50, April 2024, Pages 24 - 39 - 01.04.2024 - Article in a peer reviewed journal
Private Equity Performance around the World
Financial Analysts Journal, Volume 2, April 2024 - 01.04.2024 - EDHEC publication
Climate Salience and the Demand for Green Stocks by Mutual Funds Around the World
EDHEC Risk Climate Impact Institute, EDHEC-Risk Climate Impact Institute Publication, April 2024 - 01.04.2024 - EDHEC publication
Spring 2024 - EDHEC-Risk Climate supplement to Investment & Pensions Europe (IPE)
EDHEC Risk Climate Impact Institute, EDHEC-Risk Climate Impact Institute Publication, April 2024 - 01.04.2024 - EDHEC publication
Internal Carbon Pricing: Impact or Greenwashing?
EDHEC Risk Climate Impact Institute, EDHEC-Risk Climate Impact Institute Publication, April 2024 - 01.04.2024 - EDHEC publication
Dealing with Climate Change: Asset Pricing Implications of Monetary and Fiscal Choices
EDHEC Risk Climate Impact Institute, EDHEC-Risk Climate Impact Institute Publication, April 2024 - 13.03.2024 - EDHEC publication
Is it enough to understand our mutual challenges to be able to address them?
EDHEC VOX, March 2024 - 01.03.2024 - Article in a peer reviewed journal
Can the Returns of Real Treasuries (TIPS) Be Predicted?
Journal of Fixed Income, Volume 33, March 2024, Pages 6 - 17 - 30.01.2024 - EDHEC publication
Climate Scenario Analysis and Stress Testing for Investors: A Probabilistic Approach
EDHEC Risk Climate Impact Institute, EDHEC-Risk Climate Impact Institute Publication, January 2024 - 17.01.2024 - EDHEC publication
(Newsletter #3) Climate and Finance: is it now, or right now?
EDHEC VOX, January 2024 - 17.01.2024 - EDHEC publication
(Newsletter #3) Climate and Finance: is it now, or right now?
EDHEC VOX, January 2024 - 17.01.2024 - EDHEC publication
(Newsletter #3) Climate and Finance: is it now, or right now?
EDHEC VOX, January 2024 - 17.01.2024 - EDHEC publication
(Newsletter #3) Climate and Finance: is it now, or right now?
EDHEC VOX, January 2024 - 16.01.2024 - EDHEC publication
Why EDHEC Business School is a major player in Sustainable Finance
EDHEC Risk Climate Impact Institute, EDHEC VOX, January 2024 - 16.01.2024 - EDHEC publication
Meet Riccardo Rebonato, a fusion of science and finance
EDHEC Risk Climate Impact Institute, EDHEC VOX, January 2024 - 15.01.2024 - Book publication
How To Think About Climate Change - Insights from Economics for the Perplexed but Open-minded Citizen
CUP, Cambridge University Press, January 2024 - 11.01.2024 - EDHEC publication
Tackling greenwashing in the classroom and beyond
EDHEC Risk Climate Impact Institute, EDHEC VOX, January 2024 - 04.01.2024 - EDHEC publication
How can financial tools help companies to innovate responsibly and create value for stakeholders?
EDHEC Risk Climate Impact Institute, EDHEC VOX, January 2024 - 15.12.2023 - Article in a peer reviewed journal
Linking Frequentist and Bayesian Change-Point Methods
Journal of Business and Economic Statistics, December 2023 - 30.11.2023 - Article in a peer reviewed journal
Back to the funding ratio! Addressing the duration puzzle and retirement income risk of defined contribution pension plans
Journal of Banking and Finance, Volume 159, November 2023, Pages 1 - 22 - 27.11.2023 - EDHEC publication
[Podcast] Short-term climate stresses and long-term expectations: Are markets asleep at the wheel?
EDHEC Risk Climate Impact Institute, EDHEC VOX, November 2023 - 22.11.2023 - EDHEC publication
Portfolio losses from climate damages: a guide for long-term investors
EDHEC Risk Climate Impact Institute, EDHEC-Risk Climate Impact Institute Publication, November 2023 - 20.11.2023 - EDHEC publication
Hamid Boustanifar: “Our students will learn company valuation […] and how to set up optimal financing policies for a firm or an acquisition”
EDHEC VOX, November 2023 - 07.11.2023 - EDHEC publication
Value versus Values: What Is the Sign of the Climate Risk Premium?
EDHEC Risk Climate Impact Institute, EDHEC-Risk Climate Impact Institute Publication, November 2023 - 01.11.2023 - Article in a peer reviewed journal
Asleep at the Wheel? The Risk of Sudden Price Adjustments for Climate Risk
Journal of Portfolio Management, Volume 50, November 2023, Pages 113 - 133 - 31.10.2023 - Article in a peer reviewed journal
Precision Investing: On the Optimal Design of Personalized Performance Portfolios for Liability-Driven Investors
Journal of Portfolio Management, Volume 50, October 2023, Pages 82 - 105 - 30.10.2023 - EDHEC publication
Pourquoi les fonds d’investissement dits « responsables » ne sont pas forcément plus vertueux que les autres
EDHEC VOX, October 2023 - 28.10.2023 - Article in a peer reviewed journal
What’s in a shade? The market relevance of green bonds’ external reviews
British Accounting Review, October 2023 - 15.10.2023 - Article in a non peer reviewed journal
- 15.10.2023 - EDHEC publication
Why We Need a New Generation of Climate Scenarios
EDHEC Risk Climate Impact Institute, EDHEC-Risk Climate Impact Institute Publication, October 2023 - 09.10.2023 - Article in a peer reviewed journal
CEO wealth and cross-border acquisitions by SMEs
International Business Review, October 2023 - 01.10.2023 - Article in a peer reviewed journal
Asleep at the Wheel? The Risk of Sudden Price Adjustments for Climate Risk
Journal of Portfolio Management, Volume 50, October 2023, Pages 113 - 133 - 01.08.2023 - Article in a peer reviewed journal
The Q-Measure Dynamics of Forward Rates
Annual Review of Financial Economics, Volume 50, August 2023, Pages 493 - 522