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A Pricing Framework for Real Estate Derivatives

Author(s) :

Frank J. Fabozzi, Radu Tunaru, Robert Shiller

A New Method for Generating Approximation Algorithms for Financial Mathematics Applications

Author(s) :

Frank J. Fabozzi, Arturo Leccadito, Radu S. Tunaru

Looking Beyond Credit Ratings: Factors Investors Consider in Pricing European Asset-Backed Securities

Author(s) :

Frank Fabozzi, Dennis Vink

Environmental corporate social responsibility and financial performance: Disentangling direct and indirect effects

Author(s) :

Abraham Lioui, Zenu Sharma

What’s Wrong with Today’s Economics? The Current Crisis Calls for an Approach to Economics Rooted More on Data Than on Rationality

Author(s) :

Frank J. Fabozzi, Sergio M. Focardi

Higher-Order Durations with Respect to Inflation and Real Rates and their Portfolio Management Applications

Author(s) :

Frank J. Fabozzi, Yuewu Xu

Option pricing and hedging under a stochastic volatility Lévy process model

Author(s) :

Frank J. Fabozzi, Young Shin Kim, Zuodong Lin, Svetlozar T. Rachev

Approximation of Skewed and Leptokurtic Return Distributions

Author(s) :

Frank Fabozzi, Young Shin Kim, Svetlozar Rachev, Matthias Scherer

Determinants of Primary Market Spreads on U.K. Residential Mortgage-Backed Securities and the Implications for Investor Reliance on Credit Ratings

Author(s) :

Frank J. Fabozzi, Dennis Vink

A comparison of the Lee–Carter model and AR–ARCH model for forecasting mortality rates

Author(s) :

Rosella Giacomettia, Marida Bertocchi, Svetlozar T. Rachev, Frank J. Fabozzi

Diversifying The Diversifiers And Tracking The Tracking Error: Outperformaing Cap-Weighted Indices With Limited Risk Of Underperformance

Author(s) :

Noël Amenc, Felix Goltz

The Changing Face of Real Estate Investment Management

Author(s) :

Jim Clayton, Frank J. Fabozzi, S. Michael Giliberto, Jacques N. Gordon, Susan Hudson-Wilson, William Hughes, Youguo Liang, Greg MacKinnon, Asieh Mansour

Household Search Choice: Theory and Evidence

Author(s) :

Yosef Bonaparte, Frank J. Fabozzi

Metrization of Stochastic Dominance Rules

Author(s) :

Stoyan V. Stoyanov, Svetlozar T. Rachev, Frank J. Fabozzi

Selecting Prior Year’s Top Fund of Hedge Funds as This Year’s Choice

Author(s) :

Greg N. Gregoriou, Razvan Pascalau

Can investors select winning funds of hedge funds (FOFs) by merely assuming a simple trading strategy? Can historical information present insight on...

Corporate governance reform and firm value in Mexico: an empirical assessment

Author(s) :

Alberto Chonga, Jorge Guillenb, Florencio Lopez-de-Silanes

Unbundling common style exposures, time variance and style timing of hedge fund beta

Author(s) :

Rodrigo Dupleich, Daniel Giamouridis, Spyros Mesomeris, Nima Noorizadeh

MiFID Pre-Trade Transparency Rules: An Investor's Perspective

Author(s) :

Catherine D'Hondt, Jean-René Giraud

Improving investment performance for pension plans

Author(s) :

John M Mulvey, Koray D. Simsek, Zhuojuan Zhang

Modernizing the Defined-Benefit Pension System

Author(s) :

John M. Mulvey, Frank J. Fabozzi, William R. Pauling, Koray D. Simsek, Zhuojuan Zhang

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About EDHEC

Operating from campuses in Lille, Nice, Paris, London and Singapore, EDHEC is one of the world’s top 15 business schools. Fully international and directly connected to the business world, EDHEC commands a strong reputation for research excellence and the ability to train entrepreneurs and managers capable of breaking new ground. EDHEC functions as a genuine laboratory of ideas and produces innovative solutions valued by businesses. The School’s teaching is inspired by its research work and a focus on “learning by doing”, all with the aim of equipping people with the skills to succeed in business.

About EDHEC-Risk Climate Impact Institute

Marking the priority assigned by the School to sustainability issues and building on its research programmes exploring the relationships between climate change and finance, EDHEC-Risk Institute became EDHEC-Risk Climate Impact Institute in October 2022. The Institute's mission is to help private and public decision-makers manage climate-related financial risks and make the best use of the financial tools available to transition to low-emission and climate-resilient economies. The Institute’s research programmes explore the relationships between climate change and finance and our key ambition is to become a leading academic reference point for long-term investors, helping them to manage the asset-pricing implications of climate change as well as mitigation and adaptation efforts.