Finance Group

De Vinci Research Center


The finance research professors at the Pôle Léonard de Vinci are involved in both the school of management and the school of engineering where 30% of students specialize in finance. The group covers a variety of subjects including; applied mathematics, financial econometrics, asset valuation, portfolio management, business finance, and ethics. The strength of the finance group lies in its use of derived products in portfolio management and financial responsibility.




PROFESSORS – RESEARCHERS – THE TEAM

EMLV and ESILV’s professors and researchers of the Finance Group :




Publications

Publication of the professors and researchers of the Finance Group :

276 entries « 1 of 6 »

2020

FONTAINE, Patrice; ROGER, Tristan

A re-examination of analysts’differential target price forecasting ability Journal Article

FINANCE, 2020.

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2019

Peillex, J; Comyns, B

Pourquoi les sociétés financières décident-elles d’adopter les Principes des Nations Unies pour l’Investissement Responsable ? Journal Article Forthcoming

Comptabilité-Contrôle-Audit, Forthcoming.

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Peillex, El Ouadghiri; I J

Attention des investisseurs institutionnels et liquidité des titres boursiers français Journal Article Forthcoming

Revue Economique, Forthcoming.

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Rouine, Peillex; Yoon; J D I

Affinité politique et choix du mode de propriété lors d’acquisitions transfrontalières Journal Article Forthcoming

Management International, Forthcoming.

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Peillex, Mohammed Benlemlih; Jonathan

Revisiter la question "Does it pay to be good?" dans le contexte européen Journal Article

Recherches en Sciences de Gestion, (130), pp. 243-263, 2019.

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et et Ayed, Ajina LAKHAL A F S

Does Corporate Social Responsibility Reduce Earnings Management? The Moderating Role of Corporate Governance and Ownership Journal Article

Management International, 23 (2), pp. 45-55, 2019.

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Benlemlih, Jonathan Peillex; Elias Erragragui; Mohammad Bitar; Mohammed

The contribution of market movements, asset allocation and active management to Islamic equity funds’ performance Journal Article Forthcoming

Quarterly Review of Economics and Finance, Forthcoming.

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Peillex, Mohammad Bitar; Jonathan

Performance des banques islamiques vs. banques conventionnelles: quelles exigences en matière de fonds propres réglementaires? Journal Article

Revue Economique, 70 (4), pp. 495-537, 2019.

Abstract | Links | BibTeX

Moreno, Manuel; Novales, Alfonso; Platania, Federico

Long-term swings and seasonality in energy markets Journal Article

European Journal of Operational Research, 279 (3), pp. 1011-1023, 2019.

Abstract | Links | BibTeX

Contreras, Gabriela; Platania, Federico

Economic and policy uncertainty in climate change mitigation: The London Smart City case scenario Journal Article

Technological Forecasting & Social Change, 142 , pp. 384-393, 2019.

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Garcin, Matthieu

Hurst exponents and delampertized fractional Brownian motions Journal Article

International journal of theoretical and applied finance, 22 (5), pp. 1950024, 2019.

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DUPUY, Philippe; FONTAINE, Patrice; HAMET, Joanne

Les Marchés des Capitaux Français Book

EMS, 2019.

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Peillex, Imane El Ouadghiri; Jonathan

Public attention to “Islamic terrorism” and stock market returns Journal Article Forthcoming

Journal of Comparative Economics, Forthcoming.

Abstract | Links | BibTeX

Kramarić K. Šapina M., Garcin Milas Pirić Brdarić Lukić Milas Pušeljić M K M D G V S

Heart rate asymmetry as a new marker for neonatal stress Journal Article

Biomedical signal processing & control, 47 , pp. 219-223, 2019.

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I. El Ouadghiri, Peillex J

Attention des Investisseurs Institutionnels et Liquidité des Titres Boursiers Français Journal Article Forthcoming

Revue Economique, Forthcoming.

Abstract | BibTeX

2018

Sahli, A; KHEMIRI, S

Financial crisis and private equity performance in France Journal Article Forthcoming

International Journal of Entrepreneurship and Small Business, Forthcoming.

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Erragragui, Elias; Hassan, Kabir; Peillex, Jonathan; Khan, Faisal

Does ethics improve stock market resilience in times of instability? Journal Article

Economic Systems, 42 (3), pp. 450-469, 2018.

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Ouadghiri, Imane El; Peillex, Jonathan

Public attention to “Islamic terrorism” and stock market returns Journal Article Forthcoming

Journal of Comparative Economics, Forthcoming.

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Mohamed Benlemlih Jamil Jaballah, Jonathan Peillex

Does It Really Pay to Do Better? Exploring the Financial Effects of Changes in CSR Ratings Journal Article

Applied Economics, 50 (51), pp. 5464-5482, 2018.

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Fontaine, P; Jimenez, S; Seasholes, M

Common Factors, Information, and Holdings Dispersion Journal Article

Review of Finance, 22 (4), pp. 1441-1467, 2018.

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et S. BRINETTE S. KHEMIRI, BENKRAIEM MILOUDI R A

L’effet du système de gouvernance sur la stratégie de capital risque industriel des groupes français Conference

17ème Conférence Internationale de Gouvernance,, le 4 et 5 Juin 2018, Nice., 2018.

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Khemiri Sabrina Brinette Souad, Benkraiem Ramzi. Miloudi Anthony.

Order of preference of debts under asymmetric information. Journal Article

Journal of Governance & Regulation, 7 (2), pp. 49-56, 2018.

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et ELOUAER-MRIZAK S., KHEMIRI SIYAHHAN S B

L'impact du capital social de l'entrepreneur sur la réussite de sa campagne de financement participatif. Conference

7èmes Journées Georges Doriot - Entrepreneuriat et Société, , 16 et 17 mai 2018, Montréal., 2018.

BibTeX

Platania, Federico; Serrano, Pedro; Tapia, Mikel

Modelling the shape of the limit order book Journal Article

Quantitative Finance, 18 (9), pp. 1575-1597, 2018.

Abstract | Links | BibTeX

Moreno, Manuel; Novales, Alfonso; Platania, Federico

A term structure model under cyclical fluctuations in interest rates Journal Article

Economic Modelling, 72 , pp. 140-150, 2018.

Abstract | BibTeX

Moreno, Manuel; Novales, Alfonso; Platania, Federico

A term structure model under cyclical fluctuations in interest rates Journal Article

Economic Modelling, 72 , pp. 140-150, 2018.

Abstract | Links | BibTeX

Šapina M. Karmakar C.K., Kramarić Garcin Adelson Milas Pirić Brdarić Yearwood K M P K M D J

Multi-lag tone-entropy in neonatal stress Journal Article

Journal of the royal society interface, 15 (146), pp. 0420, 2018.

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et BERLAND, Moez ESSID Nicolas

Adoption of environmental management tools: the dynamic capabilities contributions Journal Article

Sustainability Accounting Management and Policy Journal, 9 (3), pp. 229-252, 2018.

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Desbrières, Philippe; Erragragui, Elias; Peillex, Jonathan

L'investissement conforme à la Charia est-il socialement responsable? Journal Article

Management International, 22 (3), pp. 51-64, 2018.

Abstract | Links | BibTeX

Weill, Jamil Jaballah; Jonathan Peillex; Laurent

Is Being Sharia Compliant Worth It? Journal Article

Economic Modelling, 72 , pp. 353-362, 2018.

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Šapina M. Kośmider M., Kramarić Garcin Pirić Milas Brdarić K M M K D

Asymmetric detrended fluctuation analysis in neonatal stress Journal Article

Physiological measurement, 39 (8), pp. 085006, 2018.

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Peillex, Imane El Ouadghiri; Jonathan

Public attention to “Islamic terrorism” and stock market returns Journal Article Forthcoming

Journal of Comparative Economics, Forthcoming.

Abstract | Links | BibTeX

2017

Carassus, Laurence; Blanchard, R

Multiple-priors Optimal Investment in Discrete Time for Unbounded Utility Function Journal Article Forthcoming

Annals of Applied Probability, Forthcoming.

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Grasselli, M; Fiorin, L; Callegaro, G

Quantization meets Fourier: A New methodology for pricing options Inproceedings

Quantitative Methods in Finance QMF2017, Sydney, Australie, 12-15 december., 2017.

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F. Fabozzi, ; S. Focardi, ; C. Jonas,

Equity Valuation: Science, Art, or Craft? Book

CFA Institute, 2017.

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Carassus, Laurence

Convergence of utility indifference prices to the superreplication price in a multiple-priors framework Inproceedings

invitation, Mathematical Finance seminar at Oxfsord, novembre , 2017.

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Grasselli, M; Fiorin, L; Callegaro, G

Quantization meets Fourier: A New methodology for pricing options Inproceedings

Mathematics in Finance 2017 International Conference, Cape Town, South Africa, 2-3 november, 2017.

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Grasselli, M; Wagalath, L

VIX versus VXX: a joint analytical framework Inproceedings

Mathematics and Finance: Research in Options, Rio de Janeiro, Brazil, 25-30 november, 2017.

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Focardi, Sergio

Money: What it is, how it’s created, who gets it, and why it matters Book

Routledge, 208 p., 2017.

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Sougné, Tarik Bazgour; Laurent Bodson; Danielle

What Style Liquidity Timing Skills Do Mutual Fund Managers Possess? Journal Article

The Financial Review, 52 , pp. 597–626, 2017.

Abstract | Links | BibTeX

Callegaro, Giorgia; Fiorin, Lucio; Grasselli, Martino

Pricing via Quantization in Stochastic Volatility Models Journal Article

Quantitative Finance, 17 (6), pp. 855-872, 2017.

Abstract | Links | BibTeX

Grasselli, Martino

The 4/2 stochastic volatility model Journal Article

Mathematical Finance, 27 (4), pp. 1013-1034, 2017.

Abstract | Links | BibTeX

Focardi, S; Raberto, M; Ponta, L

A multi-agent stock-flow consistent model of an economy with a banking system Inproceedings

EAEPE Annual Conference, Budapest, 19-21 October , 2017.

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Fontaine, P; Zhao, S

The supply-side effect on the use of debt with very short and very long maturities Journal Article

Finance Bulletin, 1 (1), pp. 10-28, 2017.

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Bosi, S; P., Fontaine; C., Le Van

How to determine exchange rates under risk neutrality: A note Journal Article

Economic Letters, 157 , pp. 92-96, 2017.

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Fontaine, P; Ross, S

Le principe d’arbitrage au coeur de l’évaluation des actifs financiers Book Chapter

in “Les grands auteurs en finance”, éditions EMS (Ed.): pp. 167-185, 2017.

BibTeX

et et Lakhal, LAKHAL Gaaya F S N

Does family ownership reduce corporate tax avoidance? The moderating effect of audit quality Journal Article

Managerial Auditing Journal, 32 (7), pp. 731-744, 2017, ISSN: 0268-6902.

Links | BibTeX

Carassus, Laurence

Mini-symposium Big Data Mégadonnées : quelques enjeux Conference

organisation du minisymposium industriel Big Data au SMAI et modérateur de l’exposé Moulines, 2017.

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Carassus, Laurence

Multiple-priors Optimal Investment for Unbounded Utility Function in Discrete Time Inproceedings

AMAMEF, Amsterdam, juin 2017, 2017.

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Grasselli, Martino

Organizer of a mini-symposium on Quantization Inproceedings

8th General AMaMeF Conference, Amsterdam, June 19-23, 2017.

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276 entries « 1 of 6 »

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