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 :

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299 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

Comyns, Peillex; Boubaker; J S B

Does It Pay to Invest in Japanese Women? Evidence from the MSCI Japan Empowering Women Index Journal Article Forthcoming

Journal of Business Ethics, Forthcoming.

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Peillex, Jonathan; 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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et Peillex, Imane El Ouadghiri Jonathan

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

Revue Economique, Forthcoming.

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Peillex, Jonathan; Yoon, D; Rouine, I

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

Management International, Forthcoming.

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

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

The Quarterly Review of Economics and Finance, 74 , pp. 32-38, 2019.

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Benlemlih, Mohammed; Peillex, Jonathan

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

Recherches en Sciences de Gestion, 1 (130), pp. 243-263, 2019.

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Ajina, A; Lakhal, F; Ayed, 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.

BibTeX

Peillex, Jonathan; Bitar, Mohammad

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

Carassus, Laurence; Rasonyi, Miklos

From small markets to big markets Inproceedings

2019.

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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.

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Brinette, Souad; Khemiri, Sabrina

Identifying the determinants of corporate venture capital strategy: evidence from French firms Journal Article

International Journal of entrepreneurship and Small business, 37 (1), pp. 152-166, 2019.

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Carassus, Laurence; Baptiste, Julien; Lépinette, Emmanuel

Pricing Without Martingale Measure Inproceedings

Springer-Verlag, (Ed.): 2019.

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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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Carassus, Laurence; Rasonyi, Miklos

Risk-neutral pricing for APT Inproceedings

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.

BibTeX

Ouadghiri, Imane El; Peillex, 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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Ouadghiri, El I; Peillex, Jonathan

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

Revue Economique, Forthcoming.

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I. El Ouadghiri, Uctum R

Macroeconomic Expectations and Time Varying Heterogeneity: Evidence from Individual Survey Data Journal Article Forthcoming

Applied Economics, Forthcoming.

Abstract | Links | BibTeX

2018

Carassus, Laurence; Rasonyi, Miklos

Risk-averse asymptotics for reservation prices Journal Article

Annals of Finance, 7 (3), pp. 375–387, 2018.

Abstract | Links | BibTeX

Carassus, Laurence; Pham, Huyen; Touzi, Nizar

No Arbitrage in Discrete Time Under Portfolio Constraints Journal Article

2018.

Abstract | Links | BibTeX

Carrassus, Laurence; Vargiolu, Tiziano

SUPER-REPLICATION PRICE: IT CAN BE OK. Journal Article

64 , pp. 54-64, 2018.

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Carassus, Laurence; Vargiolu, Tiziano

Super-Replication Price : It can be Ok Journal Article

64 , pp. 54-64, 2018.

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Sahli, A; KHEMIRI, S

Financial crisis and private equity performance in France Journal Article Forthcoming

International Journal of Entrepreneurship and Small Business, Forthcoming.

BibTeX

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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Benlemlih, Mohammed; Jaballah, Jamil; Peillex, Jonathan

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.

BibTeX

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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Carassus, Laurence

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

28 (3), pp. 1856-1892., 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

Carassus, Laurence

No-arbitrage and optimal investment with possibly non-concave utilities: a measure theoretical approach Journal Article

Mathematical Methods of Operations Research, 88 (2), pp. 241-281, 2018, ISBN: 1432-5217.

Abstract | Links | 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.

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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.

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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.

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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

Carassus, Laurence; Blanchard, Romain

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

Annals of Applied Probability, 28 (3), pp. 1856-1892, 2018.

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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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Ouadghiri, Imane El; Peillex, Jonathan

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

Journal of Comparative Economics, Forthcoming.

Abstract | Links | BibTeX

2017

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.

BibTeX

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

Equity Valuation: Science, Art, or Craft? Book

CFA Institute, 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.

BibTeX

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

299 entries « 1 of 6 »

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+33 1 41 16 72 90
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Outgoing Exchange Students Coordinator

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