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 :

313 entries « 1 of 7 »

2020

Comyns, Peillex; Boubaker; J S B

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

Journal of Business Ethics, 2020.

Links | BibTeX

Lakhal, Zorgati; I F

Spatial contagion in the subprime crisis context: Adjusted correlation versus local correlation approaches Journal Article

Economic Modelling, 92 , pp. 162-169, 2020.

Links | BibTeX

Carassus, Laurence; ́oj, Jan Obł; Wiesel, Johannes

The robust superreplication problem: a dynamic approach Journal Article

financial mathematics, 10 (4), pp. 907 - 941, 2020.

Abstract | Links | BibTeX

Depoers F; Guizani, LAKHAL A ; F

Contrôle familial, conseil d’administration et risque de chute du cours d’action : le cas des entreprises françaises Journal Article Forthcoming

Management & Avenir, Forthcoming.

BibTeX

Blanchard, Romain; Carassus, Laurence

No-arbitrage with multiple-priors in discrete time Journal Article

Stochastic Processes and their Applications, 2020.

Abstract | Links | BibTeX

Carassus, Laurence; Rásonyi, Miklós

Risk-Neutral Pricing for Arbitrage Pricing Theory Journal Article

Journal of Optimization Theory and Application, 186 , pp. 248 - 263, 2020.

Abstract | Links | BibTeX

BenKraiem R., LAKHAL Gaaya F S

Cross-Country Evidence on Earnings Quality and Corporate Tax Avoidance:The Moderating Role of Legal Institutions Journal Article

Economics Bulletin, 40 (2), pp. 1714-1726, 2020.

BibTeX

Blanchard, Romain; Carassus, Laurence

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

Mathematical Finance, 2020.

Abstract | Links | BibTeX

Brinette S., Khemiri Benkraiem Miloudi S R A

Système de gouvernance et stratégie de capital risque industriel des groupes français Journal Article

Management International, 2020.

BibTeX

Sahli, A; KHEMIRI, S

Financial crisis and private equity performance in France Journal Article

International Journal of Entrepreneurship and Small Business, 39 (1-2), pp. 279–294, 2020.

Links | BibTeX

Fontaine, Patrice; Roger, Tristan

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

FINANCE, 2020.

BibTeX

Peillex, Jonathan; Comyns, B

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

Comptabilité-Contrôle-Audit, 26 , pp. 79-117, 2020.

Abstract | Links | BibTeX

2019

J.Peillex D.Yoon, Rouine I

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

Management International, 24 (4), pp. 1-44, 2019.

Links | BibTeX

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.

Links | BibTeX

Carassus, Laurence

Apprendre de Léonard - Léonard De Vinci : L'art de la formule Book Chapter

2019, ISBN: 978-2-9570634-0-6.

Links | BibTeX

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.

Links | BibTeX

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.

Abstract | 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

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.

BibTeX

Carassus, Laurence; Baptiste, Julien; Lépinette, Emmanuel

Pricing Without Martingale Measure Inproceedings

Springer-Verlag, (Ed.): 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.

Abstract | Links | BibTeX

Carassus, Laurence; Rasonyi, Miklos

Risk-neutral pricing for APT Inproceedings

2019.

Abstract | BibTeX

Garcin, Matthieu

Hurst exponents and delampertized fractional Brownian motions Journal Article

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

Links | BibTeX

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.

Links | BibTeX

Ouadghiri, El I; Peillex, Jonathan

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

Revue Economique, Forthcoming.

Abstract | BibTeX

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.

Abstract | Links | BibTeX

Carassus, Laurence; Vargiolu, Tiziano

Super-Replication Price : It can be Ok Journal Article

64 , pp. 54-64, 2018.

Abstract | Links | BibTeX

Carassus, Laurence

Probabilités : cours, exercices et problèmes corrigés Book

2018, ISBN: ISBN-13 / 978-2807313200.

Links | 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.

Links | BibTeX

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.

Links | BibTeX

Fontaine, P; Jimenez, S; Seasholes, M

Common Factors, Information, and Holdings Dispersion Journal Article

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

Links | BibTeX

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.

BibTeX

Carassus, Laurence

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

28 (3), pp. 1856-1892., 2018.

Abstract | BibTeX

Castelnau P., Elouaer-Mrizak Khemiri S S

Les déterminants de la confiance des contributeurs dans les plateformes de financement participatif : proposition d'un modèle théorique. Conference

Colloque ADERSE 2018. "La confiance, élément central du financement participatif", 22-23 mai 2018, Paris, France, 2018, 2018.

BibTeX

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.

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.

Links | BibTeX

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.

BibTeX

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

313 entries « 1 of 7 »

International Contacts


Alain Ouvrieu

Director of the International Relations Department

+ 33 1 41 16 72 50
Alain Ouvrieu Linkedin Alain Ouvrieu e-mail

Degree-seeking students

Whatsapp : +33 7 86 16 74 66
international.admission@devinci.fr

Exchange students

+33 1 41 16 72 51
incoming@devinci.fr

International Partners

+33 1 41 16 72 90 / 72 48
outgoing@devinci.fr



Research Center

Contact us
Apply now

Need information ?

Contact us and we will help you