Recherche
L’équipe de l’Institut est diversifiée et se compose de chercheurs et de professeurs qui se consacrent à la publication de leurs recherches de pointe dans les meilleures revues financières. Elle s’investit également en faveur d’une formation en finance de haut niveau et contribue au partage du savoir en organisant des conférences, des séminaires et des débats publics portant sur un large éventail de sujets en matière de finance.
Série de vidéos sur la recherche
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Sovereign debt sustainability in advanced economiesIn this video, Professor Jean-Charles Rochet presents his research on sovereign debt aimed at answering the following question: what is the maximum debt-to-GDP ratio that is sustainable by a government? 10 June 2021 |
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Sélection de publications
Berrada, T. N., Rindisbacher, M., & Detemple, J. 2025. Volatility During the COVID-19 Pandemic. Management Science.
https://doi.org/10.1287/mnsc.2024.04352
Derrien, F., Krueger, P., Landier, A., & Yao, T. 2025. ESG News, Future Cash Flows, and Firm Value?. The Journal of Finance.
https://doi.org/10.1111/jofi.13498
Shen, Y., Li, C., Scaillet, O., & Jiang, Y. 2025. Dynamic Portfolio Allocation under Market Incompleteness and Wealth Effects. Operations Research.
https://doi.org/10.1287/opre.2024.0976
Trojani, F., Quaini, A., & Korsaye, S. A. 2025. Smart Stochastic Discount Factors. Management Science.
https://doi.org/10.1287/mnsc.2024.05750
Ardia, D., Barras, L., Gagliardini, P., & Scaillet, O. 2024. Is it alpha or beta? Decomposing hedge fund returns when models are misspecified. Journal of Financial Economics, 154, Article 103805.
https://doi.org/10.1016/j.jfineco.2024.103805
Dautović, E., Hau, H., & Huang, Y. 2024. Consumption Response to Minimum Wages: Evidence from Chinese Households. The Review of Economics and Statistics.
https://doi.org/10.1162/rest_a_01411
Hau, H., Huang, Y., Lin, C., Shan, H., Sheng, Z., & Wei, L. 2024. FinTech Credit and Entrepreneurial Growth. The Journal of Finance, 79(5), 3309–3359.
https://doi.org/10.1111/jofi.13384
Hau, H., & Ouyang, D. Can Real Estate Booms Hurt Firms? Evidence on Investment Substitution. Journal of Urban Economics, 144, Article 103695. https://doi.org/10.1016/j.jue.2024.103695
Krüger, P., Sautner, Z., Tang, D. Y., & Zhong, R. 2024. The effects of mandatory ESG disclosure around the world. Journal of Accounting Research, 62(5), 1795–1847.
https://doi.org/10.1111/1475-679X.12548
Menkveld, A., ... Scaillet, O., ... Zwinkels, R. 2024. Nonstandard Errors. The Journal of Finance, 79(3), 2339–2390.
https://doi.org/10.1111/jofi.13337
> Pour une liste complète, veuillez consulter notre page web Savoir & publications
Thèses de doctorat récentes
Three Essays in International Finance (Bräuer, L. 2026)
Empirical Essays on Regulatory Driven Bail-in Debt Instruments: the case of AT1/CoCoBonds (Kut, C. 2025)
On The Stability of Financial Networks and Over-the-Counter Markets: Theory, Computation and Applications (Tywoniuk, M. 2025)
The Risk-Return Characteristics of Commercial Real Estate and Portfolio Implications (Johner, L. 2025)
Climate and Sovereign Debt Sustainability (Seghini, C. 2024)
Three Essays in Financial Economics (Maino, A. G. 2024)
Essays on Factor Models (Fortin, A. P. 2024)
Analyzing semi-variances at individual level: the pricing, risk premiums, and their relation to stock return (Anisimov, E. 2023)
Three essays on asset pricing and portfolio allocation (Auberson, M. 2023)
Essays in Asset Pricing (Korsaye, S. A. 2023)
Essays in International Finance and Monetary Economics (Terracciano, T. 2023)
Three Essays on Sustainable Finance (Jouvenot, V. 2022)
Three essays on Fintech and online marketplaces (Shan, H. 2022)
Three Essays on Corporate Finance (Zhang, Ye. 2022)
Real Estate Investments, Macroeconomic Risk Factors and Portfolio Implications (Delfim, J.-C. 2021)
Three Essays on Chinese Banking and Corporate Finance (Zhang, Z. 2020)
> Veuillez cliquer ici pour de plus amples informations sur le programme de doctorat en finance.
