Département de finance

Equipe principale
Publications | Mémoires et thèses

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343 publications

En préparation
 
Can Equity Option Returns Be Explained by a Factor Model? IPCA Says Yes
Goyal Amit, Saretto Alessio Review of Financial Studies.
[serval:BIB_32006C8C5E94]
Sous presse
 
Choosing Investment Managers
Goyal Amit, Wahal Sunil, Yavuz M. Deniz Journal of Financial and Quantitative Analysis pp. 1-65. Peer-reviewed.
[DOI][serval:BIB_D826647BCCD4]
 
A Comprehensive 2022 Look at the Empirical Performance of Equity Premium Prediction
Goyal Amit, Welch Ivo, Zafirov Athanasse Review of Financial Studies. Peer-reviewed.
[DOI][WoS][serval:BIB_17D2C9A6AA39]
 
No-Arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth
Jardet C., Monfort A., Pegoraro F. Journal of Banking and Finance, 37 pp. 389-402. Peer-reviewed.
[serval:BIB_A0B0998DBBC0]
 
Multivariate Lévy Processes with Dependent Jump Intensity
Marfè R. Quantitative Finance. Peer-reviewed.
[serval:BIB_554F111DB659]
 
Non-Standard Errors
Mihet Roxana, Rudolf Nicolas, Schürhoff Norman The Journal of Finance. Peer-reviewed.
[DOI][serval:BIB_54943F7B8B57]
2024
 
Empirical Determinants of Momentum: A Perspective Using International Data
Goyal Amit, Jegadeesh Narasimhan, Subrahmanyam Avanidhar, 2024/09/24. Review of Finance. Peer-reviewed.
[DOI][serval:BIB_69D249F7CFAC]
 
When failure is an option: Fragile liquidity in over-the-counter markets
Hendershott Terrence, Li Dan, Livdan Dmitry, Schürhoff Norman, 2024/07. Journal of Financial Economics, 157 p. 103859. Peer-reviewed.
[DOI][serval:BIB_2BD168CF5E0F]
 
Nonstandard Errors
MENKVELD ALBERT J., DREBER ANNA, HOLZMEISTER FELIX, HUBER JUERGEN, JOHANNESSON MAGNUS, KIRCHLER MICHAEL, NEUSÜß SEBASTIAN, RAZEN MICHAEL, WEITZEL UTZ, ABAD-DÍAZ DAVID et al., 2024/06. The Journal of Finance, 79 (3) pp. 2339-2390. Peer-reviewed.
[DOI][WoS][serval:BIB_B83AFD3F9184]
 
Options Trading and Stock Price Informativeness
Cao Jie, Goyal Amit, Ke Sai, Zhan Xintong, 2024/06/01. Journal of Financial and Quantitative Analysis, 59 (4) pp. 1516-1540. Peer-reviewed.
[DOI][serval:BIB_69CDDE2FD259]
Unfolding the Transitions in Sustainability Reporting
Li Yao, Rockinger Michael, 2024/01/17. Sustainability, 16 (2) p. 809. Peer-reviewed.
[URN][DOI][WoS][serval:BIB_D9B493AB4816]
2023
 
Illiquidity and the cost of equity capital: Evidence from actual estimates of capital cost for U.S. data
Goyal Amit, Subrahmanyam Avanidhar, Swaminathan Bhaskaran, 2023/10. Review of Financial Economics, 41 (4) pp. 364-391. Peer-reviewed.
[DOI][WoS][serval:BIB_065DA13EC51E]
 
Forbearance in Institutional Investment Management: Evidence from Survey Data
Goyal Amit, Tol Ramon, Wahal Sunil, 2023/04/03. Financial Analysts Journal, 79 (2) pp. 7-20. Peer-reviewed.
[DOI][WoS][serval:BIB_54D20E9BF45D]
 
Implied Volatility Changes and Corporate Bond Returns
Cao Jie, Goyal Amit, Xiao Xiao, Zhan Xintong, 2023/03. Management Science, 69 (3) pp. 1375-1397. Peer-reviewed.
[DOI][WoS][serval:BIB_229800962AAB]
2022
 
Consumer Privacy and the Value of Consumer Data
Canayaz Mehmet, Kantorovitch Ilja, Mihet Roxana, 2022/08/18.FOUNDATION_SANDOZ//Monique de Meuron Programme UNIL//HEC Lausanne Research Granttrue, SSRN Working Paper SFI Working Paper RePEC Working Paper.
[serval:BIB_95FCD8FD2CEC]
 
Identifiability and Generalizability from Multiple Experts in Inverse Reinforcement Learning
Rolland Paul Thierry Yves, Viano Luca, Schürhoff Norman, Nikolov Boris, Cevher Volkan, 2022. p. 28 dans [Proceedings of NEURIPS 2022]. Peer-reviewed.
[serval:BIB_4D9800A239E4]
2021
 
When are Stocks Less Volatile in the Long Run?
Jondeau Eric, Zhang Qunzi, Zhu Xiaoneng, 2021/06. Journal of Financial and Quantitative Analysis, 56 (4) pp. 1228 - 1258.
[URN][DOI][serval:BIB_21A3D761DFAC]
Self-Inflicted Debt Crises
Dimopoulos Theodosios, Schürhoff Norman, 2021/02/12., Working Paper.
[URN][serval:BIB_D61369B7407F]
 
The Sources of Financing Constraints
Nikolov Boris, Schmid Lukas, Steri Roberto, 2021/02. Journal of Financial Economics, 139 (2) pp. 478-501. Peer-reviewed.
[DOI][serval:BIB_834BD06F2807]
 
Pricing American Options under High-Dimensional Models with Recursive Adaptive Sparse Expectations
Scheidegger S., Treccani A., 2021. Journal Of Financial Econometrics, 19 (2) pp. 258-290. Peer-reviewed.
[DOI][serval:BIB_E690DFE2FA77]
Swiss Startup Radar 2021 / 2022
Rockinger Michael, Kyora Stefan, 2021., HEC Lausanne.
[URN][serval:BIB_B73611D3D7E4]
2020
 
The Case for Reopening Economies by Sectors
Bonardi Jean-Philippe, Bris Arturo, Brülhart Marius, Danthine Jean-Pierre, Jondeau Eric, Rohner Dominic, Thoenig Mathias, 2020/05/19. Harvard Business Review.
[serval:BIB_99050B6C157D]
 
Anomalies and False Rejections
Chordia T., Goyal A., Saretto A., 2020/05/01. The Review of Financial Studies, 33 (5) pp. 2134-2179.
[DOI][serval:BIB_28845976B9F8]
 
Relationship Trading in OTC Markets
Norman Schuerhoff, Li Dan, Hendershott Terrence, Livdan Dmitry, 2020/04. The Journal of Finance, 75 (2) pp. 683-734. Peer-reviewed.
[DOI][serval:BIB_EEFCD4014A24]
 
Distributional Properties of Continuous Time Processes: From CIR to Bates
Okhrin Ostap, Rockinger Georg Michael, Schmid Manuel, 2020/03/25., Working-paper.
[serval:BIB_B7B8F7ECBF32]
 
Swiss Startup Radar 2020 / 2021
Rockinger Michael, Kyora Stefan, 2020., HEC Lausanne.
[serval:BIB_290232D84359]
2019
 
Periodic or Generational Actuarial Tables: Which One to Choose?
Arnold S., Jijiie A., Jondeau E., Rockinger M., 2019/12/31. European Actuarial Journal, 9 (2) pp. 519-554. Peer-reviewed.
[DOI][serval:BIB_5EE4D9189F02]
 
Rebalancing With Transaction Costs: Theory, Simulations, and Actual Data
El Bernoussi Rim, Rockinger Georg Michael, 2019/12/16., Working-paper.
[serval:BIB_5548A03ED091]
 
Municipal Bond Markets
Schuerhoff N., Li D., Cestau D., Hollifield B., 2019/12/01. Annual Review of Financial Economics, 11 pp. 65-84.
[serval:BIB_0A8E95C08A33]
 
Predicting Long-term Financial Returns: VAR vs. DSGE Model – A Horse-Race
Jondeau E., Rockinger M., 2019/12. Journal of Money, Credit, and Banking, 51 (8) pp. 2239-2291. Peer-reviewed.
[DOI][serval:BIB_CA675FAB9C48]
Swiss Startup Radar 2019 / 2020
Rockinger Michael, Kyora Stefan, 2019/11/01., HEC Lausanne.
[URN][serval:BIB_A68F201D71AA]
 
Dynamic corporate liquidity
Nikolov B., Schmid L., Steri R., 2019/04. Journal of Financial Economics, 132 (1) pp. 76-102. Peer-reviewed.
[DOI][WoS][serval:BIB_438E0820D72E]
 
Equity Misvaluation and Default Options
Eisdorfer A., Goyal A., Zhdanov A., 2019/04. The Journal of Finance, 74 (2) pp. 845-898. Peer-reviewed.
[DOI][WoS][serval:BIB_DF85604152D0]
 
Average skewness matters
Jondeau E., Zhang Q., Zhu X., 2019/03. Journal of Financial Economics. Peer-reviewed.
[DOI][serval:BIB_59E28DC9DA06]
 
One country, two systems? The heavy-tailedness of Chinese A- and H- share markets
Chen Zhimin, Ibragimov Rustam, 2019/03. Emerging Markets Review, 38 pp. 115-141.
[DOI][WoS][serval:BIB_D7227012B806]
 
Dealer Networks
Li D., Schuerhoff N., 2019/02. The Journal of Finance, 74 (1) pp. 91-144. Peer-reviewed.
[DOI][serval:BIB_530949867C7C]
 
Le modèle de mortalité CMI - Partie 1: La solution pour les caisses de pensions suisses?
Arnold Séverine, Rockinger Michael, Jondeau Eric, Jijiie Anca-Stefania, 2019. Prévoyance Professionnelle Suisse 5 pp. 107-112.
[serval:BIB_4166B0F50C17]
 
Le modèle de mortalité CMI - Partie 2: La solution pour les caisses de pensions suisses?
Arnold Séverine, Rockinger Michael, Jondeau Eric, Jijiie Anca-Stefania, 2019. Prévoyance Professionnelle Suisse 6 pp. 94-101.
[serval:BIB_0C2007B28370]
2018
 
Agency Conflicts around the World
Morellec E., Nikolov B., Schürhoff N., 2018/11/01. The Review of Financial Studies, 31 (11) pp. 4232-4287. Peer-reviewed.
[DOI][WoS][serval:BIB_69820D83F4A6]
Swiss Startup Radar 2018 / 2019
Rockinger Michael, Kyora Stefan, 2018/11/01., HEC Lausanne.
[URN][serval:BIB_EE3DD8622B9D]
 
Behavioral bias in number processing: Evidence from analysts' expectations
Roger T., Roger P., Schatt A., 2018/05. Journal of Economic Behavior & Organization, 149 (315-331) pp. 315-331. Peer-reviewed.
[DOI][WoS][serval:BIB_F3387600C665]
 
Cross-Sectional and Time-Series Tests of Return Predictability: What Is the Difference?
Goyal A., Jegadeesh N., 2018/05. The Review of Financial Studies, 31 (5) pp. 1784-1824. Peer-reviewed.
[DOI][serval:BIB_03CCC0B82778]
 
Distress Anomaly and Shareholder Risk: International Evidence : Distress Anomaly and Shareholder Risk
Eisdorfer A., Goyal A., Zhdanov A., 2018/01/11. Financial Management. Peer-reviewed.
[DOI][serval:BIB_E84CAD305ECB]
2017
 
Merger activity in industry equilibrium
Dimopoulos T., Sacchetto S., 2017/10. Journal of Financial Economics, 126 (1) pp. 200-226.
[DOI][WoS][serval:BIB_60793A466FBD]
 
Are Capital Market Anomalies Common to Equity and Corporate Bond Markets? An Empirical Investigation
Chordia T., Goyal A., Nozawa Y., Subrahmanyam A., Tong Q., 2017/08. Journal of Financial and Quantitative Analysis, 52 (04) pp. 1301-1342. Peer-reviewed.
[DOI][WoS][serval:BIB_B1A2448B5111]
 
Bid-Ask Spreads, Trading Networks, and the Pricing of Securitizations
Hollifield B., Neklyudov A., Spatt C., 2017/04/03. The Review of Financial Studies. Peer-reviewed.
[DOI][serval:BIB_AED4A61EDF81]
 
Collateralization, leverage, and stressed expected loss
Jondeau E., Khalilzadeh A., 2017/02. Journal of Financial Stability pp. 1-18. Peer-reviewed.
[DOI][serval:BIB_F0E822A77CC9]
 
Do Higher Realized Moments Predict Cross-sectional Returns? The Case of France
Jondeau E., Rockinger M., 2017., HEC Lausanne.
[serval:BIB_049AEBDFCD4B]
 
Dynamic Financial Constraints: Which Frictions Matter for Corporate Policies?
Nikolov B., Schmid L. , Steri R. , 2017., Université de Lausanne.
[serval:BIB_0B348E2BA02D]
 
Predicting Long-Term Financial Returns: VAR vs. DSGE Model – A Horse-Race
Jondeau E., Rockinger M., 2017. 53, Swiss Finance Institute.
[serval:BIB_8F7B53E72580]
2016
 
Buyers Versus Sellers: Who Initiates Trades And When?
Chordia T., Goyal A., Jegadeesh N., 2016/10. Journal of Financial and Quantitative Analysis, 51 (5) pp. 1467-1490. Peer-reviewed.
[DOI][WoS][serval:BIB_8F4541D5BBA7]
Delegated portfolio management, optimal fee contracts, and asset prices
Sato Y., 2016/09. Journal of Economic Theory, 165 pp. 360-389. Peer-reviewed.
[URN][DOI][WoS][serval:BIB_F7F6C0F757D4]
 
Asymmetry in tail dependence in equity portfolios
Jondeau E., 2016/08. Computational Statistics & Data Analysis, 100 pp. 351-368. Peer-reviewed.
[DOI][WoS][serval:BIB_6196E8393271]
Fund tournaments and asset bubbles
Sato Y., 2016/07. Review of Finance, 20 (4) pp. 1383-1426. Peer-reviewed.
[URN][DOI][WoS][serval:BIB_4710529E1D6D]
 
Technological Heterogeneity and Corporate Investment
Dimopoulos T., Sacchetto S., 2016/05. Journal of Economic Dynamics and Control, 66 pp. 20-35. Peer-reviewed.
[DOI][WoS][serval:BIB_691FDBDEC6F1]
 
Besoins en Logements pour Personnnes Agées en Suisse Horizon 2045
El Bernoussi R., Rockinger M., 2016., Cronos Finance.
[serval:BIB_0994EBEA7BB4]
Corporate Governance and CEO Turnover Decisions
Dimopoulos T., Wagner H., 2016., HEC Lausanne and SFI.
[URN][serval:BIB_5B4995B515B6]
 
Logements Etudiants en Suisse
El Bernoussi R., Rockinger M., 2016., Cronos Finance.
[serval:BIB_DAD5FE11AE29]
 
Moment Component Analysis: An Illustration with International Stock Markets
Jondeau E., Jurczenko E., Rockinger M., 2016. Journal of Business and Economic Statistics pp. 1-23. Peer-reviewed.
[DOI][serval:BIB_162DD5AAA610]
 
Violating United Nations Global Compact Principles: An Event Study
Borisova A., Rockinger M., 2016. Bankers, Markets & Investors 144 pp. 4-19 . Peer-reviewed.
[serval:BIB_35AA06BAA4B6]
2015
 
Is Momentum an Echo?
Goyal A., Wahal S., 2015/12. Journal of Financial and Quantitative Analysis, 50 (6) pp. 1237-1267. Peer-reviewed.
[DOI][WoS][serval:BIB_0EB54A8208A6]
The demand for liquid assets, corporate saving, and international capital flows
Bacchetta P., Benhima K., 2015/12. Journal of the European Economic Association, 13 (6) pp. 1101-1135. Peer-reviewed.
[URN][DOI][WoS][serval:BIB_1337EFECE642]
 
Are Institutions Informed About News?
Hendershott T., Livdan D., Schuerhoff N., 2015/08. Journal of Financial Economics, 117 (2) pp. 249-287. Peer-reviewed.
[DOI][WoS][serval:BIB_1D308C9569AD]
 
Systemic Risk and the Solvency-Liquidity Nexus of Banks
Pierret D., 2015/06. International Journal of Central Banking, 11 (3) pp. 193-227. Peer-reviewed.
[WoS][serval:BIB_AE5239332D02]
 
The dynamics of squared returns under contemporaneous aggregation of GARCH models
Jondeau E., 2015/06. Journal of Empirical Finance, 32 pp. 80-93. Peer-reviewed.
[DOI][WoS][serval:BIB_E986D81F3E28]
 
Backtesting Longevity Models: An International Perspective
Jondeau E., Rockinger M., 2015., Cronos Finance.
[serval:BIB_CC017C7E8D13]
 
Bad Habits and Good Practices
Goyal A., Ilmanen A., Kabiller D., 2015. Journal of Portfolio Management, 41 (4) pp. 97-107. Peer-reviewed.
[DOI][WoS][serval:BIB_7D36AA504615]
 
Estimating the price impact of trades in a high-frequency microstructure model with jumps
Jondeau E., Lahaye J., Rockinger M., 2015. Journal of Banking and Finance, 61 (Supplement 2) pp. S205–S224. Peer-reviewed.
[DOI][WoS][serval:BIB_CED4ACF7AC38]
 
Long-term Portfolio Allocation Based on Long-term Macro Forecasts
Jondeau E., Rockinger M., 2015. Bankers, Markets & Investors 134 pp. 62-69.
[serval:BIB_B63100E862AF]
 
Systemic Risk in Europe
Engle R., Jondeau E., Rockinger M., 2015. Review of Finance, 19 (1) pp. 145-190. Peer-reviewed.
[DOI][WoS][serval:BIB_9DED68C0E821]
2014
Opacity in financial markets
Sato Y., 2014/12. Review of Financial Studies, 27 (12) pp. 3502-3546. Peer-reviewed.
[URN][DOI][WoS][serval:BIB_AB4E7597A3CC]
 
Optimal Sourcing and Lead-Time Reduction under Evolutionary Demand Risk
de Treville S., Schuerhoff N., Trigeorgis L., Avanzi B., 2014/12. Production and Operations Management, 23 (12) pp. 2103-2117. Peer-reviewed.
[DOI][WoS][serval:BIB_5A844A4CF60C]
 
Preemptive Bidding, Target Resistance, and Takeover Premiums
Dimopoulos T., Sacchetto S., 2014/12. Journal of Financial Economics, 114 (3) pp. 444-470. Peer-reviewed.
[DOI][WoS][serval:BIB_34F920EEBB5C]
 
Estimating aggregate autoregressive processes when only macro data are available
Jondeau E., Pelgrin F., 2014/09. Economics Letters, 124 (3) pp. 341-347. Peer-reviewed.
[DOI][WoS][serval:BIB_48210CB4FB8A]
 
Rating-Based Investment Practices and Bond Market Segmentation
Chen Z., Lookman A. A., Schuerhoff N., Seppi D. J., 2014/09. Review of Asset Pricing Studies, 4 (2) pp. 162-205. Peer-reviewed.
[DOI][serval:BIB_CE6917BD862A]
 
Valuing lead time
de Treville S., Bicer I., Chavez-Demoulin V., Hagspiel V., Schuerhoff N., Tasserit C., Wager S., 2014/09. Journal of Operations Management, 32 (6) pp. 337-346. Peer-reviewed.
[DOI][WoS][serval:BIB_2DEAC2ED99FE]
 
Investing in a Global World
Busse J., Goyal A., Wahal S., 2014/04. Review of Finance, 18 (2) pp. 561-590. Peer-reviewed.
[DOI][WoS][serval:BIB_E545315BEC8D]
 
Asset Allocation and Bad Habits
Ang A., Goyal A., Ilmanen A. S., 2014. Rotman International Journal of Pension Management, 7 (2) pp. 16-27.
[DOI][serval:BIB_133D75AE6429]
 
Optimal Long-Term Allocation for a Defined-Contributions Pension Fund
Jondeau E., Rockinger M., 2014., HEC Lausanne.
[serval:BIB_64757FE6599D]
2013
Safety Traps
Benhima K., Massenot B., 2013/10. American Economic Journal. Macroeconomics, 5 (4) pp. 68-106. Peer-reviewed.
[URN][DOI][WoS][serval:BIB_7CF47793CCCD]
A Reappraisal of the Allocation Puzzle through the Portfolio Approach
Benhima K., 2013/02. Journal of International Economics, 89 (2) pp. 331-346. Peer-reviewed.
[URN][DOI][WoS][serval:BIB_711D491B5FC7]
 
Competition, Cash Holdings, and Financing Decisions
Morellec E., Nikolov B., Zucchi F., 2013., Université de Lausanne.
[serval:BIB_E8757B73C956]
Financial integration, capital misallocation and global imbalances
Benhima K., 2013. Journal of International Money and Finance, 32 pp. 324-340. Peer-reviewed.
[URN][DOI][WoS][serval:BIB_3A60EEC54772]
 
Market liquidity and institutional trading during the 2007–8 financial crisis
Poon S.-H., Rockinger M., Stathopoulos K., 2013. International Review of Financial Analysis, 30 pp. 86–97. Peer-reviewed.
[DOI][WoS][serval:BIB_DE49600AE51E]
 
Systemic Risk in Europe
Jondeau E., Rockinger M., 2013. Global Credit Review, 3 (1) pp. 1-6. Peer-reviewed.
[DOI][serval:BIB_4E7D629ECBAE]
 
Tax-subsidized underpricing: The market for Build America Bonds
Cestau D., Green R.C., Schuerhoff N., 2013. Journal of Monetary Economics, 60 (5) pp. 593-608. Peer-reviewed.
[DOI][WoS][serval:BIB_754BD2304AC3]
2012
 
Assessing Project Risk
Bernardo A., Chowdhry B., Goyal A., 2012/09. Journal of Applied Corporate Finance, 24 (3) pp. 94-100. Peer-reviewed.
[DOI][serval:BIB_0C0B3AD2C668]
Exchange Rate Volatility and Productivity Growth: The Role of Liability Dollarization
Benhima K., 2012/07. Open Economies Review, 23 (3) pp. 501-529. Peer-reviewed.
[URN][DOI][WoS][serval:BIB_4BABB6B2919E]
 
A multivariate pure-jump model with multi-factorial dependence structure
Marfè R., 2012/06. International Journal of Theoretical and Applied Finance, 15. Peer-reviewed.
[serval:BIB_D4C514F94C28]
 
Asset Pricing with Second-Order Esscher Transforms
Monfort A., Pegoraro F., 2012/06. Journal of Banking and Finance, 36 (6) pp. 1678-1687. Peer-reviewed.
[DOI][serval:BIB_4DC2526A69A1]
 
Corporate Governance and Capital Structure Dynamics
Morellec E., Nikolov B., Schuerhoff N., 2012/06. The Journal of Finance, 67 (3) pp. 803-848. Peer-reviewed.
[DOI][WoS][serval:BIB_5CE320AEE2E3]
Empirical Cross-Sectional Asset Pricing: A Survey
Goyal A., 2012/03. Financial Markets and Portfolio Management, 26 (1) pp. 3-38. Peer-reviewed.
[URN][DOI][serval:BIB_1F56F3516DBE]
 
A Generalized Variance Gamma Process for Financial Applications
Marfè R., 2012. Quantitative Finance, 12 (1) pp. 75-87. Peer-reviewed.
[serval:BIB_A3772A0DEB1D]
 
A Theory of Strategic Mergers
Bernile G., Lyandres E., Zhdanov A., 2012. Review of Finance, 16 (2) pp. 517-575. Peer-reviewed.
[DOI][WoS][serval:BIB_EBBBB18DDB01]
 
On the Importance of Time Variability in Higher Moments for Asset Allocation
Jondeau E., Rockinger M., 2012. Journal of Financial Econometrics, 10 (1) pp. 84-123. Peer-reviewed.
[DOI][WoS][serval:BIB_B3406FAB48D6]
2011
 
A Cross-Sectional Score for the Relative Performance of an Allocation
Billio M., Calès L., Guégan D., 2011/12. International Review of Applied Financial Issues and Economics, 3 (2) pp. 700-710. Peer-reviewed.
[serval:BIB_8B1073C0A112]
 
Portfolio Symmetry and Momentum
Billio M., Calès L., Guégan D., 2011/11. European Journal of Operational Research, 214 (3) pp. 759-767. Peer-reviewed.
[DOI][serval:BIB_5CB1116154ED]
A Theory of Merger-Driven IPOs
Lyandres E., Zhdanov A., Hsieh J., 2011/10. Journal of Financial and Quantitative Analysis, 46 (5) pp. 1367–1405. Peer-reviewed.
[URN][DOI][WoS][serval:BIB_6421D2A8D7A5]
 
Sectoral Phillips Curves and the Aggregate Phillips Curve
Imbs J., Jondeau E., Pelgrin F., 2011/05. Journal of Monetary Economics, 58 (4) pp. 328-344. Peer-reviewed.
[DOI][WoS][serval:BIB_711B27209AF8]
 
Corporate Investment and Financing under Asymmetric Information
Morellec E., Schuerhoff N., 2011/02. Journal of Financial Economics, 99 (2) pp. 262-288. Peer-reviewed.
[DOI][WoS][serval:BIB_6448B812632E]
 
Variance risk, financial intermediation, and the cross-section of expected option returns
Schuerhoff N., Ziegler A., 2011/02. (8268) 69 Discussion paper, CEPR - Centre for Economic Policy Research.
[serval:BIB_CC77B751042E]
2010
 
Accelerated Investment Effect of Risky Debt
Lyandres E., Zhdanov. A. , 2010/11. Journal of Banking and Finance, 34 (11) pp. 2587-2599. Peer-reviewed.
[DOI][serval:BIB_540A39279987]
 
Financial Development, Technological Change in Emerging Countries and Global Imbalances
Benhima K., 2010/10. (10.10) 50 Cahiers de recherches économiques, Université de Lausanne - HEC - DEEP.
[serval:BIB_3908693D1D96]
 
Price Discovery in Illiquid Markets: Do Financial Asset Prices Rise Faster Than They Fall ?
Green R.C., Li D., Schuerhoff N., 2010/10. Journal of Finance, 65 (5) pp. 1669-1702. Peer-reviewed.
[DOI][WoS][serval:BIB_69F813AFA03D]
 
Performance Persistence in Institutional Investment Management
Busse J., Goyal A., Wahal S., 2010/04. Journal of Finance, 65 (2) pp. 765-790. Peer-reviewed.
[DOI][WoS][serval:BIB_CA26C8201D85]
 
Dynamic Investment and Financing under Personal Taxation
Morellec E., Schuerhoff N., 2010/01. Review of Financial Studies, 23 (1) pp. 101-146. Peer-reviewed.
[DOI][WoS][serval:BIB_D94187D4CA04]
 
Portfolio Allocation for European Markets with Predictability and Parameter Uncertainty
Jondeau E., Rockinger M., 2010., Swiss Finance Institute.
[serval:BIB_88424D0904B8]
When Do Long-term Imbalances Lead to Current Account Reversals?
Benhima K., Havrylchyk O., 2010/01. World Economy, 33 (1) pp. 107-128. Peer-reviewed.
[URN][DOI][WoS][serval:BIB_1DAB9182A33F]
2009
 
Cross-Section of Option Returns and Volatility
Goyal A., Saretto A., 2009/11. Journal of Financial Economics, 94 (2) pp. 310-326. Peer-reviewed.
[DOI][WoS][serval:BIB_D4C174641B9E]
 
Aggregating Rational Expectations Models In the Presence of Unobserved Micro Heterogeneity
Jondeau E., Pelgrin F., 2009/08. (09-30) Research Paper, Swiss Finance Institute.
[serval:BIB_1A3588A321E1]
 
Liquidity and the Post-Earnings-Announcement-Drift
Chordia T., Goyal A., Sadka G., Sadka R., Shivakumar L., 2009/07. Financial Analyst Journal, 65 (4) pp. 18-32. Peer-reviewed.
[DOI][WoS][serval:BIB_CDA531160162]
 
Why Ratings Matter: Evidence from Lehman's Index Rating Rule Change
Chen Z., Lookman A., Schuerhoff N., Seppi D., 2009/06., EFA (European Finance Association) 2009 Bergen Meetings Papers.
[serval:BIB_D8232146B37D]
 
The Impact of Shocks on Higher Moments
Jondeau E., Rockinger M., 2009. Journal of Financial Econometrics, 7 (2) pp. 77-105. Peer-reviewed.
[DOI][WoS][serval:BIB_C8D3DDBA3CA7]
2008
 
How Common are Common Return Factors Across Nyse and Nasdaq?
Goyal A., Pérignon C., Villa C., 2008/12. Journal of Financial Economics, 90 (3) pp. 252-271. Peer-reviewed.
[DOI][WoS][serval:BIB_C7E3CEAEA750]
 
Predicting tail-related risk measures: The consequences of using GARCH filters for non GARCH data
Jalal A., Rockinger M., 2008/12. Journal of Empirical Finance, 15 (5) pp. 868-877. Peer-reviewed.
[DOI][WoS][serval:BIB_6DB2B60BB504]
 
The Selection and Termination of Investment Managers by Plan Sponsors
Goyal A., Wahal S., 2008/08. Journal of Finance, 63 (4) pp. 1805-1847. Peer-reviewed.
[DOI][WoS][serval:BIB_1824DDF36121]
 
A Comprehensive Look at the Empirical Performance of Equity Premium Prediction
Goyal A., Welch I., 2008/07. Review of Financial Studies, 21 (4) pp. 1455-1508. Peer-reviewed.
[DOI][WoS][serval:BIB_D1F52F96681D]
 
Executive Compensation and Stock Options: an Inconvenient Truth
Danthine J.-P., Donaldson J.B., 2008/06. (6890) Discussion paper, CEPR - Centre for Economic Policy Research.
[serval:BIB_9483121866E2]
 
Financing and Takeovers
Morellec E., Zhdanov A., 2008/03. Journal of Financial Economics, 87 (3) pp. 556-581. Peer-reviewed.
[DOI][serval:BIB_378B8ECAE4A6]
 
Contemporaneous Aggregation of GARCH Models and Evaluation of the Aggregation Bias
Jondeau E., 2008. (08-06) Research Paper, Swiss Finance Institute.
[serval:BIB_27EAE14A781A]
 
Distribution Risk and Equity Returns
Danthine J.-P., Donaldson J.B., Siconolfi P., 2008. dans Mehra R. (eds.) The Equity Risk Premium chap. 10, Elsevier, North Holland.
[serval:BIB_F631CE25F77F]
 
Earnings and Equity Valuation in the Biotech Industry: Theory and Evidence
Joos P., Zhdanov A., 2008. Financial Management, 37 (3) pp. 431-459. Peer-reviewed.
[DOI][serval:BIB_6FF9D3C4815F]
 
Examining Bias in Estimators of Linear Rational Expectations Models under Misspecification
Jondeau E., Le Bihan H., 2008. Journal of Econometrics, 143 (2) pp. 375 - 395. Peer-reviewed.
[DOI][WoS][serval:BIB_6D6792F8442F]
Fourth order pseudo maximum likelihood methods
Holly Alberto, Monfort Alain, Rockinger Michael, 2008. (08-02) 42 Working paper, IEMS.
[URN][serval:BIB_E4F372743BE7]
 
Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-country Heterogeneity
Jondeau E., Sahuc J.-G., 2008. International journal of central banking / Bank of Canada, 4 (2) pp. 23-72. Peer-reviewed.
[WoS][serval:BIB_70ABB62C6C84]
 
Testing Heterogeneity within the Euro Area
Jondeau E., Sahuc J.-G., 2008. Economics Letters, 99 (1) pp. 192-196. Peer-reviewed.
[DOI][WoS][serval:BIB_372FD0161E6D]
 
The Macroeconomic Consequences of Reciprocity in Labour Relations
Danthine J.-P., Kurmann A., 2008. Scandinavian Journal of Economics. Peer-reviewed.
[serval:BIB_44D80B0A7E9B]
2007
 
Dealer Intermediation and Price Behavior in the Aftermarket for New Bond Issues
Green R.C., Hollifield B., Schuerhoff N., 2007/12. Journal of Financial Economics, 86 (3) pp. 643-682. Peer-reviewed.
[DOI][WoS][serval:BIB_159C45B59169]
 
Competitive Equilibrium with Debt
Zhdanov A., 2007/09. Journal of Financial and Quantitative Analysis, 42 (3) pp. 709-734. Peer-reviewed.
[DOI][serval:BIB_6C91BF5BED65]
 
Aggregating Phillips Curves
Imbs J., Jondeau E., Pelgrin F., 2007/03. (6184) Discussion Paper, CEPR - Centre for Economic Policy Research.
[serval:BIB_D127D539DCE7]
 
Financial Intermediation and the Costs of Trading in an Opaque Market
Green R.C., Hollifield B., Schuerhoff N., 2007/03. Review of Financial Studies, 20 (2) pp. 275-314. Peer-reviewed.
[DOI][WoS][serval:BIB_09CBC5CD8A57]
 
Financial Modeling Under Non-Gaussian Distributions
Jondeau E., Poon S.-H., Rockinger M., 2007. Springer Finance 541, Springer Verlag London.
[DOI][serval:BIB_F41F2FB652A0]
Intangible capital, corporate valuation and asset pricing
Danthine Jean-Pierre, Jin Xiangrong, 2007. Economic Theory, 32 (1) pp. 157-177. Peer-reviewed.
[URN][DOI][WoS][serval:BIB_1E8453D055DF]
 
Intangible Capital, Firm Valuation and Asset Pricing
Danthine J.-P., Jin X., 2007. Economic Theory, 32 pp. 157-177. Peer-reviewed.
[serval:BIB_F6884F9841F3]
 
Optimal Liquidation Strategies in Illiquid Markets
Jondeau E., Perilla A., Rockinger M., 2007. (09-24) Research Paper, Swiss Finance Institute.
[serval:BIB_4841E4F5BC52]
 
Superneutrality
Danthine J.-P., 2007. dans Durlauf S., Blume L. (eds.) The New Palgrave Dictionary of Economics, Palgrave Macmillan.
[serval:BIB_B94A27D14F56]
 
The Business Cycle Implications of reciprocity in Labour Relations
Danthine J.-P., Kurmann A., 2007. (0743) Cahiers de recherche, Université Laval, CIRPEE.
[serval:BIB_942E01BB749D]
2006
 
The Economic Value of Distributional Timing
Jondeau E., Rockinger M., 2006/11. (06-35) Research Paper, Swiss Finance Institute.
[serval:BIB_0B6D8DDE1F1E]
 
Time-Variability in Higher Moments Is Important for Asset Allocation
Jondeau E., Rockinger M., 2006/11. (06-35) Research Paper, Swiss Finance Institute.
[serval:BIB_0F74294BD91E]
 
The Copula-GARCH Model of Conditional Dependencies: An International Stock Market Application
Jondeau E., Rockinger M., 2006/08. Journal of International Money and Finance, 25 (5) pp. 827-853. Peer-reviewed.
[DOI][WoS][serval:BIB_7A8D160D322B]
 
Capital structure, credit risk, and macroeconomic conditions.
Hackbarth D., Miao J., Morellec E., 2006. Journal of Financial Economics, forthcoming.
[serval:BIB_36317]
 
Crises and capital requirements in banking.
Morrison A., White L., 2006. American Economic Review, forthcoming.
[serval:BIB_36314]
 
Efficiency wages revisited: The internal reference perspective
Danthine J.-P., Kurmann A., 2006. Economics Letters, 90 (2) pp. 278-284. Peer-reviewed.
[serval:BIB_D5805E1968E6]
 
Financial intermadiation and the cost of trading in an opaque market.
Green R., Hollifield B., Schuerhoff N., 2006. Review of Financial Studies, Forthcoming.
[serval:BIB_36857]
 
Heterogeneous Preferences and Equilibrium Trading Volume.
Berrada T., Hugonnier J., Rindisbacher M., 2006. Journal of Financial Economics, Forthcoming.
[serval:BIB_36744]
 
Innovation, Product Differentiation and the Choice of an Underwriter: Evidence from Equity Linked Securities.
Schroth E., 2006. Review of Financial Studies, Forthcoming.
[serval:BIB_36313]
 
Modelling the Dynamics of Conditional Dependency Between Financial Series
Jondeau E., Rockinger M., 2006. pp. 195-221 dans Jurczenko E., Maillet B. (eds.) Multi-moment Asset Allocation and Pricing Models chap. 8, Wiley.
[DOI][serval:BIB_4A2654A0627E]
 
On the debt capacity of growth options.
Barclay M., Morellec E., Smith C., 2006. Journal of Business, forthcoming.
[serval:BIB_36318]
 
Optimal Portfolio Allocation Under Higher Moments
Jondeau E., Rockinger M., 2006/01. European Financial Management, 12 (1) pp. 29-55. Peer-reviewed.
[DOI][WoS][serval:BIB_C1AFE85BD94C]
2005
 
The economics of extreme options and clear advice.
Szalay D., 2005/10. Review of Economic Studies, 72.
[serval:BIB_36308]
 
The dynamics of mergers and acquisitions
Morellec E., Zhdanov A., 2005/09. Journal of Financial Economics, 77 (3) pp. 649-672. Peer-reviewed.
[DOI][serval:BIB_36309]
 
Conditional Asset Allocation under Non-Normality: How Costly Is the Mean-Variance Criterion?
Jondeau E., Rockinger M., 2005. dans European Finance Association Meeting.
[DOI][serval:BIB_006511406CE9]
 
Distribution Risk and Equity Returns.
Danthine J.P., Donaldson J.B., Siconolfi P., 2005. mimeo, Université of Lausanne, November.
[serval:BIB_36349]
 
Intermediate Financial Theory
Danthine J.P., Donaldson J., 2005. 391, Elsevier Academic Press.
[serval:BIB_36347]
 
Irreversible investment with regime shifts.
Guo X., Miao J., Morellec E., 2005. Journal of Economic Theory, 122.
[serval:BIB_36312]
 
On the Utility Based Pricing of Contingent Claims in Incomplete Markets.
Hugonnier J., Kramkov D., Schachermayern W., 2005. Mathematical Finance, 15.
[serval:BIB_36311]
 
Portfolio Diversification in Europe
Danthine J.-P., Adjaouté K., Isakov D., 2005. pp. 140-172 dans Jonung H., Huizinga L. (eds.) The Internationalisation of Asset Ownership in Europe, Cambridge University Press.
[serval:BIB_C25B2628B469]
 
Portfolio Diversification in Europe, chapter 5 in The Internationalisation of Asset Ownership in Europe, H. Huizinga and L. Jonung.
Adjaouté K., Danthine J.P., Isakov D., 2005. Cambridge U. Press pp. pp. 140-172.
[serval:BIB_36348]
 
Testing for the New Keynesian Phillips Curve. Additional international evidence
Jondeau E., Le Bihan H., 2005. Economic Modelling, 22 (3) pp. 521-550. Peer-reviewed.
[DOI][WoS][serval:BIB_F0D2CEC2D137]
 
The Macroeconomic Consequences of Reciprocity in Labor Relations.
Danthine J.P., Kurmann A., 2005. mimeo, Université of Lausanne.
[serval:BIB_36346]
2004
 
Capital structure and asset prices: some effects of bankruptcy procedures
François P., Morellec E., 2004/04. Journal of Business, 77 (1).
[serval:BIB_32141]
 
A Game Theory Analysis of Options: Corporate Finance and Financial Intermediation in Continuous Time, Second Edition
Ziegler A., 2004., Springer.
[serval:BIB_31566]
 
A General Formula for Valuing Defaultable Securities joint with Pierre
Collin Dufresne P., Goldstein R., Hugonnier J., 2004. Econometrica, 72 pp. 1377-1407.
[serval:BIB_31559]
 
Arbeit auf Abruf: Eine ökonomische Bewertung dieser flexiblen Beschäftigungsform.
Henneberger F., Sousa-Poza A., Ziegler A., 2004. Die Volkswirtschaft, 2 pp. 47-50.
[serval:BIB_31568]
 
Assessing Generalized Method of Moments Estimates of the Federal Reserve Reaction Function
Jondeau E., Le Bihan H., Gallès C., 2004. Journal of Business and Economic Statistics, 22 (2) pp. 225-239. Peer-reviewed.
[DOI][WoS][serval:BIB_E33165CBBA59]
 
Can managerial discretion explain observed leverage ratios .
Morellec E., 2004. Review, Issue 1.
[serval:BIB_31562]
 
Can managerial discretion explain observed leverage ratios.
Morellec E, 2004. Review of Financial Studies, 17(1) Spring pp. 257 294.
[serval:BIB_32140]
 
Does Poor Legal Enforcement Make Households Credit-Constrained.
Padula M., Fabbri D., 2004. Journal of Banking and Finance.
[serval:BIB_31558]
 
Eine empirische Analyse der Arbeit auf Abruf in der Schweiz: Determinanten und ökonomische Bewertung dieser Beschäftigungsform, Arbeitsmarktpolitik: Studienreihe des Staatssekretatiats für Wirtschaft
Henneberger F, Sousa-Poza A, Ziegler A, 2004., Studienreihe des Staatssekretatiats für Wirtschaft.
[serval:BIB_31567]
 
Equity Returns and Integration: Is Europe Changing?
Danthine J.-P., Adjaouté K., 2004. Oxford Review of Economic Policy, 20 (4) pp. 550-570. Peer-reviewed.
[serval:BIB_171FF59B9303]
Equity Returns and Integration: Is Europe Changing?
Adjaoute K., Danthine Jean-Pierre, 2004. Oxford Review of Economic Policy, 20 (4) pp. 555-570. Peer-reviewed.
[URN][DOI][WoS][serval:BIB_377CF06FFB95]
 
Extreme Value Dependence in Financial Markets: Diagnostics, Models, and Financial Implications
Poon S.-H., Rockinger M., Tawn J., 2004. Review of Financial Studies, 17 (2) pp. 581-610. Peer-reviewed.
[DOI][WoS][serval:BIB_11CABD1338C0]
 
Extreme Values Dependency in International Stock Markets.
Poon S. H., Rockinger M., 2004. Review of Financial Studies..
[serval:BIB_31565]
 
Fair Wages in a New Keynesian Model of the Business Cycle
Danthine J.-P., Kurmann A., 2004. Review of Economic Dynamics, 7 pp. 107-142. Peer-reviewed.
[serval:BIB_0CB4E7B47B45]
 
Fair Wages in a New Keynesian: Model of the Business Cycle
Danthine J.P., Kurmann A., 2004. Review of Economic Dynamics, 7 pp. 107-142.
[serval:BIB_31553]
 
Hybrid Intelligent Decision Support Systems and Applications for Risk Analysis and Prediction of Evolving Economic Clusters in Europe.
Kasabov N., Erzegovesi L., Fedrizzi M., Beber A., Deng D., 2004. dans Future directions for intelligent information systems and information sciences, Springer Verlag.
[serval:BIB_31552]
 
Investments
Rockinger M., 2004. Que sais-je ?, Presses Universitaires de France.
[serval:BIB_00541C9C9DEA]
 
On the Consequences of State Dependent Preferences for the Pricing of Financial Assets
Danthine J.-P., Donaldson J.B., Giannikos C., Guirguis H., 2004. Finance Research Letters, 1 (3) pp. 143-153. Peer-reviewed.
[serval:BIB_8DF58E903FD0]
 
Optimal Investment with Random Endowments in Incomplete Markets.
Kramkov D., Hugonnier J., 2004. The Annals of Applied Probability, 14 (2) pp. 845-864.
[serval:BIB_31560]
 
Portfolio Diversification: Alive and Well in Euroland
Danthine J.-P., Adjaouté K., 2004. Applied Financial Economics, 14 pp. 1225-1231. Peer-reviewed.
[serval:BIB_E2EE63D66AAA]
 
The Bank Bias: Segmentation of French Fund Families
Jondeau E., Rockinger M., 2004. (107) Working Paper, Banque de France.
[serval:BIB_0666BC92E49B]
2003
 
Modelling extreme-value dependence in international stock markets
Poon S.-H., Rockinger M., Tawn J., 2003/10. Statistica Sinica, 13 (4) pp. 929-953. Peer-reviewed.
[WoS][serval:BIB_CB0ADE440A61]
 
Conditional Volatility, Skewness, and Kurtosis: Existence, Persistence, and Comovements
Jondeau E., Rockinger M., 2003/08. Journal of Economic Dynamics and Control, 27 (10) pp. 1699-1737. Peer-reviewed.
[DOI][WoS][serval:BIB_4E1D2CB5ABC1]
 
Asymmetric Information on Workers Productivity as a Cause for Inefficient Long Working Hours.
Sousa-Poza A, Ziegler A, 2003. Labour Economics, 10 (6) pp. 727-747.
[serval:BIB_28017]
 
Asymmetric Information, Bank Lending, and Implicit Contracts: The Winner's Curse.
Von Thadden E, 2003. Finance Research Letters, 1.
[serval:BIB_28006]
 
Aussenhandel und Auslandsproduktion im Dienstleistungssektor: Theorie und Empirie der Beschigungseffekte für die schweizerische Tourismusbranche.
Henneberger F, Ziegler A, 2003. Schweizerische Zeitschrift, 139 (4) pp. 535-561.
[serval:BIB_28015]
 
Density functionals, with an option-pricing application
Abadir K., Rockinger M., 2003. Econometric Theory, 19 (5) pp. 778-811. Peer-reviewed.
[DOI][WoS][serval:BIB_2A5E0D2C211C]
 
European Financial Integration and Equity Returns: A Theory-Based Assessment
Danthine J.-P., Adjaouté K., 2003. pp. 185-245 dans The Transformation of the European Financial System, Gaspar V. Hartmann O. Sleijpen O..
[serval:BIB_C8A3B9BDDFF6]
 
European Financial Integration and Equity Returns: A Theory-Based Assessment, Chapter 5.
Adjaouté K, Danthine JP, 2003. dans The Transformation of The European Financial System, European Central Bank.
[serval:BIB_28003]
 
Hedge funds: myths and limits
Lhabitant F, 2003., J. Wiley.
[serval:BIB_25376]
 
How Higher Moments affect the allocation of assets
Rockinger M., Jondeau E., 2003. Finance Letters, 1 (2) pp. 1-5. Peer-reviewed.
[serval:BIB_F00F853898DE]
 
Incomplete Information and Heterogeneous Beliefs in Continuous-Time Finance
Ziegler A, 2003., Springer.
[serval:BIB_28019]
 
Liquidity.
Von Thadden E, 2003. dans Advances in Financial Intermediation, Oxford University Press.
[serval:BIB_28007]
 
Portfolio Diversification in Europe.
Adjaouté K, Danthine JP, Isakov D, 2003. FAME Research Paper, 84.
[serval:BIB_27999]
 
Strategic Transparency and Informed Trading: Will Globalization Force Convergence of Corporate Governance?
Von Thadden E, Perotti E, 2003. Journal of Financial and Quantitative Analysis, 38.
[serval:BIB_28005]
 
Switching Regime Volatility: An Empirical Evaluation.
Roche B., Rockinger M., 2003. pp. 193–211 dans Dunis C. L., Laws J., Naim P. (eds.) Applied Quantitative Methods for Trading and Investment chap. 6, Wiley Finance.
[DOI][serval:BIB_28027]
 
Testing for Differences in the Tails of Stock-Market Returns
Jondeau E., Rockinger M., 2003. Journal of Empirical Finance, 10 (5) pp. 559-581. Peer-reviewed.
[DOI][serval:BIB_9C241DC55A56]
 
The Tail Behavior of Stock Returns: Emerging versus Mature Markets.
Rockinger M, Jondeau E, 2003. Journal of Empirical Finance, 10 pp. 559-581.
[serval:BIB_28026]
 
User's Guide
Jondeau E., Rockinger M., 2003. Journal of Economic Dynamics and Control, 27 (10) pp. 1739-1742. Peer-reviewed.
[DOI][serval:BIB_9B2847EF9386]
2002
 
A Note on NNS Models: Introducing Physical Capital; Avoiding Rationing
Danthine J.-P., Donaldson J.B., 2002. Economic Letters, 77 pp. 433-437. Peer-reviewed.
[serval:BIB_440BC940D9D1]
 
An Incentive Problem in the Dynamic Theory of Banking.
Von Thadden EL, 2002. Journal of Mathematical Economics, 38 pp. 271-292.
[serval:BIB_24523]
 
Anatomie einer long/short transaction.
Lhabitant F, 2002. pp. 223-226 dans Die hedge funds verstehen, Coninco.
[serval:BIB_25374]
 
Assessing the risk of hedge funds.
Lhabitant F, 2002. pp. 417-449 dans Financial Risk and Financial Risk Management, Th. Ferguson.
[serval:BIB_25375]
 
Auslandsinvestitionen, sektoraler Strukturwandel und Beschäftigung
Ziegler A., Henneberger F., 2002. Die Volkswirtschaft, 9 pp. 12-15.
[serval:BIB_24580]
 
Entropy Densities with an Application to Autoregressive Conditional Skewness and Kurtosis
Jondeau E., Rockinger M., 2002/01. Journal of Econometrics, 106 (1) pp. 119-142. Peer-reviewed.
[DOI][serval:BIB_0CCC00C94BA1]
 
Fair wages in a new keynesian model of a business cycle
Danthine J.P., Kurmann A., 2002., Ecole des HEC/DEEP.
[serval:BIB_19773]
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