Archives - Page 2

  • Special Issue on Life Insurance
    Vol. 157 (2019)

    ARTICLES

    A Reduced-Form Model for A Life Insurance’s Net Asset Value
    Aurore MERIGUET, BNP Paris Cardif, Nanterre, France
    Alexandre NDJENG-NDJENG, BNP Paris Cardif, Nanterre, France
    Yahia SALHI, ISFA, Univ Lyon, UCBL, LSAF EA2429, Lyon, France
    Pierre-E. THÉROND, SeaBird; ISFA, Univ Lyon, UCBL, LSAF EA2429, Lyon, France

    Testing the Martingale Hypothesis in a Risk-Neutral Economic Scenarios Generator
    Florian BOLLOTTE, Galea & Associés, Paris, France
    Pierre-E. THÉROND, SeaBird; ISFA, Univ Lyon, UCBL, LSAF EA2429, Lyon, France

    How to Define the Quality of an Economic Scenario Generator to Assess the Best-Estimate of a French Savings Contract in €?
    Kamal ARMEL, Certified actuary and founder of ARMEL Consulting
    Frédéric PLANCHET, Professor at ISFA and partner actuary at Prim’Act

    Stochastic Deflator for an Economic Scenario Generator with Five Factors
    Po-Keng CHENG, Univ Lyon - Université Claude Bernard Lyon 1, ISFA, Laboratoire SAF EA2429, Lyon, France; Prim’Act, Paris, France
    Frédéric PLANCHET, Univ Lyon - Université Claude Bernard Lyon 1, ISFA, Laboratoire SAF EA2429, Lyon, France; Prim’Act, Paris, France

  • BANKERS, MARKETS AND INVESTORS
    Vol. 156 No 01 (2019)

    ARTICLES

    Do the shareholders take into account the eco-efficiency factor? Evidence from M&A announcement
    Sabrina CHIKH, SKEMA Business School, Université Côte d’Azur, France
    Dhoha TRABELSI, ESCE International Business School, Paris, France
    Amaury GOGUEL, SKEMA Business School, Université Côte d’Azur, France
    Dhafer SAIDANE, SKEMA Business School, Université Côte d’Azur, France

    Life insurance demand dynamics impact of economic and human-sustainability: Fresh evidence from African countries
    Abderrazak DHAOUI, LaREMFiQ University of Soussa, Tunisia & l’Ipag Business School Paris, France
    Olfa KAABIA, INSEEC School of Business and Economics, Paris, France
    Khaled GUESMI, IPAG Business School Paris, France & Telfer School of Management, University of Ottawa, Canada
    Stéphane GOUTTE, Université Paris 8, LED, France and Paris School of Business (PSB), Paris, France
    Ilyes ABID, ISC Paris Business School, Paris, France

    Cost and profit efficiency of MENA banking sector: Influence of structural factors
    Kaïs AYACHI, Assistant professor of Finance at Higher Institute of Environmental Technologies, Urban planning and Buildings of Tunis - Carthage University
    Mohamed Sadok GASSOUMA, Assistant Professor in Finance, responsible of Master in Financial and fiscal Management, Institute of Finance and Taxation, University of Sousse and research member in Laboratory ECSTRAIHEC, University of Carthage, Tunisia
    Jameleddine CHICHTI, Associate Professor of Finance at Montpellier Business School (MBS), France

    FOCUS  ON

    Tax havens
    Mona BARAKE, Université Paris 1 Panthéon-Sorbonne (Centre d’Economie de la Sorbonne), Labex RéFi
    Gunther CAPELLE-BLANCARD, Université Paris 1 Panthéon-Sorbonne (Centre d’Economie de la Sorbonne), Labex RéFi & Paris School of Business

  • BANKERS, MARKETS AND INVESTORS
    Vol. 154 (2018)

    ARTICLES
    Determinants of equity returns correlations Hatem BRIK, PhD, Department of Science in Administration, College of Business Administration (CBA) ; Taibah
    University, Madinah, Kingdom of Saudi Arabia ; University of Tunis, Higher Institute of Management of Tunis, Tunis, Tunisia
    Jihene EL OUAKDI, PhD, University of Manouba, Higher School of Digital Economy, Manouba & LR-GEF2A, Tunisia
    Zied FTITI, PhD, EDC Paris Business School, OCRE Lab, Paris, France ; University of Tunis, Higher Institute of Management of Tunis, GEF2A-Lab, Tunis, Tunisia
    Waël LOUHICHI, PhD, ESSCA School of Management, Paris, France

    Committing to widespread disclosure of carbon impact Dhoha TRABELSI, ESCE International Business School, France
    Saqib AZIZ, Rennes School of Business, France
    Sabrina CHIKH, SKEMA Business School - Université Côte d’Azur, France
    Michael DOWLING, Rennes School of Business, France

    Basel III and banking liquidity transformation
    Franck BANCEL, Professor at ESCP Europe
    Laurent SALÉ, Ph. D, ESCP Europe and Labex Refi

    FOCUS ON
    Sixty years of bankruptcy models: issues, limits, and progress
    Eric SÉVERIN, Université de Lille, Lille, France
    David VEGANZONES, Université de Paris Nanterre IUT de Ville d’Avray, Nanterre, France

     

  • BANKERS, MARKETS AND INVESTORS
    Vol. 152 (2018)

    ARTICLES
    The long-term relationship between the classic cars market prices and financial markets
    Eric LE FUR, INSEEC School of Business & Economics, Bordeaux, France

    What drives banking profitability after the international financial crisis of 2008? Evidence from Eurozone banks
    Helmi HAMDI, Aix-Marseille University CERGAM EA 4225, France;
    Houssem RACHDI, HEC Carthage Business School, University of Carthage, Tunisia, IPAG Business School, IPAG Lab, Paris;
    Abdelaziz HAKIMI, Faculty of Law, Economics and Management of Jendouba, University of Jendouba, Tunisia;
    Khaled GUESMI, IPAG Business School, Paris; Telfer School of Management, University of Ottawa, Canada

    FOCUS ON
    The digital world: II - Alternatives to the Bitcoin blockchain
    Dominique GUEGAN, University Paris1 Panthéon Sorbonne, LabEx ReFi; Ca’Foscari University in Venezia, IPAG Business school

    “Football and Finance”
    Franck BANCEL, Professor at ESCP Europe

  • BANKERS, MARKETS AND INVESTORS
    Vol. 151 (2018)

    ARTICLES

    How do CoCo bonds impact a bank’s shareholder wealth?
    Jian WU, Neoma Business School

    Basel III Credit Valuation Adjustment Capital Charge and Wrong Way Risk
    Mabelle SAYAH, LSAF, Univ Lyon, UCBL, Lyon, France;
    Group Risk Management, Bank Audi S.A.L., Beirut, Lebanon;
    Mathematics and Applications Laboratory, EGFEM, Saint Joseph University, Beirut, Lebanon

    Foreign-promoted mutual funds in the continental European market
    Linh TRAN DIEU, Université de Lyon - Université Claude Bernard Lyon 1 - Département TCSI -
    Laboratoire des sciences actuarielle et financière (SAF)

    FOCUS ON
    The Digital World: I - Bitcoin: from history to real life
    Dominique GUEGAN, University Paris1 Panthéon Sorbonne, LabEx ReFi; Ca’Foscari University in Venezia, IPAG Business school

  • BANKERS, MARKETS AND INVESTORS
    Vol. 150 (2018)

    ARTICLES
    Residential Real Estate in a Mixed-Asset Portfolio
    Philippe BERTRAND, Aix-Marseille Université, CERGAM EA 4225, Aix-Marseille Graduate School of Management - IAE; KEDGE BS, Marseille, France and Aix-Marseille School of Economics
    Jean-Luc PRIGENT, THEMA, University of Cergy-Pontoise, and LabeX MME-DII 33, Cergy-Pontoise, France

    Life Insurance with Guarantees
    Abdou KÉLANI, ESSCA School of Management, France
    François QUITTARD-PINON, CEFRA, EMLYON Business School, France

    Does Sustainability Reduce Country Default Risk?
    Mathieu GEX, Banque de France, Deputy Head of International Monetary Relations Division, DG Economics and International Relations, Paris
    Isabelle GIRERD-POTIN, Professor of Finance, Univ. Grenoble Alpes, CNRS, CERAG, Grenoble, France
    Sonia JIMENEZ-GARCÈS, Professor of Finance, Univ. Grenoble Alpes, CNRS, CERAG, Grenoble, France
    Pascal LOUVET, Professor of Finance, Univ. Grenoble Alpes, CNRS, CERAG, Grenoble, France

    FOCUS ON
    Financing Start-ups: the Complementarity of Crowdfunding and Banking
    Jean MOUSSAVOU, Director of Research (HDR) & Ph.D, Full Professor – Brest Business School, Brest France; Member of the research unit LEGO – EA 2652 – IAE/UBO

  • BANKERS, MARKETS AND INVESTORS
    Vol. 149 (2017)

    ARTICLES

    The Cross-Border Strategies of European Banks: Effects on Performance 2004–12
    Jessy TROUDART, Research Teaching Fellow at IAE La Rochelle, CEREGE La Rochelle, France
    Eric LAMARQUE, Professor at IAE Paris-Sorbonne, GREGOR, France

    CSR Performance, Dividend Payout and Governance Mechanisms
    Guillaume PIJOURLET, Université Clermont Auvergne, Université d’Auvergne, EUM, CRCGM EA 3849,
    Clermont-Ferrand, France

    Bank Acquisitiveness and Bailouts: Evidence on European Banks during the 2008 Financial Crisis
    Saqib AZIZ, Rennes School of Business, Rennes, France
    Jean-Jacques LILTI, Université de Rennes 1 (IGR-IAE de Rennes), Rennes, France
    Khalid EL BADRAOUI, Ibn Zohr University, ENCG – Agadir, Morocco ; CREM - UMR CNRS 6211, Rennes, France

    FOCUS ON

    Financial Sanctions in France – 2004-2016
    Laure DE BATZ, Laboratory of Excellence for Financial Regulation (LabEx-ReFi), University Paris 1 Panthéon-Sorbonne (CES); Institute of Economic Studies, Faculty of Social Sciences, Charles University of Prague

  • Special Issue Illiquid Assets
    Vol. 148 (2017)

    Guest editor: Emmanuel JURCZENKO (Associate Dean and Professor of Finance, Ecole hôtelière de Lausanne HES-SO // University of Applied Sciences Western Switzerland)

    ARTICLES

    Real Estate Investing: Opportunities and Challenges
    Heidi FALKENBACH, Aalto University, Finland
    Martin HOESLI, University of Geneva, Switzerland - University of Aberdeen, United Kingdom and Kedge Business School, France

    The Value of Private Equity for Institutional Investors
    Thijs MARKWAT, Researcher at Robeco Asset Management, The Netherlands
    Roderick MOLENAAR, Researcher at Robeco Asset Management, The Netherlands

    Unlisted Infrastructure: Biases in Appraisal-Based Valuations?
    Robert J. BIANCHI, Griffith Business School, Griffith University, Brisbane, QLD, Australia
    Michael E. DREW, Griffith Business School, Griffith University, Brisbane, QLD, Australia
    Timothy J. WHITTAKER, EDHEC Infrastructure Institute, Singapore

    Diversification at a Reasonable Price: Revisiting Alternative Diversification from an Institutional Investor’s Perspective
    Serge DAROLLES, Université Paris-Dauphine, PSL Research University, CNRS, UMR 7088, DRM, Finance,
    Paris, France
    Mathieu VAISSIÉ, Head of Research, Ginjer AM, Research Associate, EDHEC-Risk Institute, France

  • BANKERS, MARKETS AND INVESTORS
    Vol. 147 No 1 (2017)

    ARTICLES
    Spillover Effects of Stock Markets Volatility, and Financial Contagion: Evidence from European Sovereign Debt Crisis
    Zied FTITI, EDC Paris Business School, OCRE-Lab.
    Khadija MNASRI MAZEK, University of Tunis, ISGT; University la Manouba, ESCT, UR RIM RAF, Tunisia
    Yosr BENZARTI, University of Tunis, ISGT, LR GEF2A, Tunisia

    The Determinants of the Foreign Currency Hedging Strategies
    Salma MEFTEH-WALI, ESSCA School of Management, Angers, France

    An Examination of the Impact of the EU Ban on Naked Purchases of Sovereign Credit Default Swaps
    Jean-Christophe MEYFREDI, EDHEC Business School, Roubaix, France
    Dominic O’KANE, EDHEC Risk Institute, Nice, France

    FOCUS ON

    The Myth of CAC 40 High Volatility in the 2010s
    Bertrand BLANCHETON, Doyen de la Faculté d’Économie, Gestion et AES; GREThA, UMR CNRS 5113,
    Université de Bordeaux, France

  • BANKERS, MARKETS AND INVESTORS
    Vol. 146 No 01 (2017)

    ARTICLES
    Spillover Effects of Stock Markets Volatility, and Financial Contagion: Evidence from European Sovereign Debt Crisis
    Zied FTITI, EDC Paris Business School, OCRE-Lab.
    Khadija MNASRI MAZEK, University of Tunis, ISGT; University la Manouba, ESCT, UR RIM RAF, Tunisia
    Yosr BENZARTI, University of Tunis, ISGT, LR GEF2A, Tunisia

    The Determinants of the Foreign Currency Hedging Strategies
    Salma MEFTEH-WALI, ESSCA School of Management, Angers, France

    An Examination of the Impact of the EU Ban on Naked Purchases of Sovereign Credit Default Swaps
    Jean-Christophe MEYFREDI, EDHEC Business School, Roubaix, France
    Dominic O’KANE, EDHEC Risk Institute, Nice, France

    FOCUS ON

    The Myth of CAC 40 High Volatility in the 2010s
    Bertrand BLANCHETON, Doyen de la Faculté d’Économie, Gestion et AES; GREThA, UMR CNRS 5113,
    Université de Bordeaux, France

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