PhD faculty has an outstanding track record of publications in and editing for the most respected journals in financial economics. The bulk of these have appeared in the most competitive and influential mainstream journals, but some articles have also been published by more specialised and practitioner-oriented scientific publications.
- 01.12.2025 - Article in a peer reviewed journal
Why Does the Cochrane-Piazzesi Model Predict Treasury Returns?
Journal of Empirical Finance, Volume 84, December 2025, Pages 1 - 37 - 18.11.2025 - Article in a peer reviewed journal
Numerical perspectives on the rebalancing premium
Quantitative Finance, Volume 25, November 2025, Pages 2021 - 2034 - 29.09.2025 - Article in a peer reviewed journal
Green Window Dressing
Journal of Finance, Volume 80, September 2025, Pages 3555 - 3588 - 01.09.2025 - Article in a peer reviewed journal
What’s in a shade? The market relevance of green bonds’ external reviews
British Accounting Review, Volume 57, September 2025 - 01.07.2025 - Article in a peer reviewed journal
Can Competition Increase Profits in Factor Investing?
Management Science, Volume 71, July 2025, Pages 5552 - 5571 - 19.06.2025 - EDHEC publication
The (significantly) underestimated financial costs of climate change
EDHEC Climate Institute, EDHEC VOX, June 2025 - 12.06.2025 - EDHEC publication
Meet Raman Uppal, a finance Professor who challenges certainties to advance knowledge
EDHEC VOX, June 2025 - 01.06.2025 - Article in a peer reviewed journal
Predicting commodity returns: Time series vs. cross sectional prediction models
Journal of Commodity Markets, Volume 38, June 2025 - 01.05.2025 - Article in a peer reviewed journal
Do Transition Costs or Physical Damages Impact Equity Valuation More?
Journal of Portfolio Management, Volume 51, May 2025, Pages 78 - 94 - 23.04.2025 - EDHEC publication
- 10.04.2025 - EDHEC publication
4 questions à Lionel Martellini sur ses recherches en finance et… en astrophysique & physique quantique !
EDHEC Climate Institute, EDHEC VOX, April 2025 - 01.04.2025 - Article in a peer reviewed journal
The Impact of Physical Climate Risk on the Valuation of Global Equity Assets
Environmental and Resource Economics, Volume 88, April 2025, Pages 857 - 894 - 01.04.2025 - Article in a peer reviewed journal
The Impact of Physical Climate Risk on the Valuation of Global Equity Assets
Environmental and Resource Economics, Volume 88, April 2025, Pages 857 - 894 - 01.04.2025 - Article in a peer reviewed journal
- 01.03.2025 - EDHEC publication
Climate shocks or the death by a thousand cuts? The effect of climate change on the valuation of equity assets
EDHEC Risk Climate Impact Institute, EDHEC-Risk Climate Impact Institute Publication, March 2025 - 01.03.2025 - EDHEC publication
IPE EDHEC Climate Institute special issue, Research Insights Supplement Spring 2025
EDHEC Risk Climate Impact Institute, EDHEC-Risk Climate Impact Institute Publication, March 2025 - 01.03.2025 - Article in a peer reviewed journal
The Link Between Physical and Transition Climate Risk
Journal of Portfolio Management, March 2025 - 01.03.2025 - EDHEC publication
Why we need climate scenario probabilities and how to get them
EDHEC Risk Climate Impact Institute, EDHEC-Risk Climate Impact Institute Publication, March 2025 - 19.02.2025 - EDHEC publication
(Newsletter #14) ESG, climate finance, green bonds... EDHEC on the frontline: what’s next?
EDHEC Risk Climate Impact Institute, EDHEC VOX, February 2025 - 19.02.2025 - EDHEC publication
(Newsletter #14) ESG, climate finance, green bonds... EDHEC on the frontline: what’s next?
EDHEC Risk Climate Impact Institute, EDHEC VOX, February 2025 - 19.02.2025 - EDHEC publication
(Newsletter #14) ESG, climate finance, green bonds... EDHEC on the frontline: what’s next?
EDHEC Risk Climate Impact Institute, EDHEC VOX, February 2025 - 14.02.2025 - EDHEC publication
Fund managers play an important role in translating environmental concerns into asset prices
EDHEC Risk Climate Impact Institute, EDHEC VOX, February 2025 - 13.02.2025 - EDHEC publication
A look at the importance of certifying “green” credentials for corporate debt
EDHEC Risk Climate Impact Institute, EDHEC VOX, February 2025 - 13.02.2025 - EDHEC publication
Meet Gianfranco Gianfrate, a Professor of sustainable finance whose passion for practical research has put him at the heart of change
EDHEC Risk Climate Impact Institute, EDHEC VOX, February 2025 - 01.02.2025 - Article in a peer reviewed journal
Efficient Decumulation Investing and Applications to a New Generation of Fully Amortizing Retirement Solutions
Journal of Portfolio Management, Volume 51, February 2025, Pages 1 - 14 - 28.01.2025 - EDHEC publication
[#dataviz] Finance and Climate Change: What Riccardo Rebonato Teaches Us
EDHEC Risk Climate Impact Institute, EDHEC VOX, January 2025 - 15.01.2025 - EDHEC publication
Were ESG firms really more resilient during the COVID-19 crisis?
EDHEC Risk Climate Impact Institute, EDHEC VOX, January 2025 - 03.01.2025 - Article in a peer reviewed journal
The Brand Premium
Review of Financial Studies, Volume 38, January 2025, Pages 294 - 336 - 31.12.2024 - Article in a peer reviewed journal
Can Competition Increase Profits in Factor Investing?
Management Science, December 2024 - 30.12.2024 - Article in a peer reviewed journal
A Multifactor Perspective on Volatility-Managed Portfolios
Journal of Finance, Volume 79, December 2024, Pages 3859 - 3891 - 01.10.2024 - Article in a peer reviewed journal
On the resilience of ESG firms during the COVID-19 crisis: evidence across countries and asset classes
Journal of International Business Studies, Volume 55, October 2024, Pages 1069 - 1084 - 01.08.2024 - Article in a peer reviewed journal
The agency of greenwashing
Journal of Management and Governance, Volume 28, August 2024, Pages 905 - 941 - 12.07.2024 - Article in a peer reviewed journal
Optimal Climate Policy with Negative Emissions
International Journal of Theoretical and Applied Finance, Volume 27, July 2024, Pages 2450012-1 - 2450012-28 - 10.07.2024 - EDHEC publication
How does climate risk affect global equity valuations? A novel approach
EDHEC Risk Climate Impact Institute, EDHEC-Risk Climate Impact Institute Publication, July 2024 - 09.07.2024 - EDHEC publication
The problems with climate scenarios, and how to fix them
EDHEC Risk Climate Impact Institute, EDHEC VOX, July 2024 - 01.06.2024 - Article in a peer reviewed journal
- 22.05.2024 - EDHEC publication
(Newsletter #7) Climate Change: Changing Finance
EDHEC Risk Climate Impact Institute, EDHEC VOX, May 2024 - 21.05.2024 - EDHEC publication
A Conversation with Robert Litterman (Kepos) and Riccardo Rebonato (EDHEC): Fighting Climate Change Through Financial Innovation
EDHEC Risk Climate Impact Institute, EDHEC VOX, May 2024 - 08.05.2024 - Article in a peer reviewed journal
- 08.05.2024 - Article in a peer reviewed journal
Fast Filtering with Large Option Panels: Implications for Asset Pricing
Journal of Financial and Quantitative Analysis, May 2024, Pages 1 - 32 - 29.04.2024 - EDHEC publication
Le prix interne du carbone : un outil puissant pour les entreprises
EDHEC Risk Climate Impact Institute, EDHEC VOX, April 2024 - 24.04.2024 - EDHEC publication
How to think about climate change?
EDHEC Risk Climate Impact Institute, EDHEC VOX, April 2024 - 01.04.2024 - EDHEC publication
Spring 2024 - EDHEC-Risk Climate supplement to Investment & Pensions Europe (IPE)
EDHEC Risk Climate Impact Institute, EDHEC-Risk Climate Impact Institute Publication, April 2024 - 01.04.2024 - EDHEC publication
Internal Carbon Pricing: Impact or Greenwashing?
EDHEC Risk Climate Impact Institute, EDHEC-Risk Climate Impact Institute Publication, April 2024 - 01.04.2024 - Article in a peer reviewed journal
Value versus Values: What Is the Sign of the Climate Risk Premium?
Journal of Portfolio Management, Volume 50, April 2024, Pages 24 - 39 - 01.04.2024 - EDHEC publication
Spring 2024 - EDHEC-Risk Climate supplement to Investment & Pensions Europe (IPE)
EDHEC Risk Climate Impact Institute, EDHEC-Risk Climate Impact Institute Publication, April 2024 - 01.04.2024 - EDHEC publication
Spring 2024 - EDHEC-Risk Climate supplement to Investment & Pensions Europe (IPE)
EDHEC Risk Climate Impact Institute, EDHEC-Risk Climate Impact Institute Publication, April 2024 - 01.04.2024 - EDHEC publication
Dealing with Climate Change: Asset Pricing Implications of Monetary and Fiscal Choices
EDHEC Risk Climate Impact Institute, EDHEC-Risk Climate Impact Institute Publication, April 2024 - 01.04.2024 - Article in a peer reviewed journal
Private Equity Performance around the World
Financial Analysts Journal, Volume 2, April 2024 - 01.04.2024 - EDHEC publication
How Can Strategic Investors Deal with Climate Uncertainty?
EDHEC Risk Climate Impact Institute, EDHEC-Risk Climate Impact Institute Publication, April 2024