We propose a statistical methodology to quantify the financial implications of tropical cyclone-related physical risks implied by climate change.

After decades of sound performance, doubts have been cast on the ability of the equity value strategy to keep delivering in the aftermath of the 2008...

We analyze the portfolio choices of approximately 913,000 active participants in employee saving plans in France.

Does financial globalization lead to contagion? We scrutinize linkages between international stock markets in a long historical perspective (1880-2014)....

In this short note, we consider mean-variance optimized portfolios with transaction costs.

The concept of factor investing emerged at the end of the 2000s and has completely changed the landscape of equity investing.