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“My PhD did not just give me techniques. It gave me a structured way of thinking about economic mechanisms.”

Rodolphe Vanderveken dives into one of the most practical and challenging questions in finance: how to select the best portfolio when the key data you rely on might be wrong ... Watch the video >

Clagging: an efficient alternative to bagging / Arnaud Germain, Frédéric Vrins. > We introduce a new forecast combination strategy called clagging (for cluster aggregating), which consists in

ESG Mutual Fund Attributes and Investor Behavior / Bertrand Candelon, Jean-Baptiste Hasse. > In this paper, we investigate investor behavior related to the attributes of ESG mutual funds.

Testing for the Interconnection channel / Bertrand Candelon, Angelo Luisi.> When modeling the dynamics of a large cross section of interdependent variables, the employment of small scale Vector Aut