In addition to their current research programmes on investment solutions, EDHEC-Risk research engineers and research associates have been exploring since 2001 diverse areas of financial sciences.


What Do Measures Of Real-Time Corporate Sales Tell Us About Earnings Surprises And Post-Announcement Returns?

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2017

Kenneth Froot, Namhco Kang, Gideon Ozik, Ronnie Sadka


Term Structure Analysis Of Option Implied Volatility In The Brazilian Market Using A Continuous-Time GARCH Model

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2016

Carlos Heitor Campani, Carlos Eduardo Fucci