Institution
EDHEC Business School
Education•Roubaix, France•
About: EDHEC Business School is a education organization based out in Roubaix, France. It is known for research contribution in the topics: Portfolio & Capital asset pricing model. The organization has 294 authors who have published 1749 publications receiving 42687 citations. The organization is also known as: Ecole des Hautes Etudes Commerciales du Nord & EDHEC Business School.
Topics: Portfolio, Capital asset pricing model, Volatility (finance), Risk premium, Asset allocation
Papers published on a yearly basis
Papers
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TL;DR: In this paper, the authors focus on certain drivers of SME sales growth related to knowledge and innovation, and conclude that external sourcing has direct effects on both product and process innovation, with an indirect effect mediated by process innovation.
Abstract: This paper focuses on certain drivers of SME sales growth related to knowledge and innovation. Building on the dynamic capabilities literature, we test whether two organizational capabilities (external sourcing and employee involvement in renewal activities) predict sales growth, and if so, whether such effects are mediated by process and/or product innovation. Based on survey data from a panel study of Dutch SMEs, and controlling for several firm characteristics (firm size, sector, age and family business), we conclude that external sourcing has direct effects on both product and process innovation, with an indirect effect (mediated by process innovation) on sales growth. In line with our hypothesis development, we also find that employee involvement, while positively affecting process innovation, has a negative effect on sales growth. Firm size moderates the effects of two of the variables (external sourcing and product innovation) on sales growth, with more positive effects found for the smallest firms, results supporting the nimbleness (versus resource-based) view.
111 citations
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TL;DR: A review of cross-national studies, based on cultural (e.g. Trompenaars & Hampden-Turner, Hofstede and GLOBE) and institutional frameworks (e.,g., Esping-Andersen, isomorphism and comparative institutionalism) is presented in this article.
111 citations
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TL;DR: In this paper, the authors examine whether one can use option-implied information to improve the selection of mean-variance portfolios with a large number of stocks, and to document which aspects of option implied information are most useful for improving their out-of-sample performance.
Abstract: Our objective in this paper is to examine whether one can use option-implied information to improve the selection of mean-variance portfolios with a large number of stocks, and to document which aspects of option-implied information are most useful for improving their out-of-sample performance. Portfolio performance is measured in terms of volatility, Sharpe ratio, and turnover. Our empirical evidence shows that using option-implied volatility helps to reduce portfolio volatility. Using option-implied correlation does not improve any of the metrics. Using option-implied volatility, risk-premium, and skewness to adjust expected returns leads to a substantial improvement in the Sharpe ratio, even after prohibiting shortsales and accounting for transactions costs.
110 citations
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TL;DR: In this article, a systematic way to deal with this problem by evaluation of drivers and barriers for implementation of Industry 4.0 in multi-tier manufacturing supply chains is presented, where a total of 37 drivers and 21 barriers were identified under five dimensions viz., technological, organizational, economic, environmental, and social, and their inter-relationships were also established in a multi-layer supply chain.
109 citations
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TL;DR: In this paper, the authors describe research in progress by the author(s) and are published to elicit comments and further debate, and do not necessarily represent those of the EIB or EIB policy.
Abstract: Disclaimer: This Economic and Financial Report should not be reported as representing the views of the EIB. The views expressed in this EFR are those of the author(s) and do not necessarily represent those of the EIB or EIB policy. EFRs describe research in progress by the author(s) and are published to elicit comments and further debate.
109 citations
Authors
Showing all 311 results
Name | H-index | Papers | Citations |
---|---|---|---|
Lionel Martellini | 67 | 204 | 43434 |
Frank J. Fabozzi | 60 | 845 | 15469 |
Christophe Croux | 55 | 296 | 12839 |
Giuseppe Bertola | 53 | 231 | 12704 |
Jeffrey J. Reuer | 53 | 180 | 11133 |
Florencio Lopez-de-Silanes | 49 | 107 | 76801 |
Jakša Cvitanić | 43 | 127 | 6500 |
Mohamed El Hedi Arouri | 43 | 212 | 7460 |
Martin Wetzels | 41 | 117 | 11718 |
René Garcia | 40 | 172 | 7026 |
Raman Uppal | 39 | 111 | 8697 |
Ekkehart Boehmer | 38 | 81 | 8493 |
Maurizio Zollo | 34 | 96 | 13546 |
Laurent E. Calvet | 33 | 98 | 5718 |
Wolfgang Ulaga | 31 | 58 | 9609 |