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Les indicateurs de la RSE dans les entreprises françaises. La complexité responsable

Berland, Nicolas; Essid, Moez - Université Paris-Dauphine (Paris IX) - 2013

This paper focuses on the CSR measures as major tool to manage a corporate social performance through the study of … these CSR measures. This analysis allows us to report a huge number of these measures within these companies. Moreover …, different control mechanisms using these tools were identified. The differences can be explained by both the oldness of CSR …

Persistent link: https://www.econbiz.de/10011082479

Les indicateurs de la RSE dans les entreprises françaises : "l'usine à gaz responsable"

Essid, Moez; Berland, Nicolas - Université Paris-Dauphine (Paris IX) - 2010

Persistent link: https://www.econbiz.de/10011074211

Book review : Financial Analysis and Corporate Strategy. M Grinblatt, S Titman

Chemla, Gilles - Université Paris-Dauphine (Paris IX) - 2000

Reviews the book 'Financial Analysis and Corporate Strategy,' by Mark Grinblatt and Sheridan Titman.

Persistent link: https://www.econbiz.de/10011166398

Systemic Risk in Commodity Markets: What Do Trees Tell Us About Crises?

Lautier, Delphine; Ling, Julien; Raynaud, Franck - Université Paris-Dauphine (Paris IX) - 2015

We examine the impact, on commodity derivative markets, of two financial crises: the Subprime crisis and the bankruptcy of Lehman Brothers. These crises are "external" for commodity markets: they appeared in the financial sphere. Still, because now commodity markets are highly integrated,...

Persistent link: https://www.econbiz.de/10011205310

Volatility returns with vengeance: Financial markets vs. commodities

Aboura, Sofiane; Chevallier, Julien - Université Paris-Dauphine (Paris IX) - 2015

To assess how financial markets and commodities are inter-related, this paper introduces a ‘volatility surprise’ component into the asymmetric DCC with one exogenous variable (ADCCX) framework. We develop an econometric model in which returns and volatility allow to influence pairs of...

Persistent link: https://www.econbiz.de/10011205311

A Class of Models satisfying a Dynamical Version of the CAPM

Napp, Clotilde; Jouini, Elyès - Université Paris-Dauphine (Paris IX) - 2003

Under a comonotonicity assumption between aggregate dividends and the market portfolio, the CCAPM formula becomes more tractable and more easily testable. In this paper, we provide theoretical justifications for such an assumption.

Persistent link: https://www.econbiz.de/10010905244

Regulation and normalization on a globalized financial market : the case for credit derivatives

Huault, Isabelle; Rainelli, Hélène - Université Paris-Dauphine (Paris IX) - 2006

Persistent link: https://www.econbiz.de/10010905382

Mathematical Finance - Bachelier Congress 2000: Selected Papers from the First World Congress of the Bachelier Finance Society, Paris, June 29-July 1, 2000

Geman, Hélyette; Madan, Dilip B.; Pliska, Syanley R. - Université Paris-Dauphine (Paris IX) - 2002

The Bachelier Society for Mathematical Finance, founded in 1996, held its 1st World Congress in Paris on June 28 to July 1, 2000, thus coinciding in time with the centenary of the thesis defence of Louis Bachelier. In his thesis Bachelier introduced Brownian motion as a tool for the analysis of...

Persistent link: https://www.econbiz.de/10011073025

Conflicting Codes and Codings: How Algorithmic Trading Is Reshaping Financial Regulation

Lenglet, Marc - Université Paris-Dauphine (Paris IX) - 2011

Contemporary financial markets have recently witnessed a sea change with the ‘algorithmic revolution’, as trading automats are used to ease the execution sequences and reduce market impact. Being constantly monitored, they take an active part in the shaping of markets, and sometimes generate...

Persistent link: https://www.econbiz.de/10010706588

Mistaking an Emerging Market for a Social Movement? A Comment on Arjaliès’ Social-Movement Perspective on Socially Responsible Investment in France

Déjean, Frédérique; Giamporcaro, Stéphanie; Gond, … - Université Paris-Dauphine (Paris IX) - 2013

financial logic of the asset-management field. In this comment, we build on this prior research to contest Arjaliès’ perspective …

Persistent link: https://www.econbiz.de/10010706673