Cai, J.J., Chavez-Demoulin, V. and Guillou, A. (2017). Modified marginal expected shortfall under asymptotic dependence Biometrika, 104(1):243--249.
25 key publications
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Gryglewicz, S., Décamps, J., Morellec, E. and Villeneuve, S. (2017). Corporate Policies with Permanent and Transitory Shocks Review of Financial Studies, 30(1):162--210. -
Van Horen, F. and Pieters, R. (2017). Out-of-Category Brand Imitation: Product Categorization Determines Copycat Evaluation Journal of Consumer Research, 44(4):816--832. -
van de Leur, M.C.W., Lucas, A. and Seeger, NormanJ. (2017). Network, market, and book-based systemic risk rankings Journal of Banking and Finance, 78:84--90.
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Peers, Y., van Heerde, H.J. and Dekimpe, M. (2017). Marketing Budget Allocation Across Countries: The Role of International Business Cycles Marketing Science, 36(5):792--809.