Accounting, Finance, Economics Download CV

Frantz Maurer holds a PhD in Management from the University of Bordeaux. He is currently Associate Professor of Finance at KEDGE Business School. He has collaborated with different academic institutions such as the University of Bordeaux, ESCP Europe, and HEC Paris. His current research interests focus primarily on the key drivers of conduct risk in the banking industry, the detection of weak signals of risk critical events, and the visibility of management research outside the academic community. During the last 20 years, Frantz has developed a unique combination of skills that has enabled him to integrate academic rigor with the practicality of business imperatives.


    Recent publications
    Publication Year of publication Type of publication
    Lourme, A., Maurer, F. (2017). Testing the gaussian and student's t copulas in a risk management framework. Economic Modelling , 67, November, 203-214 2017 Refereed Article
    Anderson, M.A. & Maurer, F. (2015) Credit Spreads and Systematic Risk in the U.S. Banking Industry. A Neural Network Model Approach. Journal of Applied Business Research, vol 31, n°5, sept oct 2015, pp. 1799-1806 2015 Refereed Article
    Maurer, F. (2015) How Much Cash Is At Risk in U.S. Non-Financial Firms? A VaR-Type Measurement. Journal of Applied Business Research, Vol 31, no 4. 2015 Refereed Article
    Estay, C. & Maurer, F. (2014) ERM implemented in banks or how not narrowing risk management to risk measurement. Management International, Vol. 19, No. 1, 197-203. 2014 Refereed Article
    Kharoubi-Rakotomalala, C. & Maurer, F. (2013) Copulas in Finance Ten Years Later. Journal of Applied Business Research, Vol. 29, No. 5, 1555-1566. 2013 Refereed Article
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