Publication | Year of publication | Type of publication |
---|---|---|
TZAGKARAKIS, G., F. MAURER, "Horizon-Adaptive Extreme Risk Quantification for Cryptocurrency Assets", Computational Economics, 2023, vol. 62, pp. 1251-1286 | 2023 | Journal article |
MASSET, P., F. MAURER, "Mitigating downside risk of portfolio diversification: Wine versus other tangible assets", Economic Modelling, 2021, vol. 102, pp. 105579 | 2021 | Journal article |
TZAGKARAKIS, G., F. MAURER, "An energy-based measure for long-run horizon risk quantification", Annals of Operations Research, 2020, vol. 289, pp. 363-390 | 2020 | Journal article |
MAURER, F., J.-M. CARDEBAT, L. JIAO, "Looking Beyond the Wine Risk-Adjusted Performance", Journal of Wine Economics, 2020, vol. 15, no. 2, pp. 229-259 | 2020 | Journal article |
MAURER, F., P.POURQUERY, "Improving Banks’ Organisational Culture. A Sustainable Approach to Behavioral Change" in To Catch A Tief. The Evolution of the Chief Control Officer., Ed., Armstrong Wolfe, pp. 219-233, 2019 | 2019 | Book chapter |
HAMET, J., F. MAURER, "VALEUR INTRINSÈQUE ET VALEUR TEMPS DE LA RECHERCHE EN SCIENCES DE GESTION", Revue Française de Gestion, 2019, vol. 7, pp. 103-123 | 2019 | Journal article |
MAURER, F., "Entreprise Risk Management (ERM) et création de valeur dans les PME/ETI" in Variations autour des PME et entreprises de taille intermédiaire., Ed., Editions EMS, pp. 63-71, 2018 | 2018 | Book chapter |
HAMET, J., F.MAURER, "Is management research visible outside the academic community?", M@n@gement, 2017, vol. 20, no. 5, pp. 492-516 | 2017 | Journal article |
LOURME, A., F.MAURER, "Testing the gaussian and student's t copulas in a risk management framework", Economic Modelling, 2017, vol. 67, pp. 203-214 | 2017 | Journal article |
Frantz Maurer, PhD, is a Senior Professor of finance at KEDGE Business School, where he leads the Accounting, Finance and Economics department. During the last 20 years, he has collaborated with different institutions such as the University of Bordeaux, ESCP Europe, HEC Paris, and ENS Paris Saclay. His research activity is focused on the conduct risk management in financial institutions. Frantz has collaborated extensively with large financial institutions in the domain of risk management and the use of data and analytics to better predict abnormal situations. He is the author of several publications on risk management in the banking industry, which includes a Harvard Business School Industry and Background note.