|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|
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.