Head of the Macro-economics / Finance department of the CREM
Factor models and asset returns
Asset management
Risk Management
Market Efficiency
Finance and ESG
Teaching activities:
Asset Management
Financial engineering
Financial risk management
Financial Theory
Quantitative methods
Jean-Jacques Lilti, Julien Lachuer. Do sustainability reports make sense for asset selection ?. Management international = International management = Gestión internacional, HEC Montréal et Université Paris Dauphine, 2021, 25 (2), pp.88-106.
Julien Lachuer, Jean-Jacques Lilti. La Responsabilité Sociale de l’Entreprise (RSE) : quel impact sur la prime de risque des actions ?. La Revue des Sciences de Gestion, Revue des Sciences de Gestion, 2019, N°299-300 (299),
Dhoha Trabelsi, Saqib Aziz, Jean-Jacques Lilti. A behavioral perspective on corporate dividend policy: evidence from France. Corporate Governance: The international journal of business in society, Emerald, 2019, 19 (1), pp.102-119.
Saqib Aziz, Jean-Jacques Lilti, Khalid Elbadraoui. Bank Acquisitiveness and Bailouts: Evidence on European Banks during the 2008 Financial Crisis. Bankers Markets
Jean-Jacques Lilti, Gulten Mero. What Drives Stock Return Commonalities? Evidence from France and the USA Using a Cross – Sectional Approach. Bankers Markets
Jean-Jacques Lilti, Emmanuelle Fromont. Le bêta est mort et le trône reste vacant : quelques évolutions des modèles de rentabilités d’actifs. F. Moraux, L. Bironneau. Recherches et innovations en sciences de gestion, Presses universitaires de Rennes, pp.61-74, 2013, Des sociétés.
Jean-Jacques Lilti, Khalid Elbadraoui, Bouchra M’Zali, Homayoon Shalchian. On the performance of socially responsible investing : further evidence. Bankers Markets
Jean-Jacques Lilti, Khalid Elbadraoui. The long-run operating performance of canadian convertible debt issuers : trends and explanatory factors. International Journal of Business, 2012, 17 (3), pp.299-324.
Khalid Elbadraoui, Jean-Jacques Lilti, Bouchra M’Zali. La Performance Opérationnelle à Long Terme des Émetteurs d’ObligationsConvertibles en France : Évaluation et Facteurs Explicatifs. 2e Conférence Euro-Africaine en Finance et Economie, 2008, Carthage, Tunisie. 28 p.
Jean-Jacques Lilti, Khalid Elbadraoui, Bouchra M’Zali. La Performance Opérationnelle à Long Terme des Entreprises Françaises Émettrices d’Obligations Convertibles. Finance Contrôle Stratégie, Association FCS, 2008, pp.25.
Jean-Jacques Lilti. L’évolution des modèles d’évaluation d’actifs. Presses Universitaires de Toulouse. Mélanges aux Pr Pierre Spiteri, Presses Universitaires de Toulouse, pp.15, 2008.
Jean-Jacques Lilti, Anthony Miloudi. Les modèles à facteurs : les variables fondamentales aux facteurs statistiques. Sciences de Gestion et Pratiques managériales, Economica, pp.481-491, 2002, Gestion.
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