Book

2013

KHAROUBI, C., P. THOMAS

Analyse du risque de crédit

RB édition, Paris, France, 2013

Journal Article

2013

MAURER, F., C. KHAROUBI

Copulas in finance ten years later

JOURNAL OF APPLIED BUSINESS RESEARCH, September 2013, vol. Vol. 29, issue 5, pp. pp. 1555-1566 12 p.

Journal Article

2013

COUTREL, C., C. KHAROUBI

Exigences de collatéral et risque de liquidité

BANQUE & STRATEGIE, December 2013, vol. n° 320, pp. pp. 26-30 5 p.

Journal Article

2012

KHAROUBI, C., F. DESMOULINS-LEBEAULT

Non-Gaussian diversification : When size matters

JOURNAL OF BANKING AND FINANCE, 2012, vol. Vol. 36, Issue 7, pp. pp. 1987-1996 10 p.

Journal Article

2011

GEMAN, H., C. KHAROUBI

Distortion Risk Measure for Hedge Funds

JOURNAL OF RISK MANAGEMENT IN FINANCIAL INSTITUTIONS, 2011, vol. Vol. 4, Issue 3, pp. pp. 1-15 16 p.

Journal Article

2011

THIBIERGE, C., C. KHAROUBI

La réglementation des hedge funds

in Finance et responsabilité sociétale de l'entreprise (1/2)., LA REVUE DU FINANCIER, November 2011, vol. n° 192, pp. pp. 18-28 11 p.

Habilitation Dissertation

2009

KHAROUBI, C.

Naitre dans la non-normalité, grandir dans la dépendance et s'épanouir dans le cadre légal

Université Lille 2, 2009

Journal Article

2008

KHAROUBI, C., C. MOUSSU

Impact du cadre légal sur le revenu des actionnaires

FCS REVUE FINANCE CONTROLE STRATEGIE, 2008, vol. Vol. 11, issue 1, pp. pp. 185-223 39 p.

Book

2008

KHAROUBI, C.

Les Fonctions copules en finance

Sorbonensia oeconomica, Paris, France, 2008

Journal Article

2008

KHAROUBI, C., H. GEMAN

WTI crude oil Futures in portfolio diversification: The time-to-maturity effect

JOURNAL OF BANKING AND FINANCE, December 2008, vol. Vol. 32, Issue 12, pp. pp. 2553-2559 7 p.

Research and expertise

Field of Expertise
Financial markets
hedge funds
risk management
derivatives pricing
asset management
SDG Sustainable Development Goals
/10_Reduced_Inequalities /4.Quality%20Education /5.Gender%20Equality

News

Women’s Representation in Finance

How to Improve Women’s Representation in Finance

PRESS · 10/03/2025

Despite finance being one of the highest-paying and most influential industries, women remain underrepresented. Professors Almudena Cañibano and Mario…

Best teaching award

2016

Research and expertise

Field of Expertise
Financial markets
hedge funds
risk management
derivatives pricing
asset management
SDG Sustainable Development Goals
/10_Reduced_Inequalities /4.Quality%20Education /5.Gender%20Equality

News

Women’s Representation in Finance

How to Improve Women’s Representation in Finance

PRESS · 10/03/2025

Despite finance being one of the highest-paying and most influential industries, women remain underrepresented. Professors Almudena Cañibano and Mario…

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