Works matching IS 07730543 AND DT 2014 AND VI 31 AND IP 2
Results: 12
Fixed-income portfolio management in crisis period: Expected Tail Loss (ETL) approach.
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- Gestion 2000, 2014, v. 31, n. 2, p. 223, doi. 10.3917/g2000.311.0223
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- Article
Les relations de causalité entre responsabilité sociétale des entreprises et performance financière : approche internationale.
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- Gestion 2000, 2014, v. 31, n. 2, p. 153, doi. 10.3917/g2000.311.0153
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- Article
Does board gender diversity improve the performance of French listed firms?
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- Gestion 2000, 2014, v. 31, n. 2, p. 149
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- Article
Can institutional investors' typology influence firms' risk?
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- Gestion 2000, 2014, v. 31, n. 2, p. 145
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- Article
Do European Mid-cap firms disclose enough non-financial, specifically CSR-related information to their stakeholders?".
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- Gestion 2000, 2014, v. 31, n. 2, p. 144
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- Article
Causal relationships between corporate social responsibility and financial performance: an international approach.
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- Gestion 2000, 2014, v. 31, n. 2, p. 143
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- Article
Management and securitization of natural catastrophe risks via options.
- Published in:
- Gestion 2000, 2014, v. 31, n. 2, p. 148
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- Publication type:
- Article
Fixed-income portfolio management in crisis period: Expected Tail Loss (ETL) approach.
- Published in:
- Gestion 2000, 2014, v. 31, n. 2, p. 147
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- Publication type:
- Article
Gestion et titrisation des risques de catastrophe naturelle par les options.
- Published in:
- Gestion 2000, 2014, v. 31, n. 2, p. 241, doi. 10.3917/g2000.311.0241
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- Article
Can institutional investors' typology influence firms' risk?
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- Gestion 2000, 2014, v. 31, n. 2, p. 199, doi. 10.3917/g2000.311.0199
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- Publication type:
- Article
Do European Mid-cap firms disclose enough non-financial, specifically CSR-related information to their stakeholders?
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- Gestion 2000, 2014, v. 31, n. 2, p. 179, doi. 10.3917/g2000.311.0179
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- Publication type:
- Article
Does board gender diversity improve the performance of French listed firms?
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- Gestion 2000, 2014, v. 31, n. 2, p. 259, doi. 10.3917/g2000.311.0259
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- Article