| ESG controversies and their impact on performance C De Franco The Journal of Investing, 2019 | 54 | 2019 |
| Bayesian learning for the Markowitz portfolio selection problem C De Franco, J Nicolle, H Pham International Journal of Theoretical and Applied Finance 22 (07), 1950037, 2019 | 23 | 2019 |
| Esg investments: Filtering versus machine learning approaches C De Franco, C Geissler, V Margot, B Monnier arXiv preprint arXiv:2002.07477, 2020 | 20 | 2020 |
| Sustainable investing: ESG versus SDG C De Franco, J Nicolle, LA Tran The Journal of Impact and ESG Investing, 2021 | 19 | 2021 |
| Portfolio insurance under a risk-measure constraint C De Franco, P Tankov Insurance: Mathematics and Economics 49 (3), 361-370, 2011 | 19 | 2011 |
| ESG investments: filtering versus machine learning approaches V Margot, C Geissler, C De Franco, B Monnier Applied Economics and Finance 8 (2), 1-16, 2021 | 18 | 2021 |
| Interest Rate Exposure of Volatility Portfolios C De Franco, B Monnier, K Rulik Journal of index Investing 8 (2), 53-67, 2017 | 10 | 2017 |
| The robustness of the volatility factor: Linear versus nonlinear factor model C De Franco, M Guidolin, B Monnier The Journal of Index Investing 8 (3), 75-88, 2017 | 7 | 2017 |
| Numerical methods for the quadratic hedging problem in Markov models with jumps C De Franco, P Tankov, X Warin Journal of Computational Finance 2 (19), 29-67, 2015 | 6 | 2015 |
| Dealing with drift uncertainty: a Bayesian learning approach C De Franco, J Nicolle, H Pham Risks 7 (1), 1-18, 2018 | 5 | 2018 |
| How Different Are Alternative Beta Strategies? C De Franco, B Monnier, J Nicolle, K Rulik The Journal of Index Investing 7 (2), 57-77, 2016 | 5 | 2016 |
| Stock picking in the US market and the effect of passive investments C De Franco Journal of Asset Management 22 (1), 1-10, 2021 | 3 | 2021 |
| The effective cash flow method ME Rose The Journal of Fixed Income 4 (2), 66-79, 1994 | 3 | 1994 |
| Volatility, Earnings, and Multiples C De Franco The Journal of Investing, 2021 | 2 | 2021 |
| Factor Exposure of Alternative Beta Strategies across Market Regimes C De Franco, B Monnier, K Rulik The Journal of Index Investing 7 (1), 78, 2016 | 2 | 2016 |
| Two studies in risk management: portfolio insurance under risk measure constraint and quadratic hedge for jump processes. C De Franco Université Paris-Diderot-Paris VII, 2012 | 2 | 2012 |
| Two studies in risk management: portfolio insurance under risk measure constraint and quadratic hedge for jump processes. C De Franco Université Paris-Diderot-Paris VII, 2012 | 2 | 2012 |
| The challenge to meet net-zero C De Franco, J Nicolle, LA Tran The Journal of Impact and ESG Investing 3 (1), 71-79, 2022 | 1 | 2022 |
| Discrete-time portfolio optimization under maximum drawdown constraint with partial information and deep learning resolution C De Franco, J Nicolle, H Pham arXiv preprint arXiv:2010.15779, 2020 | 1 | 2020 |
| Multi-Factor Portfolios: A New Factor? Limits of the Static Approach C de Franco, B Monnier The Journal of Investing 28 (1), 97-111, 2019 | 1 | 2019 |
Huyên PHAMProfessor, University Paris DiderotEmail verificata su math.univ-paris-diderot.fr
