Collectively the EDHECinfra team has been involved in a large body of research on infrastructure finance and investment

  • 0+
    Research Papers
  • 0+
    Presentations
  • 0
    Books
  • 0+
    Magazine Articles
EDHEC Publications
2016
[20] Cash Flow Dynamics of Private Infrastructure Project Debt, Empirical evidence and dynamic modelling (Frédéric Blanc-Brude, Majid Hasan, Timothy Whittaker), In EDHEC Infrastructure Institute Publications, volume March, 2016. [More details] [pdf] [Read online]
[19] Revenue and Dividend Payout in Privately Held Infrastructure Investments (Frédéric Blanc-Brude, Majid Hasan, Qi Wang, Tim Whittaker), In EDHEC Infrastructure Institute Publications, volume March, 2016. [More details] [pdf] [Read online]
[18] Towards better Products for Infrastructure Investors? A Survey of the Perceptions and Expectations of Institutional Investors in Infrastructure (Frédéric Blanc-Brude, Grace Chen, Tim Whittaker), In EDHEC Infrastructure Institute Publications, 2016. [More details] [pdf] [Read online]
[17] Data collection for infrastructure investment benchmarking: objectives, reality check and reporting framework (Frédéric Blanc-Brude, Raffaëlle Delacroce, Majid Hasan, Cledan Mandri-Perrot, Jordan Schwartz, Tim Whittaker), In EDHEC Infrastructure Institute-Singapore, 2016. [More details] [pdf] [Read online]
2015
[16] The valuation of privately-held infrastructure equity investments (Frédéric Blanc-Brude, Majid Hasan), In EDHEC-Risk Institute Publications, volume January, 2015. [More details] [pdf]
[15]Investment Risk in Toll Roads: A Case Study of Four Projects (Robert Bianchi, Michael E Drew, Timothy Whittaker), In EDHEC Business School Working Paper, 2015. [More details]
2014
[14] Benchmarking Long-Term Investment in Infrastructure (Frédéric Blanc-Brude), In EDHEC-Risk Institute Position Paper, 2014. [More details] [pdf]
[13]Developing a long-term infrastructure financing and investement hub in Singapore (Frédéric Blanc-Brude), In , 2014. [More details]
[12] Unlisted Infrastructure Debt Valuation & Performance (Frédéric Blanc-Brude, Majid Hasan, Omneia R H Ismail), In EDHEC-Risk Institute Publications, volume July, 2014. [More details] [pdf]
[11] How much construction risk do sponsors take in project finance? (Frédéric Blanc-Brude, Dejan Makovsek), In EDHEC-Risk Institute Publications, 2014. [More details] [pdf]
[10]The Predictability of Australian Listed Infrastructure and Public Private Partnership Returns Using Asset Pricing Models (Robert Bianchi, Michael E Drew, Timothy Whittaker), In EDHEC Business School Working Paper, 2014. [More details]
[9]The Systematic Risk Factors in the Returns of Australian PPP Bonds (Robert Bianchi, Michael E Drew, Timothy Whittaker), In EDHEC Business School Working Paper, 2014. [More details]
2013
[8] How much construction risk do sponsors take in project finance? (Frédéric Blanc-Brude, Dejan Makovsek), In EDHEC Business School Working Paper, 2013. [More details] [pdf]
[7] Discussion of the the Bank of Ireland Paper on loan origination by investment funds (Frédéric Blanc-Brude), In EDHEC Business School Working Paper, 2013. [More details] [pdf]
[6] Measuring risk in unlisted infrastructure equity investment (Frédéric Blanc-Brude, Omneia R H Ismail), In EDHEC Business School Working Paper, 2013. [More details] [pdf]
[5] Measuring infrastructure the credit risk of unlisted infrastructure debt -- theoretical framework and data reporting requirements (Frédéric Blanc-Brude, Omneia R H Ismail), In EDHEC Business School Working Paper, 2013. [More details] [pdf]
[4] Who is afraid of Construction Risk? Portfolio Construction with Infrastructure Debt (Frédéric Blanc-Brude, Omneia R H Ismail), In EDHEC-Risk Institute Publications, EDHEC Risk Institute-Asia, 2013. [More details] [pdf]
[3] Towards efficient benchmarks for infrastructure equity investments (Frédéric Blanc-Brude), In EDHEC-Risk Institute Publications, EDHEC-Risk Institute, 2013. [More details] [pdf]
[2] Investment solutions for East Asia's pension savings (Frédéric Blanc-Brude, François Cocquemas, Albena Georgieva), In EDHEC-Risk Institute Publications, 2013. [More details] [pdf]
2012
[1] Pension fund investment in social infrastructure: insights from the 2012 reform of the Private Finance Initiative (Frédéric Blanc-Brude), In EDHEC-Risk Institute Publications, EDHEC-Risk Institute, 2012. [More details] [pdf]
Magazine Supplements
2016
[2] EDHEC Infrastructure Special - Autumn 2016 (Frédéric Blanc-Brude, Majid Hasan, Qi Wang, Tim Whittaker), In Pensions & Investments Supplement, 2016. [More details] [pdf]
[1] EDHEC Research Insights - The most pressing issues facing investment professionals (Frédéric Blanc-Brude, Majid Hasan, Qi Wang, Tim Whittaker), In Asian Investor Supplement, 2016. [More details] [pdf]
Peer-reviewed
2017
[14] Searching for a Listed Infrastructure Asset Class: Mean-variance spanning tests of 22 listed infrastructure proxies (Frédéric Blanc-Brude, Tim Whittaker, Simon Wilde), In Financial Markets and Portfolio Management, 2017. [More details] [pdf] [Read online]
[13]Project Financal Valuation with a Renegotiable Debt Threshold (Majid Hasan, Frédéric Blanc-Brude), In Journal of Fixed Income, 2017. [More details]
2016
[12] Benchmarking Private Infrastructure Investments: Objectives, Reality Check and Recent Progress (Frédéric Blanc-Brude, Majid Hasan, Timothy Whittaker), In Journal of Alternative Investments, volume 19, 2016. [More details] [pdf]
[11] A Structural Credit Risk Model for Illiquid Debt (Frédéric Blanc-Brude, Majid Hasan), In Journal of Fixed Income, volume 26, 2016. [More details] [pdf]
2015
[10] Risk factors in Australian bond returns (Robert J. Bianchi, Michael E. Drew, Eduardo Roca, Timothy Whittaker), In Accounting & Finance, 2015. [More details] [pdf]
2014
[9] Long-Term Investment in Infrastructure and the Demand for Benchmarks (Frédéric Blanc-Brude), In JASSA The Finsia Journal of Applied Finance, volume 3, 2014. [More details] [pdf]
[8] The FDI Location Decision: Distance and the Effects of Spatial Dependence (Frédéric Blanc-Brude, Graham Cockson, Roger Strange, Jenifer Piesse), In International Business Review, volume 23, 2014. [More details] [pdf]
2013
[7] Risk Transfer, Self-Selection and Ex Post Efficiency in Public Procurement: An Example From UK Primary and Secondary School Construction Contracts (Frédéric Blanc-Brude), In Revue d'Economie Industrielle, volume 141, 2013. [More details] [pdf]
2011
[6]Frequentist-Bayes Goodness-of-fit Tests by Laplace Approximation (Qi Wang, Jeffrey Hart), In Journal of the American Statistical Association, 2011. [More details]
2009
[5] A Comparison of Construction Contract Prices for Traditionally Procured Roads and Public--Private Partnerships (Frédéric Blanc-Brude, Hugh Goldsmith, Timo Välilä), In Review of Industrial Organization, volume 35, 2009. [More details] [pdf]
2007
[4] Public-Private Partnerships in Europe: An Update (Frédéric Blanc-Brude, Hugh Goldsmith, Timo Välilä), In EIB Economic & Financial Report, 2007. [More details] [pdf]
[3] How Banks Price Loans to Public-Private Partnerships: Evidence from the European Markets (Frédéric Blanc-Brude, Roger Strange), In Journal of Applied Corporate Finance, volume 19, 2007. [More details] [pdf]
2006
[2] Ex ante construction costs in the European road sector: A comparison of public-private partnerships and traditional public procurement (Frédéric Blanc-Brude, Hugh Goldsmith, Timo Välilä), In EIB Economic & Financial Report, volume 2006/1, 2006. [More details] [pdf]
[1] The handshake: why do governments and firms sign private sector participation deals? Evidence from the water and sanitation sector in developing countries (Olivia Jensen, Frédéric Blanc-Brude), In World Bank Working Papers, 2006. [More details] [pdf]
Books
2015
[3]Infrastructure Valuation (Frédéric Blanc-Brude, Majid Hasan), PEI Media, 2015. [More details]
[2] Guide to Infrastructure Financing (Deyber Cano, Brian Scott-Quinn), AFME and ICMA, The International Capital Market Association, 2015. [More details] [pdf]
2010
[1] The Infrastructure Project Finance Benchmarking Report (Frédéric Blanc-Brude, Olivia Jensen, Camille Arnaud), Infrastructure Economics Publishing, 2010. [More details] [pdf]
Contributions to the Regulator
2013
[4] Discussion of the the Bank of Ireland Paper on loan origination by investment funds (Frédéric Blanc-Brude), In EDHEC Business School Working Paper, 2013. [More details] [pdf]
[3] Response to the European Commission green paper on the long-term financing of the European economy (Frédéric Blanc-Brude, Omneia R H Ismail), In EDHEC Business School Working Paper, EDHEC-Risk Institute, 2013. [More details] [pdf]
[2] Response to EIOPA's Consultation on Standard Formula Design and Calibration for Certain Long Term Investments (Frédéric Blanc-Brude, Omneia R H Ismail), In EDHEC Business School Working Paper, EDHEC Risk Institute-Asia, 2013. [More details] [pdf]
2012
[1] Remarks on institutional investment in privately financed public infrastructure'', Response to the UK Treasury Call for Evidence on the Private Finance Initiative (Frédéric Blanc-Brude), In EDHEC Business School Working Paper, 2012. [More details] [pdf]