Research Publications
EDHECinfra publishes research as publications of the institute, in peer-reviewed academic journals and in magazine supplements published by IP&E, Investments & Pensions and Asia Investor. Research coverage includes credit risk, asset pricing, benchmarking, listed infrastructure and many more.
Paper topic(s)
- No Filter
- asset pricing
- Bayesian inference
- benchmarking
- benchmarks
- business risk
- case studies
- case study
- cash flow modeling
- classification
- competition
- Construction risk
- contingent valuation
- corporate governance
- credit risk
- data collection
- debt
- definition
- EIOPA
- emerging markets
- equity
- ESG
- Europe
- factor model
- fair value
- game theory
- geo-economic exposure
- indexing
- industrial classification
- Infrastructure debt
- listed infrastructure
- Long-term investment
- market trends
- mean-variance spanning
- political risk
- portfolio construction
- portoflio construction
- PPPs
- private debt
- project finance
- risk measurement
- risk transfer
- Roads
- Social Infrastructure
- Solvency-II
- spreads
- structural model
- structural models
- survey
- systemic risk
- unlis
- unlisted equity
- unlisted infrastructure
- valuations
- water
The Pricing of Private Infrastructure Debt – a dynamic approach
2019
EDHEC Infrastructure Institute Publication
ESG Reporting and Financial Performance: the Case of Infrastructure
2019
EDHEC Infrastructure Institute Publication
Which Factors Explain Unlisted Infrastructure Asset Prices?
2019
EDHEC Infrastructure Institute Publication
Unlisted Infrastructure Asset Pricing Methodology – A modern approach to measuring fair value in illiquid assets
2018
EDHECInfra Index Methodology
Take the Next Exit – A Case Study of Road Investments Gone Wrong, Spain, 1998-2018
2018
EDHEC Infrastructure Institute Publication
Selecting Reference Indices for the Infrastructure Asset Class
2018
EDHEC Infrastructure Indices Position Paper
Dividend Growth & Return Predictability: A Dynamic Approach
2017
EDHEC Infrastructure Institute Publication
Is “Listed Infrastructure” a fake asset class? An Asset Pricing Approach
2017
EDHEC Infrastructure Institute Publication
Private Infrastructure Debt Broad Market Indices (Europe, 2000-2016)
2017
EDHEC Infrastructure Institute Publication
Private Infrastructure Broad Market Equity Indices (Europe, 2000-2016)
2017
EDHEC Infrastructure Institute Publication
You can work it out! Valuation and Recovery of Private Debt with a Renegotiable Default Threshold
2017
Journal of Fixed Income
Searching for a listed infrastructure asset class using mean–variance spanning
2017
Financial Markets and Portfolio Managements
Benchmarking Infrastructure Project Finance: Objectives, Roadmap, and Recent Progress
2016
Journal of Alternative Investments
Searching for a listed infrastructure asset class: Mean-variance spanning tests of 22 listed infrastructure proxies
2016
EDHEC Infrastructure Institute Publication
Cash Flow Dynamics of Private Infrastructure Project Debt
2016
EDHEC Infrastructure Institute Publication
Revenue and dividend pay-outs in privately-held infrastructure investments: Evidence from 15 years of UK data
2016
EDHEC Infrastructure Institute
The valuation of privately-held infrastructure equity investments
2015
EDHEC-Risk Institute Publication
Long-Term Investment in Infrastructure and the Demand for Benchmarks
2014
JASSA The Finsia Journal of Applied Finance
Measuring infrastructure the credit risk of unlisted infrastructure debt
2013
EDHEC Business School Working Paper
Discussion of the Bank of Ireland Paper on loan origination by investment funds
2013
EDHEC Business School Position Paper
Who is afraid of Construction Risk? Portfolio Construction with Infrastructure Debt
2013
EDHEC-Risk Institute Publications
Response to the European Commission green paper on the long-term financing of the European economy
2013
EDHEC-Risk Institute Position Paper
Response to EIOPA’s Consultation on Standard Formula Design and Calibration for Certain Long Term Investments
2013
EDHEC Business School Position Paper
Pension fund investment in social infrastructure: insights from the 2012 reform of the Private Finance Initiative
2012
EDHEC-Risk Institute Publications
A Comparison of Construction Contract Prices for Traditionally Procured Roads and Public–Private Partnerships
2009
Review of Industrial Organization
