Institute of Financial Analysis
The Institute of Financial Analysis is the teaching and research unit of the University of Neuchâtel (Bachelor, Master's, PhD, continuing training) in finance and accounting .
The fields of interest of its members are: financial valuation, portfolio management, regulation, risk management and corporate finance.
- David Ardia and Denis-Alexandre Trottier Moments of standardized Fernandez-Steel skewed distributions: Applications to the estimation of GARCH-type models , Finance Research Letters, August 2016.
- David Ardia, Kris Boudt and Marjan Wauters The economic benefits of market timing the style allocation of characteristic-based portfolios , The North American Journal of Economics and Finance, July 2016.
- Peter Fiechter et Jie Zhou The Impact of the Greek Sovereign Debt Crisis on European Banks' Disclosure and its Economic Consequences , The International Journal of Accounting, March 2016.
- David Ardia and Jeremy Kolly Predicting Market Risk with Density Combination: An Introduction , Wilmott.
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