Philippe Masset

Ecole hôtelière de Lausanne

Assistant Professor

Route de Cojonnex 18

Lausanne, 1000

Switzerland

University of Fribourg - Faculty of Economics and Social Science

Ph.D. student

Fribourg, CH 1700

Switzerland

SCHOLARLY PAPERS

11

DOWNLOADS
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Top 10,065

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6,893

SSRN CITATIONS
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SSRN RANKINGS

Top 31,866

in Total Papers Citations

8

CROSSREF CITATIONS

18

Scholarly Papers (11)

1.

Analysis of Financial Time-Series Using Fourier and Wavelet Methods

Number of pages: 36 Posted: 27 Oct 2008
Philippe Masset
Ecole hôtelière de Lausanne
Downloads 2,398 (8,558)
Citation 20

Abstract:

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Spectral analysis, Wavelets

2.

Raise your Glass: Wine Investment and the Financial Crisis

Number of pages: 25 Posted: 22 Aug 2009 Last Revised: 26 Apr 2010
Philippe Masset and Jean-Philippe Weisskopf
Ecole hôtelière de Lausanne and EHL Hospitality Business School
Downloads 1,628 (15,938)
Citation 26

Abstract:

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wine, alternative assets, financial contagion, portfolio diversification, conditional CAPM

3.

Volatility Stylized Facts

Number of pages: 91 Posted: 08 Apr 2011 Last Revised: 12 Sep 2011
Philippe Masset
Ecole hôtelière de Lausanne
Downloads 1,104 (28,458)

Abstract:

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Volatility dynamics, Stylized facts, Bull and bear markets, Emerging and mature markets

4.

Wine as an Alternative Asset Class

Number of pages: 25 Posted: 23 Apr 2008 Last Revised: 28 Dec 2009
Ecole hôtelière de Lausanne, University of Lausanne and EHL Hospitality Business School
Downloads 624 (61,762)
Citation 2

Abstract:

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Wine, Bordeaux, portfolio allocation, alternative assets

5.

Properties of High Frequency DAX Returns: Intraday Patterns, Jumps and their Impact on Subsequent Volatility

Number of pages: 28 Posted: 23 Apr 2008
Philippe Masset
Ecole hôtelière de Lausanne
Downloads 449 (92,632)
Citation 2

Abstract:

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Intraday patterns, price jumps, implied volatility, realized variance, asymetric volatility

6.

COVID-19: What is Next for the Market for Fine Wines?

AAWE WORKING PAPER No. 250 (2020)
Number of pages: 9 Posted: 30 Jun 2020 Last Revised: 02 Jul 2020
University of Bordeaux, Ecole hôtelière de Lausanne and EHL Hospitality Business School
Downloads 414 (101,761)
Citation 1

Abstract:

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wine, COVID, crisis

7.

A Study of the Evolution of High-End Wines in Switzerland

Number of pages: 13 Posted: 30 Jun 2012
Ecole hôtelière de Lausanne, EHL Hospitality Business School and Ecole hôtelière de Lausanne
Downloads 162 (257,609)
Citation 2

Abstract:

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wine, alternative assets, portfolio diversification, risk

8.

Fine wine pricing in a small and highly competitive market

Masset, P., Mondoux, A. and Weisskopf, J.-P. (2022), "Fine wine pricing in a small and highly competitive market", International Journal of Wine Business Research. https://doi.org/10.1108/IJWBR-10-2021-0054
Number of pages: 34 Posted: 11 Mar 2021 Last Revised: 15 Aug 2022
Ecole hôtelière de Lausanne, Changins haute école de viticulture et œnologie and EHL Hospitality Business School
Downloads 55 (511,199)

Abstract:

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experience good; wine; reputation; currency appreciation; information asymmetry

9.

At What Price Should Bordeaux Wines Be Released?

AAWE WORKING PAPER No. 253 (2020)
Number of pages: 27 Posted: 30 Jun 2020 Last Revised: 28 Oct 2020
Philippe Masset and Jean-Philippe Weisskopf
Ecole hôtelière de Lausanne and EHL Hospitality Business School
Downloads 38 (592,742)

Abstract:

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primary market, pricing, fine wine, experience good

10.

New York Restaurants: A Wine Odyssey between 1865 and 1920

Number of pages: 34 Posted: 24 Jan 2021
Philippe Masset and Jean-Philippe Weisskopf
Ecole hôtelière de Lausanne and EHL Hospitality Business School
Downloads 16 (748,596)

Abstract:

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restaurant, F&B, New York, wine, menu, Champagne

11.

A High-Frequency Investigation of the Interaction between Volatility and DAX Returns

European Financial Management, Vol. 16, Issue 3, pp. 327-344, June 2010
Number of pages: 18 Posted: 04 Jun 2010
Philippe Masset and Martin Wallmeier
Ecole hôtelière de Lausanne and University of Fribourg - Faculty of Economics and Social Science
Downloads 5 (859,918)
Citation 1

Abstract:

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