Philippe Masset

University of Fribourg - Faculty of Economics and Social Science

Fribourg, CH 1700

Switzerland

  • University of Fribourg - Faculty of Economics and Social Science

SCHOLARLY PAPERS

13

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8

CROSSREF CITATIONS

17

Scholarly Papers (13)

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1.

Analysis of Financial Time-Series Using Fourier and Wavelet Methods

Number of pages: 36 Posted: 27 Oct 2008
Philippe Masset
University of Fribourg - Faculty of Economics and Social Science
Downloads 2,588 (9,005)
Citation 22

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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
University of Fribourg - Faculty of Economics and Social Science and EHL Hospitality Business School
Downloads 1,687 (17,752)
Citation 27

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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
University of Fribourg - Faculty of Economics and Social Science
Downloads 1,307 (26,031)

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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
Philippe Masset, Caroline Henderson and Jean-Philippe Weisskopf
University of Fribourg - Faculty of Economics and Social Science, University of Lausanne and EHL Hospitality Business School
Downloads 657 (67,628)
Citation 2

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Wine, Bordeaux, portfolio allocation, alternative assets

5.

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
Jean-Marie Cardebat, Philippe Masset and Jean-Philippe Weisskopf
University of Bordeaux, University of Fribourg - Faculty of Economics and Social Science and EHL Hospitality Business School
Downloads 484 (98,933)
Citation 3

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wine, COVID, crisis

6.

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
University of Fribourg - Faculty of Economics and Social Science
Downloads 471 (102,160)
Citation 2

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

7.

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

Number of pages: 13 Posted: 30 Jun 2012
Philippe Masset, Jean-Philippe Weisskopf and Vincent Deboccard
University of Fribourg - Faculty of Economics and Social Science, EHL Hospitality Business School and Ecole hôtelière de Lausanne
Downloads 183 (272,251)
Citation 2

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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
Philippe Masset, Alexandre Mondoux and Jean-Philippe Weisskopf
University of Fribourg - Faculty of Economics and Social Science, Changins haute école de viticulture et œnologie and EHL Hospitality Business School
Downloads 91 (463,660)

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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
University of Fribourg - Faculty of Economics and Social Science and EHL Hospitality Business School
Downloads 46 (659,220)

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primary market, pricing, fine wine, experience good

10.

Family Firm Downsizing: Power, Identification and Reputation

Number of pages: 46 Posted: 13 Jan 2023
Philippe Masset, Jean-Philippe Weisskopf and Jun Xing
University of Fribourg - Faculty of Economics and Social Science, EHL Hospitality Business School and EHL Hospitality Business school
Downloads 43 (677,120)

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family-owned business, downsizing, employment, identity

11.

Cross-Dimensional Measures of Asset Lightness and Fee Orientation in Lodging Groups

Lussi, S., Masset, P., Weisskopf, J.-P. and Blal, I. (2023), "Cross-Dimensional Measures of Asset Lightness and Fee Orientation in Lodging Groups", International Journal of Hospitality Management. https://doi.org/10.1016/j.ijhm.2022.103391
Number of pages: 11 Posted: 29 Oct 2022 Last Revised: 28 Nov 2022
Sonja Lussi, Philippe Masset, Jean-Philippe Weisskopf and Inès Blal
Ecole hôtelière de Lausanne, University of Fribourg - Faculty of Economics and Social Science, EHL Hospitality Business School and Ecole hôtelière de Lausanne
Downloads 31 (759,310)
Citation 1

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asset-light, fee orientation, intangibles, performance, firm value, lodging

12.

New York Restaurants: A Wine Odyssey between 1865 and 1920

Number of pages: 34 Posted: 24 Jan 2021
Philippe Masset and Jean-Philippe Weisskopf
University of Fribourg - Faculty of Economics and Social Science and EHL Hospitality Business School
Downloads 25 (806,735)

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

13.

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

European Financial Management, Vol. 16, No. 3, 2010, 327–344
Number of pages: 21 Posted: 16 Feb 2023
Philippe Masset and Martin Wallmeier
University of Fribourg - Faculty of Economics and Social Science and University of Fribourg - Faculty of Economics and Social Science
Downloads 13 (917,015)

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implied volatility; Granger causality; leverage e¤ect; feed-back effect; asymmetric volatility