Maxime Bonelli

London Business School - Department of Finance

Sussex Place

Regent's Park

London NW1 4SA

United Kingdom

SCHOLARLY PAPERS

14

DOWNLOADS
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Top 8,805

in Total Papers Downloads

10,823

TOTAL CITATIONS
Rank 41,490

SSRN RANKINGS

Top 41,490

in Total Papers Citations

35

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Scholarly Papers (14)

1.

Data-driven Investors

Number of pages: 202 Posted: 22 Feb 2023 Last Revised: 17 Feb 2025
Maxime Bonelli
London Business School - Department of Finance
Downloads 1,926 (18,386)
Citation 3

Abstract:

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big data, machine learning, artificial intelligence, venture capital, entrepreneurship, innovation, capital allocation

2.

Does Big Data Devalue Traditional Expertise? Evidence from Active Funds

HEC Paris Research Paper No. FIN-2023-1492
Number of pages: 111 Posted: 02 Aug 2023 Last Revised: 19 Feb 2025
Maxime Bonelli and Thierry Foucault
London Business School - Department of Finance and HEC Paris - Finance Department
Downloads 1,733 (21,688)

Abstract:

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Big data, active mutual funds, stock-picking skill, quantitative investment

3.

The Capacity of Trading Strategies

HEC Paris Research Paper No. FIN-2015-1089
Number of pages: 50 Posted: 27 Mar 2015 Last Revised: 05 Feb 2019
London Business School - Department of Finance, HEC, Capital Fund Management and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 1,672 (22,856)
Citation 10

Abstract:

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trading costs, asset pricing anomalies, asset management, arbitrage

4.

Causal Effects of Closing Businesses in a Pandemic

Number of pages: 89 Posted: 13 May 2020 Last Revised: 19 Jan 2024
HEC ParisHEC Paris, London Business School - Department of Finance, Bocconi University - Department of Economics and Bocconi University
Downloads 1,414 (29,440)
Citation 15

Abstract:

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COVID-19, pandemic, business closures, non-essential businesses

5.

Corporate Social Responsibility and Employee Investment in Company Stock

Number of pages: 81 Posted: 25 Jul 2022 Last Revised: 06 Nov 2024
Maxime Bonelli, Marie Briere and François Derrien
London Business School - Department of Finance, Amundi Asset Management and HEC Paris - Finance Department
Downloads 703 (78,023)
Citation 2

Abstract:

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employee stock purchase plans, ESOP, CSR, retirement savings

6.

Financial Advisors and Investors’ Bias

Number of pages: 72 Posted: 27 Jan 2024 Last Revised: 04 Sep 2024
University of Southern California, London Business School - Department of Finance and University of California, Berkeley
Downloads 648 (86,552)
Citation 1

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financial advisors, behavioral finance, disposition effect, investor behavior, salience, attention, household finance

7.

Financial Product Incentives to Differentiate: Evidence from Mutual Funds

HEC Paris Research Paper No. FIN-2021-1428
Number of pages: 92 Posted: 11 Oct 2021 Last Revised: 31 Jan 2025
Maxime Bonelli, Anastasia Buyalskaya and Tianhao Yao
London Business School - Department of Finance, HEC Paris and Singapore Management University
Downloads 568 (102,446)
Citation 2

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Product Differentiation, Mutual Funds, Industrial Organization, Textual Analysis, Ratings, Information Intermediaries

8.

Exchange Traded Funds: Toward a Tailored Selection Approach

Number of pages: 15 Posted: 31 Oct 2014 Last Revised: 28 Apr 2015
Maxime Bonelli
London Business School - Department of Finance
Downloads 511 (116,769)

Abstract:

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Passive investment, ETF, tracking error, tracking difference

9.

Labor Mobility and Capital Misallocation in the Mutual Fund Industry

Number of pages: 79 Posted: 22 Nov 2019 Last Revised: 08 Mar 2024
Maxime Bonelli
London Business School - Department of Finance
Downloads 489 (123,064)

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Mutual Funds, Asset Managers, Labor Markets, Careers, Capital Misallocation

10.

Stock Market Volatility Dynamics: A Volume Filtered-GARCH Model

Number of pages: 59 Posted: 07 Mar 2016 Last Revised: 08 Jun 2016
Maxime Bonelli
London Business School - Department of Finance
Downloads 383 (163,731)

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Mixture of Distribution, stochastic volatility, GARCH, trading volume

11.

An Alternative Model of Expected Returns and its Implications for Return Predictability

Number of pages: 68 Posted: 25 May 2014 Last Revised: 29 Oct 2016
Maxime Bonelli and Daniel Mantilla-Garcia
London Business School - Department of Finance and Universidad de Los Andes - School of Management
Downloads 329 (193,285)

Abstract:

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return predictability, economic constraints, dividend-price ratio, Kalman filter, Bayesian analysis

12.

Portfolio Management with Drawdown Constraint: An Analysis of Optimal Investment

Number of pages: 61 Posted: 29 Apr 2017
Maxime Bonelli and Mireille Bossy
London Business School - Department of Finance and Institut National de Recherche en Informatique et Automatique (INRIA)
Downloads 274 (234,297)

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portfolio optimization, drawdown constraint, prospect theory, dynamic programming

13.

Should a Skeptical Portfolio Insurer Use an Optimal or a Risk-Based Allocation?

Number of pages: 23 Posted: 03 Jun 2014 Last Revised: 30 Apr 2015
Maxime Bonelli and Daniel Mantilla-Garcia
London Business School - Department of Finance and Universidad de Los Andes - School of Management
Downloads 173 (363,093)
Citation 2

Abstract:

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return predictability, risk-based strategies, asset allocation, portfolio insurance, maximum drawdown

14.

Financial Product Incentives to Differentiate: Evidence from Mutual Funds

HEC Paris Research Paper No. FIN-2021-1428
Posted: 11 Oct 2021
Maxime Bonelli, Anastasia Buyalskaya and Tianhao Yao
London Business School - Department of Finance, HEC Paris and Singapore Management University

Abstract:

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Product Differentiation, Mutual Funds, Industrial Organization, Textual Analysis, Ratings