Christophe Faugère

Kedge Business School Bordeaux

Professor

680 Cours de la Liberation

Bordeaux, Aquitaine 33405

France

  • Kedge Business School Bordeaux

SCHOLARLY PAPERS

21

DOWNLOADS
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Top 5,434

in Total Papers Downloads

12,966

SSRN CITATIONS
Rank 36,108

SSRN RANKINGS

Top 36,108

in Total Papers Citations

17

CROSSREF CITATIONS

7

Ideas:
“  Originator of Mindful Finance as an academic field. Working on building models that propose alternatives to methodological individualism in Economics (Connectalism). Still working at expanding Required Yield Theory.  ”

  • Kedge Business School Bordeaux

Scholarly Papers (21)

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1.

Head and Shoulders Above the Rest? The Performance of Institutional Portfolio Managers Who Use Technical Analysis

Number of pages: 37 Posted: 17 Jan 2013
David M. Smith, Christophe Faugère and Ying Wang
State University of New York at Albany - School of Business, Kedge Business School Bordeaux and State University of New York at Albany - School of Business
Downloads 6,079 (2,157)
Citation 2

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technical analysis, portfolio management, institutional investment

2.

The Price of Gold: A Global Required Yield Theory

Number of pages: 34 Posted: 22 Mar 2004
Christophe Faugère and Julian Van Erlach
Kedge Business School Bordeaux and Nexxus Wealth Technologies, Inc.
Downloads 2,992 (7,185)
Citation 10

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Gold Price, Stock Market, Required yield, Forward Earnings yield, Foreign Exchange, P/E, Price-Earnings Ratio.

3.

A Valuation Formula for Firms in the Early Stage of Their Lifecycle

Number of pages: 34 Posted: 07 Apr 2004
Christophe Faugère and Hany A. Shawky
Kedge Business School Bordeaux and State University of New York at Albany - School of Business and Center for Institutional Investment Management
Downloads 713 (60,756)
Citation 1

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Valuation, High Tech Stocks, Industry Lifecycle

4.

The Equity Premium: Consistent with GDP Growth and Portfolio Insurance

Downloads 616 (73,254)
Citation 5

The Equity Premium: Consistent with GDP Growth and Portfolio Insurance

Number of pages: 27 Posted: 03 Dec 2003
Christophe Faugère and Julian Van Erlach
Kedge Business School Bordeaux and Nexxus Wealth Technologies, Inc.
Downloads 616 (72,336)
Citation 5

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Equity Premium, GDP Growth, Corporate Debt, T-Bills, Risk-Free Rate, Downside Risk, Options, Protective Puts, Portfolio Insurance, Total Stock Return

The Equity Premium: Consistent with GDP Growth and Portfolio Insurance

Financial Review, Vol. 41, No. 4, November 2006
Posted: 13 Aug 2006
Christophe Faugère and Julian Van Erlach
Kedge Business School Bordeaux and Nexxus Wealth Technologies, Inc.

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Equity Premium, GDP Growth, T-Bills, Downside Risk, Portfolio Insurance

5.

The Impact of Tourism Strategies and Regional Factors on Wine Tourism Performance: Bordeaux vs. Mendoza, Mainz, Florence, Porto and Cape Town

Number of pages: 13 Posted: 17 Jan 2013
Christophe Faugère, Tatiana Bouzdine-Chameeva, Jacques-Olivier Pesme and François Durrieu
Kedge Business School Bordeaux, BEM Bordeaux Management School, BEM Bordeaux Management School and BEM Bordeaux Management School
Downloads 450 (107,633)
Citation 5

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tourism, performance, Bordeaux, Mendoza , Mainz, Florence, Porto, Cape Town

6.

A New Characterization of Gold as Store of Wealth Across Monetary Standards and in a Global Crisis

Number of pages: 29 Posted: 28 Jul 2013 Last Revised: 02 Aug 2013
Christophe Faugère
Kedge Business School Bordeaux
Downloads 257 (197,759)

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Gold, Store of Value, Hedge, Safe Haven, Perpetuities, Valuation, Gibson's Paradox

7.

Ambiguity Resolution, the Coming U.S. Market Crash of October 2020 and Ensuing Golden Age of Finance

Number of pages: 17 Posted: 22 Sep 2020
Christophe Faugère
Kedge Business School Bordeaux
Downloads 255 (200,897)

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optimism, pessimism, uncertainty, ambiguity aversion bias, forced resolution, market crash

8.

Characterizing Value and Growth Investing in Institutional Portfolios

Number of pages: 25 Posted: 12 Sep 2010
Christophe Faugère, Hany A. Shawky and David M. Smith
Kedge Business School Bordeaux, State University of New York at Albany - School of Business and Center for Institutional Investment Management and State University of New York at Albany - School of Business
Downloads 238 (213,154)

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Investment Style, Portfolio Performance Evaluation, Benchmarks.

9.

Designing Free Software Samples: A Game Theoretic Approach

Number of pages: 40 Posted: 05 Jan 2004
Christophe Faugère and Giri Kumar Tayi
Kedge Business School Bordeaux and SUNY at Albany - School of Business
Downloads 228 (222,280)
Citation 1

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Vertical differentiation, monopolist, free sample, software, durable goods, sales cannibalization, optimal design

10.

Growth Opportunities, Assets in Place, Stocks Migration and CAPM: A Rational Foundation for the Fama-French and Momentum Factors

Downloads 224 (226,034)

Growth Opportunities, Assets in Place, Stocks Migration and CAPM: A Rational Foundation for the Fama-French and Momentum Factors

Number of pages: 35 Posted: 06 Dec 2011 Last Revised: 29 Jul 2013
Christophe Faugère
Kedge Business School Bordeaux
Downloads 130 (361,280)

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market incompleteness, CAPM, Fama and French, three factor model, HML, SML, SMB, momentum, Carhart, migration, size premium, value premium, growth opportunities, net assets in place, book value, equity, pent-up demand, carve-outs, asset impairments

Growth Opportunities, Assets in Place, Stocks Migration and CAPM: A Rational Foundation for the Fama-French and Momentum Factors

29th International Conference of the French Finance Association (AFFI) 2012
Number of pages: 33 Posted: 17 Sep 2012 Last Revised: 03 Nov 2012
Christophe Faugère
Kedge Business School Bordeaux
Downloads 94 (456,940)

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Market Incompleteness, CAPM, Fama and French, Three Factor Model, HML, SML, SMB, Momentum, Carhart, Migration, Size Premium, Value Premium, Growth Opportunities, Net Assets in Place, Book Value, Equity, Pent-up Demand, Carve-outs, Asset Impairments.

11.

The Equity Fear Premium and Daily Comovements of the S&P 500 E/P Ratio and Treasury Yields Before and During the 2007 Financial Crisis

23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 50 Posted: 24 Aug 2010 Last Revised: 02 Jul 2011
Christophe Faugère
Kedge Business School Bordeaux
Downloads 218 (231,920)

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Comovement, Fear Premium, Flight-to-safety, Flight-to-liquidity, S&P 500 Earnings Yield, Fed Model, Required Yield, Treasury Yields, Federal Funds Rate, Target, Inflation Risk Premium

12.

Volatility and Institutional Investor Holdings in a Declining Market: A Study of NASDAQ During the Year 2000

Number of pages: 11 Posted: 06 Jan 2005
Christophe Faugère and Hany A. Shawky
Kedge Business School Bordeaux and State University of New York at Albany - School of Business and Center for Institutional Investment Management
Downloads 188 (265,382)
Citation 1

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13.

Making Sense of Asset Prices: A Guide to Required Yield Theory - Part I: Valuing the Stock Market

Number of pages: 48 Posted: 15 Jun 2011 Last Revised: 24 Jun 2011
Christophe Faugère
Kedge Business School Bordeaux
Downloads 123 (375,263)
Citation 2

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14.

Velocity of Money, Productivity Growth and the 2 Percent Inflation Target

Number of pages: 45 Posted: 23 Jun 2010 Last Revised: 03 Nov 2012
Christophe Faugère
Kedge Business School Bordeaux
Downloads 114 (396,576)
Citation 1

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Inflation target, velocity of narrow money, M1, M1RS, M1S, real GDP per capita growth, barter, financial leverage

15.

Ruthless Compassion in Banking and Finance

Number of pages: 24 Posted: 10 Jun 2013
Christophe Faugère
Kedge Business School Bordeaux
Downloads 82 (493,294)
Citation 1

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compassion, finance, crisis, ethics, Warren Buffett, Hoare, Buddhism

16.

Musings on a NanoGold Standard

Number of pages: 20 Posted: 01 Sep 2012 Last Revised: 03 Aug 2013
Christophe Faugère
Kedge Business School Bordeaux
Downloads 65 (561,345)

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Gold Standard, Nanotechnologies, Psychophysics, Deflation

17.

Business Ethics Searches: A Socio-Economic and Demographic Analysis of U.S. Google Trends Before and During the 2008 Crisis

Number of pages: 26 Posted: 10 Oct 2015
Christophe Faugère and Olivier Gergaud
Kedge Business School Bordeaux and Kedge - Bordeaux Business School
Downloads 61 (579,346)

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Business Ethics, Queries, Google Trends, Social Intuitionist, Cognitive-Affective, Cognitive Moral Development

18.

Connectalism

Number of pages: 31 Posted: 02 Sep 2015 Last Revised: 29 May 2020
Christophe Faugère
Kedge Business School Bordeaux
Downloads 53 (619,351)

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Connectedness, Maslow, Networks, Graph Theory, Functional Dependency Network Analysis, Sustainability, COVID-19

19.

Commons, Cooperatives and Ethical Human Capabilities Development

Number of pages: 25 Posted: 26 Aug 2022
Christophe Faugère
Kedge Business School Bordeaux
Downloads 10 (944,761)

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Commons, Cooperatives, Human Capabilities, Capital, Self-ownership Rights, Freedoms

20.

Sell Discipline and Institutional Money Management

Journal of Portfolio Management, Vol. 30, Spring 2004
Posted: 25 Jun 2014
Christophe Faugère, Hany A. Shawky and David M. Smith
Kedge Business School Bordeaux, State University of New York at Albany - School of Business and Center for Institutional Investment Management and State University of New York at Albany - School of Business

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21.

A Required Yield Theory of Stock Market Valuation and Treasury Yield Determination

Financial Markets, Institutions and Instruments, Vol. 18, No. 1, 2009
Posted: 04 Dec 2003 Last Revised: 15 Feb 2009
Christophe Faugère and Julian Van Erlach
Kedge Business School Bordeaux and Nexxus Wealth Technologies, Inc.

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Required yield, Earnings yield, Equity Premium, S&P 500 Valuation, Fed Model