Christophe Faugère

Kedge Business School Bordeaux

Professor

680 Cours de la Liberation

Bordeaux, Aquitaine 33405

France

SCHOLARLY PAPERS

21

DOWNLOADS
Rank 4,862

SSRN RANKINGS

Top 4,862

in Total Papers Downloads

11,813

SSRN CITATIONS
Rank 33,635

SSRN RANKINGS

Top 33,635

in Total Papers Citations

14

CROSSREF CITATIONS

10

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.  ”

Scholarly Papers (21)

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 5,506 (1,986)
Citation 1

Abstract:

Loading...

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 2,907 (6,009)
Citation 10

Abstract:

Loading...

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 681 (52,872)
Citation 1

Abstract:

Loading...

Valuation, High Tech Stocks, Industry Lifecycle

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 598 (61,693)
Citation 4

Abstract:

Loading...

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.

Abstract:

Loading...

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
Kedge Business School Bordeaux, BEM Bordeaux Management School, BEM Bordeaux Management School and BEM Bordeaux Management School
Downloads 366 (112,319)
Citation 4

Abstract:

Loading...

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

6.

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 210 (197,419)

Abstract:

Loading...

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

7.

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 208 (200,058)

Abstract:

Loading...

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

8.

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 206 (200,977)

Abstract:

Loading...

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

9.

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 198 (208,337)

Abstract:

Loading...

Investment Style, Portfolio Performance Evaluation, Benchmarks.

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 116 (322,049)

Abstract:

Loading...

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 78 (416,444)

Abstract:

Loading...

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.

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 175 (232,020)

Abstract:

Loading...

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

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 149 (265,258)

Abstract:

Loading...

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 110 (332,531)
Citation 2

Abstract:

Loading...

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 95 (365,903)
Citation 1

Abstract:

Loading...

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 69 (440,641)
Citation 1

Abstract:

Loading...

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 51 (508,655)

Abstract:

Loading...

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 47 (526,353)

Abstract:

Loading...

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 37 (575,324)

Abstract:

Loading...

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

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

Financial Markets, Institutions & Instruments, Vol. 18, Issue 1, pp. 27-88, February 2009
Number of pages: 62 Posted: 25 Jan 2009
Christophe Faugère and Julian Van Erlach
Kedge Business School Bordeaux and Nexxus Wealth Technologies, Inc.
Downloads 5 (845,359)

Abstract:

Loading...

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.

Abstract:

Loading...

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

20.

The Fear Premium and Daily Comovements of the S&P 500 E/P Ratio and Treasury Yields Before and During the 2008 Financial Crisis

Financial Markets, Institutions & Instruments, Vol. 22, Issue 3, pp. 171-207, 2013
Number of pages: 37 Posted: 10 Jul 2013
Christophe Faugère
Kedge Business School Bordeaux
Downloads 1 (857,097)
Citation 1

Abstract:

Loading...

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

21.

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

Abstract:

Loading...