Category Archives: Financial techniques

The “Financial techniques” category contains posts about asset pricing models (optimal portfolios, derivatives, trading and investment strategies, financial products, data, etc.) used in the financial industry.

CumEx files

CumEx files In this article, Matthieu MENAGER (ESSEC Business School, Global Bachelor in Business Administration (GBBA), 2017-2021) we take a look at the CumEx files scandal. The total amount of the fraud, according to the 19 media that revealed the … Continue reading

Posted in Contributors, Financial techniques | Tagged | Leave a comment

Creating a portfolio of Conviction

Creating a portfolio of Conviction In this article, Chloé ANIFRANI (ESSEC Business School, Global Bachelor in Business Administration (GBBA), 2019-2024) explains what it means to create a portfolio of conviction. Conviction as a filter for your investment universe In their … Continue reading

Posted in Contributors, Financial techniques | Leave a comment

Discovering Private Equity: Behind the Scenes of Fund Strategies

Discovering Private Equity: Behind the Scenes of Fund Strategies In this article, Lilian BALLOIS (ESSEC Business School, Bachelor in Business Administration< (BBA), 2019-2023) explains about Private Equity fund strategies. Reminder: What is Private Equity? Private Equity entails investors directing capital … Continue reading

Posted in Contributors, Financial techniques | Tagged | Leave a comment

Extreme correlation

Extreme correlation In this article, Shengyu ZHENG (ESSEC Business School, Grande Ecole Program – Master in Management, 2020-2024) explains the concept of extreme correlation. Background In financial risk management, there is a concept that is often overlooked, the extreme correlation … Continue reading

Posted in Contributors, Financial techniques | Tagged , , | Leave a comment

Securities and Exchange Board of India (SEBI)

Securities and Exchange Board of India (SEBI) In this article, Nithisha CHALLA (ESSEC Business School, Grande Ecole – Master in Management (MiM), 2021-2024) presents the Securities and Exchange Board of India (SEBI) which is empowering markets and ensuring integrity. Introduction … Continue reading

Posted in Contributors, Financial techniques | 1 Comment

Trading strategies based on market profiles and volume profiles

Trading strategies based on market profiles and volume profiles In this third article on a series on market profiles, Michel Henry VERHASSELT (ESSEC Business School – Master in Finance, 2023-2025) explains trading strategies based on market profiles and volume profiles. … Continue reading

Posted in Contributors, Financial techniques | Tagged | 2 Comments

Difference between market profiles and volume profiles

Difference between market profiles and volume profiles In this second article on a series on market profiles, Michel Henry VERHASSELT (ESSEC Business School – Master in Finance, 2023-2025) explains the difference between market profiles and volume profiles. Comparison Both Market … Continue reading

Posted in Contributors, Financial techniques | Tagged | 2 Comments

Market profiles

Market profiles In this first article on a series on market profiles, Michel Henry VERHASSELT (ESSEC Business School – Master in Finance, 2023-2025) explains the history behind this concept and defines its central themes. Introduction The concept of Market Profiles … Continue reading

Posted in Contributors, Financial techniques | Tagged | 2 Comments

Impact du contrôle de gestion sur l’entreprise

Impact du contrôle de gestion sur l’entreprise Dans cet article, Medine ACAR (ESSEC Business School, Programme Bachelor in Business Administration (BBA), 2020-2024) analyse l’impact du contrôle de gestion dans l’entreprise. Introduction Le contrôle de gestion est une fonction clé en … Continue reading

Posted in Contributors, Financial techniques | Leave a comment

Volume-Weighted Average Price (VWAP)

Volume-Weighted Average Price (VWAP) In this article , Raphael TRAEN (ESSEC Business School, Global BBA, 2023-2024) explains about the Volume-Weighted Average Price (abbreviated as VWAP), a statistic used by traders to determine the average trading taking into account transaction volume. … Continue reading

Posted in Contributors, Financial techniques | Tagged | Leave a comment

Understanding Correlation in the Financial Landscape: How It Drives Portfolio Diversification

Understanding Correlation in the Financial Landscape: How It Drives Portfolio Diversification In this article, Raphael TRAEN (ESSEC Business School, Global BBA, 2023-2024) delves into the fascinating world of correlation and its profound impact on diversification strategies in the financial realm. … Continue reading

Posted in Contributors, Financial techniques | Tagged | Leave a comment

Ethereum – Unleashing Blockchain Innovation

Ethereum – Unleashing Blockchain Innovation In this article, Snehasish CHINARA (ESSEC Business School, Grande Ecole Program – Master in Management, 2022-2024) explains Bitcoin which is considered as the mother of all cryptocurrencies. Historical context and background Ethereum is a groundbreaking … Continue reading

Posted in Contributors, Financial techniques | Tagged , | Leave a comment

Free Cash Flow: A Critical Metric in Finance

Free Cash Flow: A Critical Metric in Finance In this article, Lou PERRONE (ESSEC Business School, Global BBA, 2019-2023) explains the concept of Free Cash Flow and its importance in financial analysis. What is Free Cash Flow? Free Cash Flow … Continue reading

Posted in Contributors, Financial techniques | Tagged | Leave a comment

Extreme returns and tail modelling of the CSI 300 index for the Chinese equity market

Extreme returns and tail modelling of the CSI 300 index for the Chinese equity market In this article, Shengyu ZHENG (ESSEC Business School, Grande Ecole Program – Master in Management, 2020-2024) describes the statistical behavior of extreme returns of the … Continue reading

Posted in Contributors, Financial techniques | Tagged , , , , | Leave a comment

Extreme returns and tail modelling of the Nikkei 225 index for the Japanese equity market

Extreme returns and tail modelling of the Nikkei 225 index for the Japanese equity market In this article, Shengyu ZHENG (ESSEC Business School, Grande Ecole Program – Master in Management, 2020-2024) describes the statistical behavior of extreme returns of the … Continue reading

Posted in Contributors, Financial techniques | Tagged , , , , | Leave a comment

Extreme returns and tail modelling of the FTSE 100 index for the UK equity market

Extreme returns and tail modelling of the FTSE 100 index for the UK equity market In this article, Shengyu ZHENG (ESSEC Business School, Grande Ecole Program – Master in Management, 2020-2024) describes the statistical behavior of extreme returns of the … Continue reading

Posted in Contributors, Financial techniques | Tagged , , , , | Leave a comment

Copula

Copula In this article, Shengyu ZHENG (ESSEC Business School, Grande Ecole Program – Master in Management, 2020-2024) presents copula, a statistical tool that is commonly used to model dependency of random variables. Linear correlation In the world stacked with various … Continue reading

Posted in Contributors, Financial techniques | Tagged , | 1 Comment

Bitcoin: the mother of all cryptocurrencies

Bitcoin: the mother of all cryptocurrencies In this article, Snehasish CHINARA (ESSEC Business School, Grande Ecole Program – Master in Management, 2022-2024) explains Bitcoin which is considered as the mother of all cryptocurrencies. Historical context and background The genesis of … Continue reading

Posted in Contributors, Financial techniques | Leave a comment

Extreme returns and tail modelling of the S&P 500 index for the US equity market

Extreme returns and tail modelling of the S&P 500 index for the US equity market In this article, Shengyu ZHENG (ESSEC Business School, Grande Ecole Program – Master in Management, 2020-2024) describes the statistical behavior of extreme returns of the … Continue reading

Posted in Contributors, Financial techniques | Tagged , , , , | 1 Comment

Les distributions statistiques

Distributions statistiques : variable discrète vs variable continue Dans cet article, Shengyu ZHENG (ESSEC Business School, Grande Ecole – Master in Management, 2020-2024) explique les distributions statistiques pour des variables aléatoires discrètes et continues. Variables aléatoires discrète et continue Une … Continue reading

Posted in Contributors, Financial techniques | Tagged , , | Leave a comment