Philippe Masset

Ecole hôtelière de Lausanne

Assistant Professor

Route de Cojonnex 18

Lausanne, 1000

Switzerland

University of Fribourg - Faculty of Economics and Social Science

Ph.D. student

Fribourg, CH 1700

Switzerland

SCHOLARLY PAPERS

11

DOWNLOADS
Rank 9,654

SSRN RANKINGS

Top 9,654

in Total Papers Downloads

6,381

SSRN CITATIONS
Rank 33,231

SSRN RANKINGS

Top 33,231

in Total Papers Citations

8

CROSSREF CITATIONS

17

Scholarly Papers (11)

1.

Analysis of Financial Time-Series Using Fourier and Wavelet Methods

Number of pages: 36 Posted: 27 Oct 2008
Philippe Masset
Ecole hôtelière de Lausanne
Downloads 2,233 (8,379)
Citation 17

Abstract:

Loading...

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
Ecole hôtelière de Lausanne and Ecole hôtelière de Lausanne
Downloads 1,590 (14,467)
Citation 24

Abstract:

Loading...

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
Ecole hôtelière de Lausanne
Downloads 955 (30,922)

Abstract:

Loading...

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
Ecole hôtelière de Lausanne, University of Lausanne and Ecole hôtelière de Lausanne
Downloads 609 (56,771)
Citation 2

Abstract:

Loading...

Wine, Bordeaux, portfolio allocation, alternative assets

5.

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
Ecole hôtelière de Lausanne
Downloads 435 (85,893)

Abstract:

Loading...

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

6.

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
University of Bordeaux, Ecole hôtelière de Lausanne and Ecole hôtelière de Lausanne
Downloads 322 (120,707)
Citation 1

Abstract:

Loading...

wine, COVID, crisis

7.

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

Number of pages: 13 Posted: 30 Jun 2012
Ecole hôtelière de Lausanne, Ecole hôtelière de Lausanne and Ecole hôtelière de Lausanne
Downloads 160 (235,415)
Citation 2

Abstract:

Loading...

wine, alternative assets, portfolio diversification, risk

8.

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
Ecole hôtelière de Lausanne and Ecole hôtelière de Lausanne
Downloads 30 (583,906)

Abstract:

Loading...

primary market, pricing, fine wine, experience good

9.

The Pricing of an Experience Good in a Competitive and Opaque Market

Number of pages: 34 Posted: 11 Mar 2021
Ecole hôtelière de Lausanne, Changins haute école de viticulture et œnologie and Ecole hôtelière de Lausanne
Downloads 28 (596,077)

Abstract:

Loading...

experience good; wine; reputation; currency appreciation; information asymmetry

10.

New York Restaurants: A Wine Odyssey between 1865 and 1920

Number of pages: 34 Posted: 24 Jan 2021
Philippe Masset and Jean-Philippe Weisskopf
Ecole hôtelière de Lausanne and Ecole hôtelière de Lausanne
Downloads 16 (679,346)

Abstract:

Loading...

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

11.

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

European Financial Management, Vol. 16, Issue 3, pp. 327-344, June 2010
Number of pages: 18 Posted: 04 Jun 2010
Philippe Masset and Martin Wallmeier
Ecole hôtelière de Lausanne and University of Fribourg - Faculty of Economics and Social Science
Downloads 3 (781,113)
Citation 1
  • Add to Cart

Abstract:

Loading...