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

  • Ecole hôtelière de Lausanne

  • University of Fribourg - Faculty of Economics and Social Science

SCHOLARLY PAPERS

11

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6,201

SSRN CITATIONS
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Top 32,444

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8

CROSSREF CITATIONS

18

Scholarly Papers (11)

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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 2,173 (8,303)
Citation 16

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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 1,581 (13,859)
Citation 24

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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 911 (31,630)

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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
Philippe Masset, Caroline Henderson and Jean-Philippe Weisskopf
Ecole hôtelière de Lausanne, University of Lausanne and Ecole hôtelière de Lausanne
Downloads 607 (54,659)
Citation 2

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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 429 (83,700)
Citation 1

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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
Jean-Marie Cardebat, Philippe Masset and Jean-Philippe Weisskopf
University of Bordeaux, Ecole hôtelière de Lausanne and Ecole hôtelière de Lausanne
Downloads 276 (136,492)

Abstract:

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wine, COVID, crisis

7.

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

Number of pages: 13 Posted: 30 Jun 2012
Philippe Masset, Jean-Philippe Weisskopf and Vincent Deboccard
Ecole hôtelière de Lausanne, Ecole hôtelière de Lausanne and Ecole hôtelière de Lausanne
Downloads 157 (230,075)
Citation 2

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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 27 (581,160)

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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
Philippe Masset, Alexandre Mondoux and Jean-Philippe Weisskopf
Ecole hôtelière de Lausanne, Changins haute école de viticulture et œnologie and Ecole hôtelière de Lausanne
Downloads 21 (620,750)

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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 (656,021)

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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 (756,088)
Citation 1
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