23 resultats trouvés
[ Auteur] Titre Type Année Filtres: Auteur est Radu Burlacu [Clear All Filters]
Testing The Conditional CAPM With The Optimal Informed Investors' Portfolio." In 34th International Conference of the French Finance Association (AFFI). Valence, France, 2017.
"Private Information, Industry Specialisation and Performance: A Study of Mutual Funds." Finance 27, no. 2 (2006): 34-70.
"Risk and the Cross Section of Stock Returns." Journal of Financial Economics 3, no. 105 (2012): 511-522.
"Why are mutual fund alphas systematically negative?" Bankers, Markets and Investors (ex-Banque et Marchés) 125 (2013): 11-22.
"Y a-t-il un sacrifice à être éthique ? Une étude de performance des fonds socialement responsables américains." Banque et Marchés (actuellement Bankers, Markets and Investors 69 (2004): 5-13.
"New Evidence on the Pecking Order Hypothesis: The Case of French Convertible Bond Market." The Journal of Multinational Financial Management 20, no. 3-4 (2000): 439-459.
"Une mesure améliorée de l'informativité des prix." Banque et Marchés (actuellement Bankers, Markets and Investors) 91 (2007): 1-13.
"Les fonds sectoriels en Europe: Performance, sélectivité et market-timing." Banque et Marchés (actuellement Bankers, Markets and Investors) 65 (2003): 1-27.
"The Firm-Specific Return Variation: A Measure of Price Informativeness or Information Asymmetry?" Annals of FInancial Economics 1, no. 1 (2005): 79-103.
"Performance Measures of Actively Managed Equity Mutual funds." In Association Française de la Gestion Financière, 1-15. Vol. 1., 2008.
"Asymétrie d'information et évaluation des actifs financiers." In Regards sur la recherche en gestion, 229-241. L'Harmattan ed. Vol. 1., 2007.
"Exploiting Industry Momentum with Sector Funds: The Case of the European Market." In Mutual funds: An International Perspective, 232-255. Palgrave MacMillan ed. Vol. 1., 2007.
"What Is Behind the Financial Performance of Ethical Funds? A Study of the American Market." In Diversification and portfolio management of Mutual Funds, 183-210. Palgrave MacMillan ed. Vol. 1., 2006.
"Testing The CAPM under Asymmetric Information." In 35th International Conference of the French Finance Association (AFFI). Paris, France, 2018.
"Empirical Derivation of the Optimal Informed Investors’ Portfolio." In 33th International Conference of the French Finance Association (AFFI). Liège, Belgique, 2016.
"Testing the Conditional CAPM with the Optimal Informed Investors' Portfolio." In 34th International Conference of the French Finance Association (AFFI). Valence, France, 2017.
"Testing the Conditional CAPM with the Optimal Informed Investors' Portfolio." In Journée jeunes docteurs (CREM) 2018. Rennes, France, 2018.
"Benchmarks, expenses, information, risk and performance measures of mutual funds." Revue de l'Association Française de Gestion Financière (AFG) (2009).
"Asymétrie d'information et évaluation des actifs financiers." In Regards sur la recherche en gestion - Contributions grenobloises, edited by Michel Le Berre and Alain Spalanzani. L'Harmattan, 2008.
"Does a sustainability risk premium exist where it matters the most?" In Sustainable Financial Innovation Centre Annual Conference. Londres, Royaume-Uni, 2021.
"Why do firms issue callable convertible bonds? A critique of the “backdoor equity financing” theory." Journal of Banking & Finance (2022): 106636.
"Information Asymmetry and the Impact of Seasoned Equity Offerings on Stock Liquidity." In 38ème Colloque International de l’Association Française de Finance. Saint-Malo, France, 2022.
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