PAPIERS


S. RAMOS (ESSEC)
"Lazy Investors, Lazy Fund Managers, Lousy Performance: Culture and Mutual Fund Management"

C.-O. AMÉDÉE-MANESME (U. Laval) 
"Unsmoothing Real Estate Returns: A Comparison of Methods Relative to Higher Moments"

M. BRIERE (Amundi) & A. SZAFARZ (ULB)
"Factor-Based vs. Industry-Based Asset Allocation: The Contest"

R. TÉDONGAP (ESSEC) 
"Downside Risk and the Cross-Section of Asset Returns"

Z. ILIEWA (Center for European Economic Research)
"Thinking About Prices vs. Thinking About Returns in Financial Markets"



L. LECESNE & A. RONCORONI (ESSEC)
"How Does Liquidity Affect Value, Risk, and Performance of Energy Equity Portfolios?"

D. MAILLARD (Amundi, Cnam)
"Tail Risk-Adjusted Sharpe Ratio"

Ch. DORION (HEC Montréal)
"Idiosyncratic Jump Risk Matters: Evidence from Equity Returns and Options"

J. ROMBOUTS (ESSEC)
"Pricing Individual Stock Options Using Both Stock and Market Index Information"

Th. RONCALLI (Amundi)
"Alternative Risk Premia: What Do We Know?"
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