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  • Comparing the Value Relevance of Earnings and Book Value in IFRS and GAAP Standards
  • Credit Risk Evaluation: The Econometric vs the Structural Approach
  • The Fund Synthetic Index: An Alternative Benchmark for Mutual Funds
  • Corporate Governance and Performance of French Listed Companies

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  • Symmetric vs. Downside Risk Measures in Portfolio Decisions
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  • Stress Testing with a Credit Risk Model
  • How Many Banks does it Take to Lend? Empirical Evidence from Europe
  • Diversification Portfolio Strategies and Financial Integration: Toward a European Capital Market?
  • Risk Management of CPPI Funds in Switching Regime Markets

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  • Why do Firms go private? Motivations, Performance and International Issues
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  • CEO Compensation and Managerial Performance: An Analysis of US Non-Financial Firms
  • Calendar Spreads in Commodity Futures Markets, Risk Premium and the Convenience Yield
  • Hedge Fund Returns and Factor Models: A Cross Section Approach

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  • A New Classifi cation of Exotic Options
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  • SME Reliance on Bank Debt in France
  • Real Estate Brokers: Do they Infl ate Housing Prices?
  • Capital Structure Determinants and Convergence

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  • Bank Transparency: a Microeconomic and Macroeconomic Assessment

  • How do oil prices affect stock returns in GCC markets? An asymmetric cointegration approach
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  • Passive Investing before and after the Crisis: Investors’ views on exchange-traded funds and competing index products
  • Stock Volatility, Institutional Ownership and Analyst Coverage
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  • VaR and Omega Measures for Hedge Funds Portfolios: A Copula Approach

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