Archives

Articles

• How Risky are Low-Risk Hedge Funds?
• Hedge Funds Managerial Skill Revisited: A Quantile Regression Approach
• Multi-Asset Seasonality and Trend-Following Strategies
• New Insight on the Performance of Equity Long/short Investment Styles

• Editorial

Articles

• Ownership Concentration, Board Structure and Credit Risk: The Case of MENA Banks
• Market Efficiency and Crises: Don’t Throw the Baby out with the Bathwater
• Mass Customization in Life-Cycle Investing Strategies with Income Risk

Focus On

• Currency Turmoil in an Unbalanced World Economy

Articles

• Could French and Eurozone Savers Invest More in Risky Assets?
• Introducing Expected Returns into Risk Parity Portfolios: A New Framework for Asset Allocation
• Robust Portfolio Protection: A Scenarios-based Approach

Focus On

• Financial Regulations and Procyclicality

Articles

• French Retail Financial Structured Products: A Typology and Assessment of Their Fair Pricing
• Conflict of Interest between Investors and Financial Advisers
• Reforming the Structures of the EU Banking Sector: Risks and Challenges
• Managerial Myopia: Do Managers Privilege Short-term Decisions or Value Creation?

• Long-term Portfolio Allocation Based on Long-term Macro Forecasts
• Projecting Pension Outcomes at Retirement – Towards an Industry Reporting Standard
• Economic-financial Literacy and (Sustainable) Pension Reforms
• Cyclicality and Term Structure of Value-at-Risk within a Threshold Autoregression Setup

Articles

• Testing the Profitability of Contrarian Trading Strategies Based on the Overreaction Hypothesis
• Evaluating UCITS Compliant Hedge Fund Performance
• Do Cooperative Banks Have Greater Market Power?
• In which Media are Analysts’ Recommendations most Followed?

Articles

• Is Rating Associated with Better Retail Funds’ Performance in Changing Market Conditions?
• Estimation Risk versus Optimality Risk:
• The Trading Performance of Individual Investors
• Cash Holdings, Working Capital and Firm Value:

Articles

• What Maximum Fees Should Investors Pay to Active Fund Managers?
• How does the Market Price of the Corporate Sponsor React to Socially Responsible Fund Introductions?
• Pricing, Hedging and Assessing Risk in a General Lévy Context
• The Performance Implications of Business Group Affi liation for Small Businesses

• Introducing to Risk Parity and Budgeting

The Paulson Plan: Who Are the Winners?

• A Partial Equilibrium Model of the Convenience Yield Risk Premium of Storable Commodities
• Raising Companies’ Profi le with Corporate Social Performance
• Does Employee Ownership Really Boost Performance?

• Islamic Equity Indices: Insight and Comparison with Conventional Counterparts

• Market microstructure in practice

Articles

• Alpha or not Alpha: The Case of the Hedge Fund Industry
• What Happens “Before the Birth” and “After the Death” of a Hedge Fund?
• Hedge Fund Managers: Luck and Dynamic Assessment
• A Time-Varying Performance Evaluation of Hedge Fund Strategies through Aggregation
• Detecting Early Warnings for Hedge Fund Contagion
• Edito

Articles

• Editor’s letter
• HFT and Market Quality
• On the Financial Performance of Socially Responsible Investments
• Pension Reform in The Netherlands: Attractive Options for other Countries?
• French Pensions Framework in an International Perspective
• Optimal Asset Allocation for Sovereign Wealth Funds: Theory and Practice
• Asset Class Liquidity Risk