Articles

• Active Portfolio Management with Conditional Tracking Error
• Bank Acquisitiveness and Financial Crisis Vulnerability
• Is Macroeconomic Announcement News Priced?

Focus On

• Basel III and Bank Liquidity Creation

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

• Determinants of the Financial Performance of Major European Banks
• Market Risk Measurement Models: Estimation of Volatility and Correlation
• Stock Index Futures Dynamics : Evidence from France
• Herding in French Stock Markets: Empirical Evidence from Equity Mutual Funds
• Microfinance Institutions Ratings: The Influence of Board Characteristics

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

Articles

• Scrutinizing Portfolio Strategies And Asset Pricing Models: The French Case
• Why Do Banks Hold Cash?
• Pricing of Internet Companies: Financial and Non-financial Value Drivers

Focus On

• Long Term Savings Performances: The 40 Year Track Record of Afer Funds

Articles

• Purchasing an Annuity: Now or Later? The Role of Interest Rates
• Does Corporate Social Performance Really Improve Corporate Financial Performance?
• Does the Market Value the Social Dimension? International Evidence
• When Financial Derivatives can be Applied to the Real Economy – The Case of Exotic Options in Corporate Finance

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

• Headquarters’ Control Capacity and the Choice of R&D Organizational Forms Abroad
• Equity Market Comovements and Financial Contagion: a Study of Latin America and the United States
• The Financial Volatility of Islamic Banks during the Subprime Crisis
• What Drives Stock Return Commonalities?
• Is there a “good” Measure of Market Risk during a Financial Crisis?

Articles

Spillover effects pf stock markets volatility, and financial contagion : evidence from european sovereign debt crisis.

The determinants of the foreign currency heddging strategies.

An examination of the impact of the EU BAN on naked purchases of sovereign credit default swaps.

Focus On

• The myth of CAC40 hight volatility in the 2010s

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

• Expected Credit Loss vs. Credit Value Adjustment: A Comparative Analysis
• Analyst Earnings Forecasts, Individual Investors’ Expectations and Trading Volume
• Changing Dynamic Relationships between Stock and Bond Markets in Crises
• Do Regulatory and Supervisory Reforms Affect European Bank Stability