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Barras, Laurent's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
5,422 |
Total
Citations
74 |
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1.
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Barras, Laurent
McGill University - Desautels Faculty of Management Scaillet , O.
University of Geneva - HEC Wermers, Russ
University of Maryland - Robert H. Smith School of Business
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05 Mar 08
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Last Revised:
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03 Feb 11
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4,120
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Mutual Fund Performance, Multiple-Hypothesis Test, Luck, False Discovery Rate
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How to Diversify Internationally? A Comparison of Conditional and Unconditional Asset Allocation Methods
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Barras, Laurent
McGill University - Desautels Faculty of Management Isakov , Dušan
University of Fribourg (Switzerland) - Faculty of Economics and Social Science
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Posted:
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02 Mar 02
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Last Revised:
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23 Dec 05
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610
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Barras, Laurent
McGill University - Desautels Faculty of Management Isakov , Dušan
University of Fribourg (Switzerland) - Faculty of Economics and Social Science
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Isakov , Dušan
University of Fribourg (Switzerland) - Faculty of Economics and Social Science Barras, Laurent
McGill University - Desautels Faculty of Management
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610
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portfolio management, international diversification, asset pricing models, conditioning information
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Hedge Fund Return Predictability Under the Magnifying Glass
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Avramov, Doron
Hebrew University of Jerusalem Barras, Laurent
McGill University - Desautels Faculty of Management Kosowski, Robert
Imperial College Business School
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Posted:
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01 Aug 10
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Last Revised:
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26 Mar 12
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508
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Avramov, Doron
Hebrew University of Jerusalem Barras, Laurent
McGill University - Desautels Faculty of Management Kosowski, Robert
Imperial College Business School
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Hedge Fund Performance, Return Predictability, Combination Forecasts
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Avramov, Doron
Hebrew University of Jerusalem Barras, Laurent
McGill University - Desautels Faculty of Management Kosowski, Robert
Imperial College Business School
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01 Aug 10
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Last Revised:
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13 Feb 12
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508
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Hedge Fund Performance, Return Predictability, Combination Forecasts
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4.
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Barras, Laurent
McGill University - Desautels Faculty of Management
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17 Jan 11
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Last Revised:
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12 Feb 13
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124
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Factor-Timing, Asset-Selectivity, Forecast Persistence, Estimation Risk, Trading Costs
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Barras, Laurent
McGill University - Desautels Faculty of Management
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Conditional Asset Allocation, Predictability, Specification Uncertainty, Performance Measurement
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6.
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Barras, Laurent
McGill University - Desautels Faculty of Management
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28
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