Bastien Drut

Université Libre de Bruxelles (ULB) - Solvay Brussels School of Economics and Management

19 Av Franklin Roosevelt

1050

Brussels

Belgium

Université Paris Ouest - Nanterre, La Défense - EconomiX

200 Avenue de la République

Nanterre cedex, Nanterre Cedex 92000

France

SCHOLARLY PAPERS

2

DOWNLOADS

311

CITATIONS
Rank 47,749

SSRN RANKINGS

Top 47,749

in Total Papers Citations

6

Scholarly Papers (2)

1.

Assessing Portfolio Efficiency Tests: Theory, Simulations, and Applications

Number of pages: 29 Posted: 08 Mar 2011 Last Revised: 14 Mar 2011
Amundi Asset Management, Université Libre de Bruxelles (ULB) - Solvay Brussels School of Economics and Management, EconomiX-CNRS, University of Paris Ouest, Université Libre de Bruxelles - SBS-EM, CEB and Université Libre de Bruxelles, Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB) & CERMi
Downloads 237 (127,387)

Abstract:

Loading...

Efficient Portfolio, Mean-Variance Efficiency, Efficiency Test

2.

Sovereign Bonds and Socially Responsible Investment

CEB Working Paper No. 09/014
Number of pages: 32 Posted: 01 Dec 2009
Bastien Drut
Université Libre de Bruxelles (ULB) - Solvay Brussels School of Economics and Management
Downloads 74 (315,412)
Citation 6

Abstract:

Loading...

Extra-financial Ratings, Mean-variance Efficiency, Portfolio Selection, Responsible Investing, Socially Responsible Investment, Sovereign Bonds, Spanning Tests