Dušan Isakov

University of Fribourg - Faculty of Economics and Social Science

Fribourg, CH 1700

Switzerland

  • University of Fribourg - Faculty of Economics and Social Science

SCHOLARLY PAPERS

22

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143

Scholarly Papers (22)

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1.

Technical Analysis with a Long Term Perspective: Trading Strategies and Market Timing Ability

Downloads 2,231 ( 5,895)
Citation 1

Technical Analysis with a Long Term Perspective: Trading Strategies and Market Timing Ability

International Conference of the French Finance Association (AFFI), May 11-13, 2011
Number of pages: 43 Posted: 09 May 2011 Last Revised: 12 Aug 2011
Dušan Isakov and Didier Marti
University of Fribourg - Faculty of Economics and Social Science and University of Fribourg - Faculty of Economics and Social Science
Downloads 2,206 (5,891)
Citation 1

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Technical trading, Moving average rules, Options, Forecasting, Leverage, Market timing

Technical Analysis with a Long-Term Perspective: Trading Strategies and Market Timing Ability

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 41 Posted: 17 Sep 2011
Dušan Isakov and Didier Marti
University of Fribourg - Faculty of Economics and Social Science and University of Fribourg - Faculty of Economics and Social Science
Downloads 25 (501,622)

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Technical Trading, Moving Average, Forecasting, Leverage, Market Timing

2.

Industries, Business Cycle and Profitability of Momentum Strategies: An International Perspective

EFMA 2001 Lugano Meetings
Number of pages: 31 Posted: 24 Mar 2001
Jean-Francois Bacmann, Michel Dubois and Dušan Isakov
RMF Investment Management, University of Neuchatel - Institute of Financial Analysis and University of Fribourg - Faculty of Economics and Social Science
Downloads 1,476 (11,699)
Citation 4

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3.

Application of Simple Technical Trading Rules to Swiss Stock Prices: Is it Profitable?

Number of pages: 23 Posted: 25 May 2006
Dušan Isakov and Marc Hollistein
University of Fribourg - Faculty of Economics and Social Science and Banque Cantonale de Genève (Deceased)
Downloads 680 (36,639)
Citation 20

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4.

How to Diversify Internationally? A Comparison of Conditional and Unconditional Asset Allocation Methods

Downloads 652 ( 38,683)

How to Diversify Internationally? A Comparison of Conditional and Unconditional Asset Allocation Methods

EFMA 2002 London Meeting
Number of pages: 25 Posted: 02 Mar 2002
Dušan Isakov and Laurent Barras
University of Fribourg - Faculty of Economics and Social Science and McGill University - Desautels Faculty of Management
Downloads 652 (38,117)
Citation 11

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portfolio management, international diversification, asset pricing models, conditioning information

How to Diversify Internationally? A Comparison of Conditional and Unconditional Asset Allocation Methods

Financial Markets and Portfolio Management, Vol. 17, No. 2, pp. 194-212, 2003
Posted: 12 Sep 2005
Laurent Barras and Dušan Isakov
McGill University - Desautels Faculty of Management and University of Fribourg - Faculty of Economics and Social Science

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5.

Family Ownership, Multiple Blockholders and Firm Performance

Paris December 2009 Finance International Meeting AFFI - EUROFIDAI
Number of pages: 32 Posted: 09 Oct 2009
Dušan Isakov and Jean-Philippe Weisskopf
University of Fribourg - Faculty of Economics and Social Science and Ecole hôtelière de Lausanne
Downloads 588 (44,494)
Citation 3

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family firms, ownership structure, corporate governance

6.

The Determinants of Stock Returns in a Small Open Economy

EFMA 2003 Helsinki Meetings
Number of pages: 31 Posted: 06 May 2003
Severine Cauchie, Martin Hoesli and Dušan Isakov
University of Geneva - Geneva Finance Research Institute (GFRI), University of Geneva - Geneva School of Economics and Management (GSEM) and University of Fribourg - Faculty of Economics and Social Science
Downloads 521 (51,871)
Citation 12

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Statistical APT; Macroeconomic APT; Market integration; Risk factors

7.

Is Beta Still Alive? Conclusive Evidence from the Swiss Stock Market

Number of pages: 22 Posted: 26 May 2006
Dušan Isakov
University of Fribourg - Faculty of Economics and Social Science
Downloads 423 (67,156)
Citation 10

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capital asset pricing model, risk, stock market

8.

Repurchasing Shares on a Second Trading Line

FAME Working Paper No. 162
Number of pages: 42 Posted: 04 Jan 2006 Last Revised: 14 Mar 2013
Christophe Perignon, Dennis Y. Chung and Dušan Isakov
HEC Paris - Finance Department, Simon Fraser University and University of Fribourg - Faculty of Economics and Social Science
Downloads 412 (69,338)
Citation 7

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Share Repurchases, Disclosure Environment, Information Asymmetry, Liquidity

9.

Portfolio Diversification in Europe

FAME Working Paper No. 86
Number of pages: 47 Posted: 23 Jul 2003
Kpate Adjaoute, Jean-Pierre Danthine and Dušan Isakov
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne), University of Lausanne - Institute of Banking and Finance (IBF) and University of Fribourg - Faculty of Economics and Social Science
Downloads 381 (75,993)
Citation 15

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Risk sharing, Portfolio holdings, financial market integration, cross sectional dispersion

10.

Are Practitioners Right? On the Relative Importance of Industrial Factors in International Stock Returns

EFMA 2002 London Meetings; HEC-Geneve Working Paper
Number of pages: 22 Posted: 02 Mar 2002
Dušan Isakov and Frederic Sonney
University of Fribourg - Faculty of Economics and Social Science and University of Neuchatel and SFI (FAME)
Downloads 366 (79,673)
Citation 24

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International stock markets, industries, global factors, diversification

11.

Improving Portfolio Performance with Option Strategies: Evidence from Switzerland

Downloads 359 ( 81,460)

Improving Portfolio Performance with Option Strategies: Evidence from Switzerland

Number of pages: 34 Posted: 26 May 2006
Dušan Isakov and Bernard Morard
University of Fribourg - Faculty of Economics and Social Science and HEC, University of Geneva
Downloads 359 (80,820)
Citation 8

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Improving Portfolio Performance with Option Strategies: Evidence from Switzerland

European Financial Management, Vol 7, No 1, March, 2001
Posted: 14 Aug 2000
Dušan Isakov and Bernard Morard
University of Fribourg - Faculty of Economics and Social Science and HEC, University of Geneva

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Covered Call Options, Portfolio Management, Stochastic dominance

12.

Are Founding Families Special Blockholders? - An Investigation of Controlling Shareholder Influence on Firm Performance

SES Working Paper No. 428
Number of pages: 42 Posted: 23 Aug 2012 Last Revised: 25 Apr 2014
Dušan Isakov and Jean-Philippe Weisskopf
University of Fribourg - Faculty of Economics and Social Science and Ecole hôtelière de Lausanne
Downloads 308 (96,738)
Citation 8

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founding family firm, active management, founder, ownership structure, firm performance, contestability

13.

Evolution of Market Uncertainty Around Earnings Announcements

Number of pages: 24 Posted: 07 Jun 2006
Dušan Isakov and Christophe Perignon
University of Fribourg - Faculty of Economics and Social Science and HEC Paris - Finance Department
Downloads 247 (122,153)
Citation 26

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implied volatility, earnings announcements, leverage effect

14.

Pay-Out Policies in Founding Family Firms

SES Working Paper No. 443
Number of pages: 35 Posted: 08 May 2011 Last Revised: 03 May 2014
Dušan Isakov and Jean-Philippe Weisskopf
University of Fribourg - Faculty of Economics and Social Science and Ecole hôtelière de Lausanne
Downloads 232 (130,144)
Citation 3

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founding family firms, dual-class shares, payout policy, dividends, share repurchases, minority shareholders, private benefits

15.

Les Rachats d'Actions en Suisse: Objectifs, Conséquences et Pratiques

Number of pages: 51 Posted: 12 Jun 2009
Pierre-André Dumont and Dušan Isakov
affiliation not provided to SSRN and University of Fribourg - Faculty of Economics and Social Science
Downloads 197 (152,035)

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Share repurchases, taxes, EPS increase, institutional framework, Switzerland

16.

The Optimal Strategy of the Initial Bidder in Takeover Contests: Theory and Empirical Evidence

Number of pages: 30 Posted: 19 Jun 2006
Dušan Isakov and Philippe Cornu
University of Fribourg - Faculty of Economics and Social Science and HEC, University of Geneva, Switzerland
Downloads 144 (199,597)

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Takeovers, Competitive bidding, Bid premium

17.

Analyse des rémunérations des dirigeants de sociétés suisses cotées en bourse entre 2007 et 2012 (Analysis of the Executive Compensation of Swiss Listed Companies Between 2007 and 2012)

SES Working Paper No. 449
Number of pages: 27 Posted: 07 May 2014
Dušan Isakov and Simone Parietti
University of Fribourg - Faculty of Economics and Social Science and University of Fribourg - Faculty of Economics and Social Science
Downloads 130 (216,689)

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Rémunérations, dirigeants, performance, bonus, actions, options, rapports annuels, base de données

18.

On the Dynamic Interdependence of International Stock Markets: A Swiss Perspective

Number of pages: 33 Posted: 26 May 2006
Christophe Perignon and Dušan Isakov
HEC Paris - Finance Department and University of Fribourg - Faculty of Economics and Social Science
Downloads 130 (216,689)
Citation 4

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19.

The Deterring Role of the Medium of Payment in Takeover Contests: Theory and Evidence from the UK

Number of pages: 27 Posted: 26 Jun 2000
Philippe Cornu and Dušan Isakov
HEC, University of Geneva, Switzerland and University of Fribourg - Faculty of Economics and Social Science
Downloads 78 (305,861)
Citation 4

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Takeover, Competition, Medium of Payment

20.

Founding Family Ownership, Stock Market Returns, and Agency Problems

Working Paper SES no 490
Number of pages: 57 Posted: 29 Nov 2017 Last Revised: 19 Jul 2019
Nicolas Eugster and Dušan Isakov
Catholic University of Lille - IESEG School of Management and University of Fribourg - Faculty of Economics and Social Science
Downloads 74 (317,812)

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family firm; ownership structure; earnings surprise; market efficiency

21.

What If Dividends Were Tax‐Exempt? Evidence from a Natural Experiment

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 43 Posted: 04 Jun 2018 Last Revised: 16 May 2019
Dušan Isakov, Christophe Perignon and Jean-Philippe Weisskopf
University of Fribourg - Faculty of Economics and Social Science, HEC Paris - Finance Department and Ecole hôtelière de Lausanne
Downloads 63 (343,774)

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corporate taxes, dividends, pay-outs, investment, real effects

22.

The Deterring Role of the Medium of Payment in Takeover Contests: Theory and Evidence from the U.K.

European Financial Management, Vol. 6, No. 4, pp. 423-440, 2000
Posted: 07 Jul 2006
Dušan Isakov and Philippe Cornu
University of Fribourg - Faculty of Economics and Social Science and HEC, University of Geneva, Switzerland

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Takeover, competition, medium of payment