Dušan Isakov

University of Fribourg (Switzerland) - Faculty of Management, Economics and Social Sciences

Fribourg, CH 1700

Switzerland

http://www3.unifr.ch/cgf/en/

  • University of Fribourg (Switzerland) - Faculty of Management, Economics and Social Sciences

SCHOLARLY PAPERS

24

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71

Scholarly Papers (24)

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1.

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

Downloads 2,729 ( 8,571)
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 (Switzerland) - Faculty of Management, Economics and Social Sciences and University of Fribourg - Faculty of Economics and Social Science
Downloads 2,672 (8,692)
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 (Switzerland) - Faculty of Management, Economics and Social Sciences and University of Fribourg - Faculty of Economics and Social Science
Downloads 57 (631,590)

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

2.

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

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 (Switzerland) - Faculty of Management, Economics and Social Sciences
Downloads 1,590 (20,144)
Citation 6

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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 (Switzerland) - Faculty of Management, Economics and Social Sciences and Banque Cantonale de Genève (Deceased)
Downloads 781 (55,807)
Citation 25

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4.

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 (Switzerland) - Faculty of Management, Economics and Social Sciences and EHL Hospitality Business School
Downloads 690 (65,750)
Citation 8

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family firms, ownership structure, corporate governance

5.

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

Downloads 687 (66,128)

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 (Switzerland) - Faculty of Management, Economics and Social Sciences and Universite du Luxembourg - Department of Finance
Downloads 687 (65,190)
Citation 10

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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
Universite du Luxembourg - Department of Finance and University of Fribourg (Switzerland) - Faculty of Management, Economics and Social Sciences

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6.

The Determinants of Stock Returns in a Small Open Economy

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 (Switzerland) - Faculty of Management, Economics and Social Sciences
Downloads 562 (85,107)
Citation 2

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Statistical APT; Macroeconomic APT; Market integration; Risk factors

7.

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 Pérignon, Dennis Y. Chung and Dušan Isakov
HEC Paris - Finance Department, Simon Fraser University and University of Fribourg (Switzerland) - Faculty of Management, Economics and Social Sciences
Downloads 457 (109,577)
Citation 3

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Share Repurchases, Disclosure Environment, Information Asymmetry, Liquidity

8.

Improving Portfolio Performance with Option Strategies: Evidence from Switzerland

Downloads 449 (111,768)

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 (Switzerland) - Faculty of Management, Economics and Social Sciences and HEC, University of Geneva
Downloads 449 (110,625)
Citation 6

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Improving Portfolio Performance with Option Strategies: Evidence from Switzerland

Posted: 14 Aug 2000
Dušan Isakov and Bernard Morard
University of Fribourg (Switzerland) - Faculty of Management, Economics and Social Sciences and HEC, University of Geneva

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Covered Call Options, Portfolio Management, Stochastic dominance

9.

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

Number of pages: 22 Posted: 26 May 2006
Dušan Isakov
University of Fribourg (Switzerland) - Faculty of Management, Economics and Social Sciences
Downloads 445 (112,973)
Citation 4

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capital asset pricing model, risk, stock market

10.

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

Number of pages: 22 Posted: 02 Mar 2002
Dušan Isakov and Frederic Sonney
University of Fribourg (Switzerland) - Faculty of Management, Economics and Social Sciences and University of Neuchatel and SFI (FAME)
Downloads 420 (120,912)
Citation 26

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International stock markets, industries, global factors, diversification

11.

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 (Switzerland) - Faculty of Management, Economics and Social Sciences
Downloads 411 (124,006)
Citation 9

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

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 (Switzerland) - Faculty of Management, Economics and Social Sciences and EHL Hospitality Business School
Downloads 364 (142,166)
Citation 9

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

13.

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

HEC Paris Research Paper No. FIN-2020-1381
Number of pages: 63 Posted: 04 Jun 2018 Last Revised: 27 Aug 2020
Dušan Isakov, Christophe Pérignon and Jean-Philippe Weisskopf
University of Fribourg (Switzerland) - Faculty of Management, Economics and Social Sciences, HEC Paris - Finance Department and EHL Hospitality Business School
Downloads 302 (173,538)
Citation 1

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

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 (Switzerland) - Faculty of Management, Economics and Social Sciences and EHL Hospitality Business School
Downloads 291 (180,461)
Citation 2

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

15.

Evolution of Market Uncertainty Around Earnings Announcements

Number of pages: 24 Posted: 07 Jun 2006
Dušan Isakov and Christophe Pérignon
University of Fribourg (Switzerland) - Faculty of Management, Economics and Social Sciences and HEC Paris - Finance Department
Downloads 273 (192,679)
Citation 22

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implied volatility, earnings announcements, leverage effect

16.

Chasing Dividends during the COVID-19 Pandemic

Working Paper SES no 520
Number of pages: 16 Posted: 27 Oct 2020
Nicolas Eugster, Dušan Isakov, Romain Ducret and Jean-Philippe Weisskopf
University of Queensland - Business School, University of Fribourg (Switzerland) - Faculty of Management, Economics and Social Sciences, University of Fribourg (Switzerland) - Faculty of Management, Economics and Social Sciences and EHL Hospitality Business School
Downloads 237 (221,474)

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COVID-19, dividend capture, price pressure, ex-dividend date, event study

17.

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 (Switzerland) - Faculty of Management, Economics and Social Sciences
Downloads 228 (229,944)

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

18.

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 (Switzerland) - Faculty of Management, Economics and Social Sciences and HEC, University of Geneva, Switzerland
Downloads 168 (302,622)

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Takeovers, Competitive bidding, Bid premium

19.

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 (Switzerland) - Faculty of Management, Economics and Social Sciences and University of Fribourg - Faculty of Economics and Social Science
Downloads 163 (310,537)

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

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: 17 Jan 2023
Nicolas Eugster and Dušan Isakov
University of Queensland - Business School and University of Fribourg (Switzerland) - Faculty of Management, Economics and Social Sciences
Downloads 155 (324,046)
Citation 4

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family firm; ownership structure; earnings surprise; market efficiency

21.

The Korea Discount and Chaebols

Number of pages: 53 Posted: 14 Aug 2020 Last Revised: 03 Aug 2021
Romain Ducret and Dušan Isakov
University of Fribourg (Switzerland) - Faculty of Management, Economics and Social Sciences and University of Fribourg (Switzerland) - Faculty of Management, Economics and Social Sciences
Downloads 143 (345,988)
Citation 2

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valuation, price-earnings ratio, business groups, emerging markets, Korea

22.

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

Number of pages: 33 Posted: 26 May 2006
Christophe Pérignon and Dušan Isakov
HEC Paris - Finance Department and University of Fribourg (Switzerland) - Faculty of Management, Economics and Social Sciences
Downloads 139 (353,751)
Citation 1

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23.

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 (Switzerland) - Faculty of Management, Economics and Social Sciences
Downloads 93 (472,661)
Citation 1

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Takeover, Competition, Medium of Payment

24.

Business Group Heterogeneity and Firm Outcomes: Evidence from Korean Chaebols

Working Paper SES no 531
Number of pages: 39 Posted: 11 May 2023
Romain Ducret and Dušan Isakov
University of Fribourg (Switzerland) - Faculty of Management, Economics and Social Sciences and University of Fribourg (Switzerland) - Faculty of Management, Economics and Social Sciences
Downloads 41 (714,118)

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Business groups, performance, financing policies, investment, Korea