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A large-scale approach for evaluating asset pricing models
Barras, Laurent - In: Journal of financial economics 134 (2019) 3, pp. 549-569
Persistent link: https://www.econbiz.de/10012168634
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Skill, Scale, and Value Creation in the Mutual Fund Industry
BARRAS, LAURENT; GAGLIARDINI, PATRICK; SCAILLET, OLIVIER - In: The Journal of Finance 77 (2021) 1, pp. 601-638
Persistent link: https://www.econbiz.de/10012810288
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International conditional asset allocation under specification uncertainty
Barras, Laurent - In: Journal of Empirical Finance 14 (2007) 4, pp. 443-464
Persistent link: https://www.econbiz.de/10005194327
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Does variance risk have two prices? Evidence from the equity and option markets
Barras, Laurent; Malkhozov, Aytek - In: Journal of financial economics 121 (2016) 1, pp. 79-92
Persistent link: https://www.econbiz.de/10011590676
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Skill, scale, and value creation in the mutual fund industry
Barras, Laurent; Gagliardini, Patrick; Scaillet, Olivier - In: The journal of finance : the journal of the American … 77 (2022) 1, pp. 601-638
Persistent link: https://www.econbiz.de/10012796523
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Is it alpha or beta? : decomposing hedge fund returns when models are misspecified
Ardia, David; Barras, Laurent; Gagliardini, Patrick; … - In: Journal of financial economics 154 (2024), pp. 1-21
Persistent link: https://www.econbiz.de/10015072088