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The asymmetric impact of portfolio mix on bank performance over the business cycle : U.S. and Canadian evidence
Calmès, Christian; Théoret, Raymond - In: Review of economics & finance 6 (2016) 2, pp. 57-74
Persistent link: https://www.econbiz.de/10011492625
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Bank fee-based shocks and the U.S. business cycle
Calmès, Christian; Théoret, Raymond - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-19
Persistent link: https://www.econbiz.de/10012658783
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The procyclicality of hedge fund alpha and beta
Racicot, François-Éric; Théoret, Raymond - In: Journal of derivatives & hedge funds 19 (2013) 2, pp. 109-128
Persistent link: https://www.econbiz.de/10010209488
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Conditional financial models and the alpha puzzle : a panel study of hedge fund returns
Racicot, François-Éric; Théoret, Raymond - In: The journal of wealth management 11 (2008/09) 2, pp. 59-77
Persistent link: https://www.econbiz.de/10003816000
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An essay on stochastic volatility and the yield curve
Théoret, Raymond; Rostan, Pierre; El-Moussadek, Abdeljalil - In: Advances in risk management, (pp. 86-106). 2007
Persistent link: https://www.econbiz.de/10003401591
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The q-factor and the Fama and French asset pricing models : hedge fund evidence
Gregoriou, Greg N.; Racicot, François-Éric; Théoret, … - In: Managerial finance 42 (2016) 12, pp. 1180-1207
Persistent link: https://www.econbiz.de/10011572944
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The response of hedge fund tail risk to macroeconomic shocks : a nonlinear VAR approach
Gregoriou, Greg N.; Racicot, François-Éric; Théoret, … - In: Economic modelling 94 (2021), pp. 843-872
Persistent link: https://www.econbiz.de/10012695357
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Hedge fund return higher moments over the business cycle
Racicot, François-Éric; Théoret, Raymond - In: Economic modelling 78 (2019), pp. 73-97
Persistent link: https://www.econbiz.de/10012198849
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Multi-moment risk, hedging strategies, & the business cycle
Racicot, François-Éric; Théoret, Raymond - In: International review of economics & finance : IREF 58 (2018), pp. 637-675
Persistent link: https://www.econbiz.de/10012034253
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Testing the new Fama and French factors with illiquidity : a panel data investigation
Racicot, François-Éric; Rentz, William F.; Théoret, … - In: Finance : revue de l'Association Française de Finance 39 (2018) 3, pp. 45-102
Persistent link: https://www.econbiz.de/10012025798