Serge Darolles

Discipline

Economies et finances (10) Gestion et management (6)

Type de document

Colloques et conférences (11) Articles (8) Prépublication (1)

Co-auteur

Date

Source

Mot-clé

effet (14) administration (13) papier (13) modèle (13) State, The (13) Political science (13) Paper (13) Management (13) Example (13) Administrative law (13) Administration of estates (13) Administration (13) Administration (13) Investments (12) Models (12) marché (10) Finance (10) état (9) spectacle (9) risque (9) Treatment (9) Risk (9) Markets (9) Econometrics (8) Diffusion processes (8) Securities (7) Space (7) investissement (6) gestion du risque (6) Risk management (6)

Documents écrit par Serge Darolles (20) | parle de Serge Darolles (0)

Understanding the effect of ESG scores on stock returns using mediation theory
Serge Darolles et al.
Who can better push firms to go "green"? A look at ESG effects on stock returns
Serge Darolles et al. (5 juin 2023)
Private equity fund performance around the world
Sara Ain Tommar et al.
Timing the Size Risk Premia
Serge Darolles et al. (2022)
Timing the Size Risk Premia
Serge Darolles et al. (2022)
Bivariate integer-autoregressive process with an application to mutual fund flows
Serge Darolles et al. (2019)
Asymptotics of Cholesky GARCH Models and Time-Varying Conditional Betas
Serge Darolles et al.
Is destiny worth the Distance? On Private Equity in Emerging Markets
Sara Ain Tommar et al. (23 nov. 2018)
Asymptotics of Cholesky GARCH models and time-varying conditional betas
Serge Darolles et al.
Permanent capital, permanent struggle? New evidence from listed private equity
Serge Darolles et al.
Asymptotics of Cholesky GARCH models and time-varying conditional betas
Serge Darolles et al.
Introduction to the special issue on recent developments in Financial Econometrics
Serge Darolles et al.
Liquidity risk and contagion for liquid funds
Serge Darolles et al.
Contagion Analysis In The Banking Sector
Serge Darolles et al.
Trading volume and Arbitrage
Serge Darolles et al. (2014)
Survival of Hedge Funds: Frailty vs Contagion
Serge Darolles et al.
Liquidity Contagion. The Emerging Sovereign Debt Markets example
Serge Darolles et al.
Liquidity Contagion. The Emerging Sovereign Debt Markets example
Serge Darolles et al.
Reducing the risk of VWAP orders execution - A new approach to modeling intra-day volume
Jedrzej Bialkowski et al. (2012)
Nouvelles techniques de gestion et leur impact sur la volatilité
Serge Darolles et al. (2004)