selected publications

• academic article

  • What correlation does not tell you about hedge funds: A factor approach to hedge fund correlations.  Journal of Derivatives & Hedge Funds.  14:90-101. 2008
  • Fat Tail Risk in Portfolios of Hedge Funds and Traditional Investments.  SSRN Electronic Journal.  2004
  • Long-Run Abnormal Stock Performance: Some Additional Evidence.  SSRN Electronic Journal.  2003
  • Volatility in Emerging Stock Markets Revisited.  SSRN Electronic Journal.  2002
  • Industries, Business Cycle and Profitability of Momentum Strategies: An International Perspective.  SSRN Electronic Journal.  2001
  • Who Are the Best? Local Versus Foreign Analysts on Latin American Stock Markets.  SSRN Electronic Journal.  2001
  • Contrarian Strategies and Cross-Autocorrelations in Stock Returns: Evidence From France.  SSRN Electronic Journal.  1998

• blog posting

  • Valuation Effects of Listing on a More Prominent Segment of the Stock Market: Evidence from France.  SSRN Electronic Journal. 2003