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laurent barras
laurent barras
Professor of Finance, University of Luxembourg
Verified email at uni.lu - Homepage
Title
Cited by
Cited by
Year
False discoveries in mutual fund performance: Measuring luck in estimated alphas
L Barras, O Scaillet, R Wermers
The journal of finance 65 (1), 179-216, 2010
10292010
Hedge fund return predictability under the magnifying glass
D Avramov, L Barras, R Kosowski
Journal of Financial and Quantitative Analysis 48 (4), 1057-1083, 2013
792013
Does variance risk have two prices? Evidence from the equity and option markets
L Barras, A Malkhozov
Journal of Financial Economics 121 (1), 79-92, 2016
732016
Skill, scale, and value creation in the mutual fund industry
L Barras, P Gagliardini, O Scaillet
The Journal of Finance 77 (1), 601-638, 2022
452022
A large-scale approach for evaluating asset pricing models
L Barras
Journal of Financial Economics 134 (3), 549-569, 2019
242019
Reassessing false discoveries in mutual fund performance: Skill, luck, or lack of power? A reply
L Barras, O Scaillet, R Wermers
Journal of Finance, Forthcoming, Swiss Finance Institute Research Paper, 2019
182019
International conditional asset allocation under specification uncertainty
L Barras
Journal of Empirical Finance 14 (4), 443-464, 2007
92007
How to diversify internationally? A comparison of conditional and unconditional asset allocation methods
D Isakov, L Barras
A Comparison of Conditional and Unconditional Asset Allocation Methods …, 2003
82003
Hedge fund performance under misspecified models
D Ardia, L Barras, P Gagliardini, O Scaillet
Swiss Finance Institute, 2020
22020
Why Do Homeowners Invest the Bulk of Their Wealth in Their Home?
L Barras, S Betermier
Available at SSRN 2776350, 2020
12020
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Articles 1–10