Desmarais Faculty Scholar Awards reward leading finance research

Published: 22 November 2021

First awarded in 2007 and generously supported by Paul Desmarais, Jr., the Desmarais Faculty Scholar Awards are given in three year cycles to leading Desautels finance researchers.

The rise of passive fund investments

Published: 5 August 2021

Professor Laurent Barras joins the hosts of RikaTillsammans, a Swedish podcast and video series that provides followers with weekly financial insights. In this episode, Professor Barras discusses...

Celebrating excellence in teaching at Desautels

Published: 11 June 2021

Across programs and subject areas, the Desautels Faculty of Management recognizes the vital role that teaching plays in enriching the student experience and in inspiring the next generation of...

Announcing the Desautels Faculty Scholars

Published: 11 December 2018

The Faculty Research Workload Committee (RWC) has completed its review of applications submitted by tenured faculty to fill the currently vacant Faculty Scholar Award slots....

Tenure time

Published: 26 May 2016

Tenure is granted to professors and librarians in recognition of excellent performance – and is the University’s strongest guarantee of academic freedom in research, teaching, and service. The year...

"Hedge Fund Return Predictability Under the Magnifying Glass," Journal of Financial and Quantitative Analysis

Published: 17 January 2014

Authors: Avramov, Doron; Barras, Laurent; Kosowski, Robert Publication: Journal of Financial and Quantitative Analysis, August 2013 Abstract: 

And the Next Star Fund Manager Is…

Published: 21 January 2014

Finding a mutual-fund manager who can beat the market is tough. Winners flame out. Losers revive. The resurgent losers flame out again....

Approche toujours controversée

Published: 17 November 2014

Le débat continue de faire rage : l'anticipation des marchés, communément appelée «market timing», est-elle une approche payante ou au contraire, nuisible et dangereuse ? Les avis sont partagés. Il...


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