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Laurent Barras news

Tenure time

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-long application process is a rigorous evaluation of performance. At its May 16, 2016, meeting, McGill’s Board of Governors granted tenure to the 50 people in the 2015-2016 tenure cohort. Forty-three Assistant Professors have been promoted to the rank of Associate Professor with Tenure: Desautels Faculty of Management

Published on : 26 May 2016

Does variance risk have two prices? Evidence from the equity and option markets

Authors: Barras, L., Malkhozov, A. Publication: Journal of Financial Economics  Abtract:

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Published on : 30 Mar 2016

Does variance risk have two prices? Evidence from the equity and option markets

Authors: Barras, L., Malkhozovb, A. Publication: Journal of Financial Economics Abstract:

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Published on : 04 Mar 2016

Approche toujours controversée

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 y a plusieurs définitions du market timing. Le plus fréquemment, le market timing consiste à «tenter de prédire la direction future du marché en ayant recours, le plus souvent, à des indicateurs techniques ou à des données économiques», comme l'indique le site Investopedia.

Published on : 17 Nov 2014

And the Next Star Fund Manager Is…

Finding a mutual-fund manager who can beat the market is tough. Winners flame out. Losers revive. The resurgent losers flame out again. No wonder low-cost index-based exchange-traded funds and mutual funds—which seek only to mimic the return of a designated slice of the market—have eclipsed actively managed funds as the investment of choice for many people. ... One problem: Over long periods, few fund managers continue to outperform, says Laurent Barras, a finance professor at McGill University in Montreal.

Published on : 21 Jan 2014

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

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

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Published on : 17 Jan 2014

MBA Programs Drawing More Applications in Quebec

Applications are up for MBA programs in Quebec, even as they have slowed in the U.S. RDI's business-news show reports on the situation, including interviews at Desautels Faculty of Management. Featured in the interview: Professor Laurent Barras, MBA students Annjulie Beaulieu Hebert, Jean-Philippe Dulude, and Alexis Pradie

Published on : 18 Oct 2012