Style management in equity country allocation
S Desrosiers, JF L'Her, JF Plante - Financial Analysts Journal, 2004 - Taylor & Francis
Strategies that entailed country selection based on relative strength (momentum) posted
significant market risk–adjusted returns over the past 30 years, but relative-value strategies …
significant market risk–adjusted returns over the past 30 years, but relative-value strategies …
Revealing the bovine embryo transcript profiles during early in vivo embryonic development
M Vallée, I Dufort, S Desrosiers, A Labbe… - …, 2009 - rep.bioscientifica.com
Gene expression profiling is proving to be a powerful approach for the identification of
molecular mechanisms underlying complex cellular functions such as the dynamic early …
molecular mechanisms underlying complex cellular functions such as the dynamic early …
Residual income approach to equity country selection
S Desrosiers, N Lemaire, JF L'Her - Financial Analysts Journal, 2007 - Taylor & Francis
The predictive power for country selection of expected returns estimated through the residual
income model is examined through analysis of 19 developed-country indices for 1988–…
income model is examined through analysis of 19 developed-country indices for 1988–…
Les hedge funds ont‐ils leur place dans un portefeuille institutionnel canadien?
S Desrosiers, C Isabelle, JF L'Her - Canadian Journal of …, 2003 - Wiley Online Library
This article examines the return and risk of hedge funds (HF), and their correlations with
traditional asset classes for the 1990-2002 period. Eficient frontiers resulting from optimizations …
traditional asset classes for the 1990-2002 period. Eficient frontiers resulting from optimizations …
Révision à la baisse de la prime sur les actions au Canada
M Rochon, S Desrosiers, JF L'Her - L'Actualité économique, 2004 - erudit.org
Le rendement historique excédentaire moyen des marchés boursiers par rapport aux obligations
gouvernementales a été de 4,5 % au Canada durant le xx e siècle. Contrairement à la …
gouvernementales a été de 4,5 % au Canada durant le xx e siècle. Contrairement à la …
[PDF][PDF] Style timing in emerging markets
S Desrosiers, M Kortas, JL Her… - Journal of …, 2006 - gyanresearch.wikidot.com
During the 1990s, capital flows to emerging markets increased dra-matically due principally
to the structural changes and econoniic liberalization that took place in many of these …
to the structural changes and econoniic liberalization that took place in many of these …
Importance of style diversification for equity country selection
S Desrosiers, JF L'Her, JF Plante - Journal of Asset Management, 2007 - Springer
Country selection strategies based on an individual fundamental (momentum) variable
result in significant (nonsignificant) market risk-adjusted returns over the January 1988–July …
result in significant (nonsignificant) market risk-adjusted returns over the January 1988–July …
Répartition de l'actif d'un portefeuille d'actions internationales et exposition au risque de change
S Desrosiers, JF L'Her, M Xuan - L'Actualité économique, 2002 - erudit.org
Cet article présente un cadre d’analyse général du problème double de la décision de
répartition de l’actif d’un portefeuille d’actions internationales à travers les marchés boursiers et …
répartition de l’actif d’un portefeuille d’actions internationales à travers les marchés boursiers et …
Analyse comparative des ARN messagers présents lors du développement embryonnaire bovin in vivo versus in vitro
S Desrosiers - 2010 - library-archives.canada.ca
La production d'embryons in vitro permet d'augmenter rapidement le potentiel génétique
des troupeaux laitiers et/ou bovins du Québec. Malheureusement, cette technique n'est pas …
des troupeaux laitiers et/ou bovins du Québec. Malheureusement, cette technique n'est pas …
[PDF][PDF] Stratégies de momentum sectoriel au Canada
S Desrosiers, JF L Her, MY Tnani - ACTUALITE ECONOMIQUE, 2002 - core.ac.uk
Momentum strategies based on TSE 300 sector indices have been profitable over the 1962-2000
period, especially for six-month formation and holding horizons. The risk decreases …
period, especially for six-month formation and holding horizons. The risk decreases …