SZAFARZ Ariane
Working Paper
Working Paper 27.01.2022 Choice Overload participation and asset Allocation in French savings Plans

This paper employs administrative data from one of the largest plan providers in France to investigate the role of plan and default characteristics in affecting whether employees participate in the plan and whether they accept its default investment option.

More > 10 minutes
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Working Paper 13.05.2020 Did Globalization Kill Contagion?
42

Does financial globalization lead to contagion? We scrutinize linkages between international stock markets in a long historical perspective (1880-2014).

More > 10 minutes
  • 42
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Working Paper 19.05.2017 Factor Investing: The Rocky Road from Long-Only to Long-Short
12

This paper examines how restrictions on short positions affect the financial attractiveness of factor investing.

More > 10 minutes
  • 12
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Working Paper 18.10.2016 Factor-Based v. Industry-Based Asset Allocation: The Contest
10

This paper organizes a multi-trial contest opposing factor investing and sector investing.

More > 10 minutes
  • 10
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Working Paper 17.12.2015 Towards Greater Diversification in Central Bank Reserves
20

More > 10 minutes
  • 20
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Working Paper 15.03.2012 No contagion, only globalisation and flight to quality
12

In this article, tests for globalization and contagion are separated using an ex ante definition of crises, and contagion tests are neutralized with respect to globalization effects

More > 10 minutes
  • 12
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Working Paper 15.01.2012 Is the Market Portfolio Efficient? A New Test of Mean-Variance Efficiency when All Assets Are Risky
15

The market portfolio efficiency remains controversial.

More > 10 minutes
  • 15

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