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Details about Marie Brière

E-mail:
Homepage:http://www.solvay.edu/EN/Research/Bernheim/RsUnits_General.php?user=5055
Postal address:Investor Research Center Amundi 90 bd Pasteur 75015 Paris
Workplace:AMUNDI Asset Management
Paris Dauphine University
Centre Emile Bernheim, Solvay Brussels School of Economics and Management, Université Libre de Bruxelles (Free University of Brussels), (more information at EDIRC)

Access statistics for papers by Marie Brière.

Last updated 2015-12-14. Update your information in the RePEc Author Service.

Short-id: pbr176


Jump to Journal Articles Chapters

Working Papers

2015

  1. Factor-Based v. Industry-Based Asset Allocation: The Contest
    Working Papers CEB, ULB -- Universite Libre de Bruxelles Downloads
  2. Towards Greater Diversification in Central Bank Reserves
    EconomiX Working Papers, University of Paris Nanterre, EconomiX Downloads
    Also in Working Papers CEB, ULB -- Universite Libre de Bruxelles (2015) Downloads

2014

  1. Does Commercial Microfinance Belong to the Financial Sector? Lessons from the Stock Market
    Working Papers CEB, ULB -- Universite Libre de Bruxelles Downloads
    See also Journal Article in World Development (2015)
  2. Pension Regulation and Investment Performance: Rule-Based vs. Risk-Based
    Post-Print, HAL
    Also in Post-Print, HAL (2013)

2013

  1. Hedging inflation risk in a developing economy: The case of Brazil
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (1)
    See also Journal Article in Research in International Business and Finance (2013)
  2. Virtual Currency, Tangible Return: Portfolio Diversification with Bitcoin
    Working Papers CEB, ULB -- Universite Libre de Bruxelles Downloads View citations (24)

2012

  1. Inflation and Individual Equities
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (9)
  2. Is the Market Portfolio Efficient? A New Test of Mean-Variance Efficiency when All Assets Are Risky
    Working Papers CEB, ULB -- Universite Libre de Bruxelles Downloads View citations (5)
    See also Journal Article in Finance (2013)
  3. No Contagion, only Globalization and Flight to Quality
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (42)
    Also in DULBEA Working Papers, ULB -- Universite Libre de Bruxelles (2008) Downloads View citations (4)
    Working Papers CEB, ULB -- Universite Libre de Bruxelles (2012) Downloads View citations (36)

    See also Journal Article in Journal of International Money and Finance (2012)
  4. Rehabilitating the Role of Active Management for Pension Funds
    Working Papers CEB, ULB -- Universite Libre de Bruxelles Downloads View citations (11)
    See also Journal Article in Journal of Banking & Finance (2012)

2011

  1. Investment in Microfinance Equity: Risk, Return, and Diversification Benefits
    Working Papers CEB, ULB -- Universite Libre de Bruxelles Downloads View citations (1)
  2. Is the Market Portfolio Efficient? A New Test to Revisit the Roll (1977) versus Levy and Roll (2010) Controversy
    EconomiX Working Papers, University of Paris Nanterre, EconomiX Downloads

2010

  1. Managing Commodity Risk: Can Sovereign Funds Help?
    Working Papers CEB, ULB -- Universite Libre de Bruxelles Downloads
  2. Volatility exposure for strategic asset allocation
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (15)
    Also in Working Papers CEB, ULB -- Universite Libre de Bruxelles (2008) Downloads View citations (24)

2009

  1. Do inflation-linked bonds still diversify?
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (10)
    Also in Working Papers CEB, ULB -- Universite Libre de Bruxelles (2007) Downloads View citations (19)

    See also Journal Article in European Financial Management (2009)
  2. Inflation-hedging portfolios in Different Regimes
    Working Papers CEB, ULB -- Universite Libre de Bruxelles Downloads View citations (3)
    See also Chapter (2011)
  3. The Revenge of Purchasing Power Parity on Carry Trades during Crises
    Working Papers CEB, ULB -- Universite Libre de Bruxelles Downloads View citations (10)

2008

  1. Crisis-Robust Bond Portfolios
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (15)
    Also in Working Papers CEB, ULB -- Universite Libre de Bruxelles (2007) Downloads View citations (1)
  2. Do Leveraged Credit Derivatives Modify Credit Allocation?
    Working Papers CEB, ULB -- Universite Libre de Bruxelles Downloads

2007

  1. Yield curve reaction to macroeconomic news in Europe:disentangling the US influence
    Working Papers CEB, ULB -- Universite Libre de Bruxelles Downloads View citations (2)

2006

  1. A quoi réagit le marchés des obligations privées?
    Working Papers CEB, ULB -- Universite Libre de Bruxelles Downloads
  2. Market Reactions to Central Bank Communication Policies:Reading Interest Rate Options Smiles
    Working Papers CEB, ULB -- Universite Libre de Bruxelles Downloads View citations (3)

Journal Articles

2015

  1. Does Commercial Microfinance Belong to the Financial Sector? Lessons from the Stock Market
    World Development, 2015, 67, (C), 110-125 Downloads View citations (10)
    See also Working Paper (2014)
  2. Edito
    Bankers, Markets & Investors, 2015, (134), 3 Downloads

2014

  1. Editor's letter
    Bankers, Markets & Investors, 2014, (128), 3 Downloads
  2. Optimal Asset Allocation for Sovereign Wealth Funds: Theory and Practice
    Bankers, Markets & Investors, 2014, (128), 49-54 Downloads

2013

  1. Hedging inflation risk in a developing economy: The case of Brazil
    Research in International Business and Finance, 2013, 27, (1), 209-222 Downloads View citations (1)
    See also Working Paper (2013)
  2. Is the Market Portfolio Efficient? A New Test of Mean-Variance Efficiency when all Assets are Risky
    Finance, 2013, 34, (1), 7-41 Downloads View citations (11)
    See also Working Paper (2012)

2012

  1. No contagion, only globalization and flight to quality
    Journal of International Money and Finance, 2012, 31, (6), 1729-1744 Downloads View citations (40)
    See also Working Paper (2012)
  2. Rehabilitating the role of active management for pension funds
    Journal of Banking & Finance, 2012, 36, (9), 2565-2574 Downloads View citations (10)
    See also Working Paper (2012)

2011

  1. Financing Future Growth: The Need for Financial Innovations
    OECD Journal: Financial Market Trends, 2011, 2011, (1), 141-144 Downloads

2009

  1. Do Inflation‐Linked Bonds Still Diversify?
    European Financial Management, 2009, 15, (2), 279-297 Downloads View citations (18)
    See also Working Paper (2009)

2004

  1. Perception des risques sur les marchés, construction d'un indice élaboré à partir des smiles d'options et test de stratégies
    Revue d'économie politique, 2004, 114, (4), 527-555 Downloads

Chapters

2011

  1. Inflation hedging portfolios in different regimes
    A chapter in Portfolio and risk management for central banks and sovereign wealth funds, 2011, vol. 58, pp 139-163 Downloads View citations (3)
    See also Working Paper (2009)
 
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