Séminaires de recherche

Diversity Investing

Finance

Intervenant : Oliver Spalt
Tilburg University

24 novembre 2016 - T004 - De 14h00 à 15h15


Based on a sample of more than 70,000 top executives in U.S. firms from 2001 to 2014, we show that top management team diversity – a new text–based measure of how diverse managers are in terms of personal characteristics and prior experiences – matters for stock returns. Diversity investing, i.e., going long firms with diverse management teams and short firms with homogenous teams, yields comparable returns, but higher Sharpe ratios, than most leading asset pricing anomalies over our sample period. Returns are driven by large-cap stocks and the long leg of the strategy.

Finance

Intervenant : Matthieu Bouvard
Desautels Faculty of Management

14 juin 2018 - De 14h00 à 15h15


Finance

Intervenant : Mikhail Simutin
Rotman School of Management

7 juin 2018 - De 14h00 à 15h15


Finance

Intervenant : Liyan Yang
Rotman School of Management

31 mai 2018 - De 14h00 à 15h15


Finance

Intervenant : Anton Lines
Columbia Business School

24 mai 2018 - De 14h00 à 15h15


Finance

Intervenant : Ian Martin
LSE

17 mai 2018 - De 14h00 à 15h15



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