False discoveries in mutual fund performance: Measuring luck in estimated alphas L Barras, O Scaillet, R Wermers The journal of finance 65 (1), 179-216, 2010 | 1034 | 2010 |
Hedge fund return predictability under the magnifying glass D Avramov, L Barras, R Kosowski Journal of Financial and Quantitative Analysis 48 (4), 1057-1083, 2013 | 83 | 2013 |
Does variance risk have two prices? Evidence from the equity and option markets L Barras, A Malkhozov Journal of Financial Economics 121 (1), 79-92, 2016 | 73 | 2016 |
Skill, scale, and value creation in the mutual fund industry L Barras, P Gagliardini, O Scaillet The Journal of Finance 77 (1), 601-638, 2022 | 46 | 2022 |
A large-scale approach for evaluating asset pricing models L Barras Journal of Financial Economics 134 (3), 549-569, 2019 | 24 | 2019 |
Reassessing false discoveries in mutual fund performance: Skill, luck, or lack of power? A reply L Barras, O Scaillet, R Wermers Journal of Finance, Forthcoming, Swiss Finance Institute Research Paper, 2019 | 20 | 2019 |
International conditional asset allocation under specification uncertainty L Barras Journal of Empirical Finance 14 (4), 443-464, 2007 | 9 | 2007 |
How to diversify internationally? A comparison of conditional and unconditional asset allocation methods D Isakov, L Barras A Comparison of Conditional and Unconditional Asset Allocation Methods …, 2003 | 8 | 2003 |
Hedge fund performance under misspecified models D Ardia, L Barras, P Gagliardini, O Scaillet Swiss Finance Institute, 2020 | 2 | 2020 |
Why Do Homeowners Invest the Bulk of Their Wealth in Their Home? L Barras, S Betermier Available at SSRN 2776350, 2020 | 1 | 2020 |