Research

2022 | Brière, M., J. Poterba, A. Szafarz

Precautionary Liquidity and Retirement Saving, American Economic Review P&P, 112, 147–150

Portfolio management

Corporate finance

2021 | Brière, M., J. Poterba, A. Szafarz

Choice Overload? Participation and Asset Allocation in French Employer-Sponsored Saving Plans, NBER WP 29601, 2021

Portfolio management

Corporate finance

2021 | Cozarenco, A., A. Szafarz

A Tale of Two Criteria: Intersectionality and the Credit Market,

Gender

Ethics

Financial market

2020 | Abramowicz, M., A. Szafarz

Ethics of RCTs: Should Economists Care about Equipoise?, in Bédécarrats, F., I. Guérin, F. Roubaud (Eds.), Randomized Control Trials in the Field of Development: A Critical Perspective, Oxford University Press, 280-292.

Ethics

2020 | Accominotti, O., M. Brière, A. Burietz, K. Oosterlinck, A. Szafarz

Did Globalization Kill Contagion?, 2020 CEPR WP

Financial market

2018 | Brière, M, A. Szafarz

Factors and Sectors in Asset Allocation: Stronger Together?, in N. Bulusu, J. Coche, A. Reveiz, F. Rivadeneyra, V. Sahakyan, and G. Yanou (Eds.), Advances in the Practice of Public Investment Management: Portfolio Modelling, Performance Attribution and Governance, London: Palgrave Macmillan, 291-309.

Portfolio management

2017 | Brière, M, A. Szafarz

Factor Investing: The Rocky Road from Long-Only to Long-Short,, in E. Jurczenko (Ed.), Factor Investing: From Traditional to Alternative Risk Premia, Amsterdam: Elsevier, 25-45.

Portfolio management

2017 | Laureti, C., A. Szafarz

Behavioral Banking: A Theory of the Banking Firm with Time-Inconsistent Depositors, (a previous version was entitled “The Time-Inconsistency Factor: How Banks Adapt to their Mix of Savers”), WP

Financial market

Corporate finance

2017 | Burietz, A., K. Oosterlinck, A. Szafarz

Europe versus the U.S.: A New Look at the Syndicated Loan Pricing Puzzle, Economics Letters, 160, 50-53

Financial market

Corporate finance

2015 | Sekkat K., Tojerow I. , Szafarz A.

Women at the Top in Developing Countries: Evidence from Firm Data,

2015 | Sekkat, K., A. Szafarz, I. Tojerow

Gender Affinity at the Top: Evidence from Firm-Level Data, WP

Gender

Corporate finance

2015 | Brière M. , Szafarz A.

Factor-Based v. Industry-Based Asset Allocation: The Contest,

Microfinance

2011 | De Scheemaekere, X., A. Szafarz

The Inference Fallacy from Bernoulli to Kolmogorov, WP

Epistemology of finance

2009 | De Scheemaekere X., A. Szafarz

The Special Status of Mathematical Probability: A Historical Sketch, Epistemologia, 32, 1, 91-110

Epistemology of finance

2007 | Farber, A., R. Gillet, A. Szafarz

A General Formula for the WACC: A Reply, International Journal of Business, 12, 3, 405-411

Corporate finance

2006 | Beine, M., P.-Y. Preumont, A. Szafarz

Sector Diversification during Crises: A European Perspective,

Portfolio management

Financial market

2006 | Beine, M., A. Szafarz

Size Matters: Central Bank Interventions on the Yen/Dollar Exchange Rate, Brussels Economic Review, 49, 1, 5-20

Financial market

2005 | Oosterlinck, K., A. Szafarz

Obligations souveraines : situation du marché, évaluation du risque-pays et gestion des défauts, Brussels: Larcier

Financial market

2005 | Gillet, R., A. Szafarz

L’efficience informationnelle des marchés. Une hypothèse, et au-delà ?, in D. Bourghelle, O. Brandouy, R. Gillet, A. Orléan (Eds) Croyances, représentations collectives et conventions en finance, Economica (Collection "Recherche en gestion"), 43-58.

Financial market

2004 | Biebuyck, T., A. Chapelle, A. Szafarz

Les leviers de contrôle des actionnaires majoritaires, Revue Gouvernance, 1, 2, 52-70

Corporate finance

2004 | Dussart, J., N. Joukoff, A. Loulit, A. Szafarz

Mathématiques appliquées à la gestion, Paris: Pearson Education France

2003 | Chapelle, A., M.-P. Laurent, A. Szafarz

L’effet de l’âge de l’investisseur sur le niveau de risque de son portefeuille, La Revue du Financier, 142, 20-32

Corporate finance

2003 | Colmant, B., R. Gillet, A. Szafarz

Efficience des marchés : concepts, bulles spéculatives et image comptable, Brussels: Larcier

Financial market

2002 | Preumont, P.Y., A. Szafarz

Les indices DJ Stoxx reflètent-ils le marché des actions européennes, Revue Bancaire et Financière, 1, 63-71

Financial market

1997 | Gouriéroux, C., O. Scaillet, A. Szafarz

Econométrie de la Finance : analyses historiques, Paris: Economica

Econometric theory

1996 | Adam, M.C., A. Farber, R. Flôres, C. Leclercq, A. Szafarz

European R&D at the Crossroads, in R.M. Mason, L.L. Lefebvre, T.M. Khalil (Eds.), Proceedings of the Fifth International Conference for Management of Technology, Amsterdam: Elsevier, 767-768.

1995 | Adam, M.C., A. Szafarz

Bulles spéculatives: de la théorie à la réalité, Revue de la Banque, 2, 79-83

Financial market

1995 | Adam, M.C., A. Farber, A. Szafarz

Volatilité des marchés financiers: chaos, irrationalité ou illusion d’optique?, Gestion 2000, 5, 161-176

Financial market

1994 | Flôres Jr., R.G., A. Szafarz

Agents, Econometricians, and the Identification of Conditional Systems, Revista de Econometria, 14, 1, 71-87

Econometric theory

1994 | Flôres Jr., R.G., A. Szafarz

Efficient Markets Do Not Cointegrate, Cahiers du CERO, 36, 143-151

Econometric theory

1993 | Adam, M.C., A. Szafarz

Speculative Bubbles and Financial Markets, in Anthony Courakis (Ed.), Financial Markets, Institutions and Policy (reprint from Oxford Economic Papers), Oxford: Oxford University Press

Financial market

1991 | Broze, L., A. Szafarz

The Econometric Analysis of Non-Uniqueness in Rational Expectations Models, Amsterdam: North-Holland

Econometric theory

1990 | Broze, L., C. Gouriéroux, A. Szafarz

Reduced Forms of Rational Expectations Models, Reading: Harwood Academic Publishers

Econometric theory

1989 | Adam, M.C., A. Szafarz

Crises boursières, bulles spéculatives et rationalité économique, Etudes Internationales, XX, 4, 781-790

Financial market

1989 | Broze, L., C. Gouriéroux, A. Szafarz

Speculative Bubbles and Exchange of Information on the Market of a Storable Good, in W.A. Barnett, J. Geweke, K. Shell (Eds), Economic Complexity: Chaos, Sunspots, Bubbles, and Nonlinearity, Cambridge: Cambridge University Press, 101-118.

Financial market

1987 | Broze, L., A. Szafarz,

On Econometric Models with Rational Expectations, in T.F. Bewley (Ed.), Advances in Econometrics, Fifth World Congress, Vol. I, Cambridge: Cambridge University Press, 171-205.

Econometric theory

1985 | Broze, L., A. Szafarz

Forme réduite d’un modèle général à anticipations rationnelles, Cahiers du CERO, 27, 175-205

Econometric theory

1985 | Szafarz, A.

L’évolution du concept de probabilité de Pascal à Laplace, Technologia, 8, 67-75

Epistemology of finance

1984 | Broze L., J. Janssen, A. Szafarz,

On Solutions of Linear Models with Rational Expectations, in J.P. Florens, M. Mouchart, L. Simar (Eds), Alternative Approaches to Time Series Analysis, Proceedings of the 3rd Franco-Belgian Meeting of Statisticians, Brussels: Publications des Facultés Universitaires Saint-Louis, 211-217.

Econometric theory