Publications and communications of Laurent Bodson

Bazgour, T., Bodson, L., & Sougné, D. (2017). What Style Liquidity Timing Skills Do Mutual Fund Managers Possess? Financial Review, 52 (4), 597–626. doi:10.1111/fire.12117

Sougné, D., Bodson, L., & Bazgour, T. (2016). Performance of Global Mutual Funds. In G. Filbeck & K. Baker (Eds.), Mutual Funds and Exchange-Traded Funds (pp. 507-523). New York, United States: Oxford university Press.

Bazgour, T., Sougné, D., & Bodson, L. (2014). The determinants of Money Flows into Luxembourg Investment Funds. Eprint/Working paper retrieved from https://orbi.uliege.be/2268/165198.

Sougné, D., & Bodson, L. (01 July 2013). Comparison Between Morningstar Ratings and Traditional Performance Measures Ratings. Paper presented at Twentieth Annual Conference Multinational Finance Society, Izmir, Turkey.

Bodson, L., Cavenaile, L., & Coën, A. (2013). Normalized Risk-Adjusted Performance Measures Revisited: The Performance of FoHFs Before and After the Crisis. In G. Gregoriou (Ed.), RECONSIDERING FUNDS OF HEDGE FUNDS: THE FINANCIAL CRISIS AND BEST PRACTICES IN UCITS, TAIL RISK, PERFORMANCE, AND DUE DILIGENCE (pp. 195-213). Elsevier.

Bodson, L., Sougné, D., & Cavenaile, L. (2013). A Global Approach to Mutual Funds Market Timing Ability. Journal of Empirical Finance. doi:10.1016/j.jempfin.2012.11.001

Cogneau, P., Bodson, L., & Hübner, G. (2013). Is There a Link Between Past Performance and Fund Failure? In V. Terraza & H. Razafitombo (Eds.), Understanding Investment Funds (pp. 9-36). Palgrave Macmillan. doi:10.1057/9781137273611

Bodson, L., Delhalle, S., & Sougné, D. (2012). Comparison Between Mornigstar Ratings And Traditional Performance Measures Ratings. (Version finalisée). Eprint/Working paper retrieved from https://orbi.uliege.be/2268/146761.

Sougné, D., Bodson, L., & Cave, A. (August 2012). Do Mutual Fund Investors Still Trust Standard Risk-Adjusted Performance Measures? Paper presented at Finance and Economics Conference in Germany, Munich, Germany.

Bodson, L., Cave, A., & Sougné, D. (2012). Do Mutual Fund Investors Still Trust Standard Risk-Adjusted Performance Measures? Eprint/Working paper retrieved from https://orbi.uliege.be/2268/146967.

Sougné, D., Bodson, L., & Cave, A. (2012). Do Mutual Fund Investors Still Trust Standard Risk-Adjusted Performance Measures? Eprint/Working paper retrieved from https://orbi.uliege.be/2268/125346.

Sougné, D., Bodson, L., & Cavenaile, L. (2012). A Global Approach to Mutual Funds Market Timing Ability. Eprint/Working paper retrieved from https://orbi.uliege.be/2268/122397.

Bodson, L., Cavenaile, L., & Sougné, D. (2011). La taille d’un fonds d’investissement influence-t-elle sa performance? Agefi Luxembourg.

Sougné, D., Bodson, L., & Cavenaile, L. (2011). Does Size Affect Mutual Fund Performance? A General Approach. Journal of Asset Management, 12 (3n), 163-171. doi:10.1057/jam.2011.30

Bodson, L. (2010). Le gré à gré, un marché aux puces ? La Libre Belgique, p. 6.

Sougné, D., Bodson, L., Plunus, S., & Cavenaile, L. (21 October 2010). How to Asess a Manager Recovery Skill? Paper presented at International Academy of Business & Public Administration, New Orleans, United States.

Bodson, L. (04 October 2010). Mes premiers pas en Bourse.

Bodson, L., Grandin, P., Hübner, G., & Lambert, M. (2010). Performance de Portefeuille. (2ème éd). Paris, France: Pearson.

Bodson, L., Cavenaile, L., & Hübner, G. (19 March 2010). Normalized Risk-Adjusted Performance Measures Based on Multi-Factor Models. Paper presented at Swiss Society for Financial Market Research, Zurich, Switzerland.

Bodson, L., Cavenaile, L., & Sougné, D. (2010). Une mesure de performance normalisée. Agefi Luxembourg, p. 32.

Bodson, L. (2010). Essays in Empirical Finance: Portfolio Risk and Performance Management. Unpublished doctoral thesis, ULiège - Université de Liège.
Jury: Hübner, G. (Promotor), Corhay, A., François, P., Coen, A., ... Muller, A.

Bodson, L. (2010). Essays in Empirical Finance: Portfolio Risk and Performance Management. Liège, Belgium: Les Editions de l’Université de Liège.

Bodson, L., Coën, A., & Hübner, G. (2010). Dynamic Hedge Fund Style Analysis with Errors-in-Variables. Journal of Financial Research, 33 (3), 201-221. doi:10.1111/j.1475-6803.2010.01268.x

Bodson, L., & Debatty, P. (2010). Evaluer la perception du risque. Agefi Luxembourg, p. 13.

Bodson, L., & Hübner, G. (2010). Effect of Benchmark Misspecification on Risk-Adjusted Performance Measures. In G. N. Gregoriou, C. Hoppe, ... C. Wehn (Eds.), The Risk Modeling Evaluation Handbook (pp. 141-150). McGraw Hill.

Bodson, L. (22 October 2009). A Pentanomial Lattice Model with Skewness and Kurtosis: Applications to Risk and Asset Management with Options. Paper presented at Ecole doctorale thématique ULB-ULg-UMons.

Bodson, L. (19 October 2009). Dow Jones Club Conference.

Bodson, L. (23 July 2009). Asset Management Forum.

Bodson, L. (May 2009). Dynamic Hedge Fund Style Analysis with Errors-in-Variables. Paper presented at Eastern Finance Association, Washington D.C., United States.

Bodson, L. (23 April 2009). Groupe d'études et de recherche en analyse des décisions (GERAD).

Bodson, L., & Debatty, P. (2009). Une radiographie des risques des fonds monétaires. Agefi Luxembourg.

Bodson, L., & Debatty, P. (2009). Une radiographie des risques des fonds monétaires. Magazine du Trésorier, Association des trésoriers d'entreprise à Luxembourg.

Hübner, G., & Bodson, L. (Other coll.). (2009). Belgian Parliamentary commission dealing with the study of the financial and banking crisis.

Bodson, L. (2009). Les bénéfices d'une gestion active des fonds monétaires. Paper presented at Association des Trésoriers d'Entreprise Luxembourgeois (ATEL), Luxembourg, Luxembourg.

Bodson, L., & Debatty, P. (2009). Quel avenir pour l’industrie des hedge funds ? La Lettre de Financière MJ - Family Office.

Bodson, L., & Debatty, P. (2009). Quel avenir pour l’industrie des hedge funds ? Agefi Luxembourg.

Bodson, L., Coën, A., & Hübner, G. (2009). A comparison between Optimal Allocations Based on the Modified VaR and those based on a Utility-Based Risk Measure. In G. Gregoriou, The VaR Modeling Handbook (pp. 55-70). McGraw-Hill.

Bodson, L., & Hübner, G. (2009). Mean-Variance versus Mean-VaR and Mean-Utility Spanning. In G. Gregoriou, Stock Market Volatility (pp. 181-194). Chapman & Hall. doi:10.1201/9781420099553-15

Bodson, L., Coën, A., & Hübner, G. (2008). How Stable are the Major Performance Measures? Journal of Performance Measurement, (Fall), 21-30.

Bodson, L. (2008). Mes premiers pas en Bourse. Paper presented at Dow Jones Club Conference, Liège, Belgium.

Bodson, L., Coën, A., & Hübner, G. (July 2008). Dynamic Hedge Fund Style Analysis with Errors-in-Variables. Paper presented at Multinational Finance Society, Orlando, United States.

Bodson, L., Hübner, G., & Coën, A. (July 2008). Dynamic Hedge Fund Style Analysis with Errors-in-Variables. Paper presented at Academy of International Business, Milan, Italy.

Bodson, L., Hübner, G., & Coën, A. (June 2008). Dynamic Hedge Fund Style Analysis with Errors-in-Variables. Paper presented at Financial Management Association, Prague, Czechia.

Bodson, L., Hübner, G., & Coën, A. (April 2008). Dynamic Hedge Fund Style Analysis with Errors-in-Variables. Paper presented at European Financial Management, Nice, France.

Bodson, L. (2008). Market Maker. In C. Wankel, Encyclopedia of Business in Today's World.

Bodson, L. (2008). International Securities Identification Numbering (ISIN). In C. Wankel, Encyclopedia of Business in Today's World.

Bodson, L. (2008). Bel-20 Index (Brussels). In C. Wankel, Encyclopedia of Business in Today's World.

Bodson, L., Coën, A., & Hübner, G. (2008). A Comparison between Optimal Allocations Based on the Modified VaR and on a Utility-Based Risk Measure. In G. N. Gregoriou, The VaR Modeling Handbook: Practical Applications in Alternative Investing, Banking, Insurance, and Portfolio Management Book. McGraw-Hill Companies, Inc.

Bodson, L., Debatty, P., & Masquelier, F. (2008). An X Ray of Money Market Fund Risks. Treasury Management International Magazine.

Bodson, L., & Hübner, G. (2008). Mean-Variance versus Mean-VaR and Mean-Utility Spanning. In G. N. Gregoriou, Stock Market Volatility Book (pp. 177-189).

Bodson, L., & Hübner, G. (18 October 2007). Linearizing Option Returns for Portfolio and Risk Management. Paper presented at Management Research Seminar, Liège, Belgium.

Bodson, L. (2007). Dynamic Style Analysis with Errors in Variables. Unpublished DEA/DES thesis, ULiège - Université de Liège.
Jury: Hübner, G. (Promotor), Muller, A., ... Corhay, A.

Bodson, L., & Hübner, G. (21 November 2006). Linearizing Option Returns for Portfolio and Risk Management: A Tetranomial Approach. Paper presented at Management Research Seminar, Liège, Belgium.

Bodson, L. (2006). Analyse de l’intégration de produits dérivés dans un référentiel rendement-risque. Unpublished master thesis, ULiège - Université de Liège.
Jury: Hübner, G. (Promotor), Michel, P.-A., ... Bourdoux, J.-M.