Details about Marie Brière

Access statistics for papers by Marie Brière.

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

Short-id: pbr176

Working Papers

2021

1. Choice Overload? Participation and Asset Allocation in French Employer-Sponsored Saving Plans
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)

2015

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

2014

4. Does Commercial Microfinance Belong to the Financial Sector? Lessons from the Stock Market
   Working Papers CEB, ULB -- Universite Libre de Bruxelles
   See also Journal Article Does Commercial Microfinance Belong to the Financial Sector? Lessons from the Stock Market, World Development, Elsevier (2015) View citations (26) (2015)
5. Pension Regulation and Investment Performance: Rule-Based vs. Risk-Based
   Post-Print, HAL
   Also in Post-Print, HAL (2013)

2013

6. Hedging inflation risk in a developing economy: The case of Brazil
   ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (4)
   See also Journal Article Hedging inflation risk in a developing economy: The case of Brazil, Research in International Business and Finance, Elsevier (2013) View citations (5) (2013)
7. Virtual Currency, Tangible Return: Portfolio Diversification with Bitcoin
   Working Papers CEB, ULB -- Universite Libre de Bruxelles View citations (53)

2012

8. Inflation and Individual Equities
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (16)
9. 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 View citations (6)
   See also Journal Article Is the Market Portfolio Efficient? A New Test of Mean-Variance Efficiency when all Assets are Risky, Finance, Presses universitaires de Grenoble (2013) View citations (13) (2013)
10. No Contagion, only Globalization and Flight to Quality
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (72)
    Also in Working Papers CEB, ULB -- Universite Libre de Bruxelles (2012) View citations (70)
    DULBEA Working Papers, ULB -- Universite Libre de Bruxelles (2008) View citations (6)
    See also Journal Article No contagion, only globalization and flight to quality, Journal of International Money and Finance, Elsevier (2012) View citations (61) (2012)
11. Rehabilitating the Role of Active Management for Pension Funds
    Working Papers CEB, ULB -- Universite Libre de Bruxelles View citations (22)
    See also Journal Article Rehabilitating the role of active management for pension funds, Journal of Banking & Finance, Elsevier (2012) View citations (22) (2012)

2011

12. Investment in Microfinance Equity: Risk, Return, and Diversification Benefits
    Working Papers CEB, ULB -- Universite Libre de Bruxelles View citations (2)
13. 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

2010

14. Managing Commodity Risk: Can Sovereign Funds Help?
    Working Papers CEB, ULB -- Universite Libre de Bruxelles
15. Volatility exposure for strategic asset allocation
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (34)
    Also in Working Papers CEB, ULB -- Universite Libre de Bruxelles (2008) View citations (22)

2009

16. Do inflation-linked bonds still diversify?
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (20)
    Also in Working Papers CEB, ULB -- Universite Libre de Bruxelles (2007) View citations (16)
    See also Journal Article Do Inflation‐Linked Bonds Still Diversify?, European Financial Management, European Financial Management Association (2009) View citations (18) (2009)
17. Inflation-hedging portfolios in Different Regimes
    Working Papers CEB, ULB -- Universite Libre de Bruxelles View citations (3)
    See also Chapter Inflation hedging portfolios in different regimes, BIS Papers chapters, Bank for International Settlements (2011) View citations (4) (2011)
18. The Revenge of Purchasing Power Parity on Carry Trades during Crises
    Working Papers CEB, ULB -- Universite Libre de Bruxelles View citations (11)

2008

19. 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) View citations (1)
20. Do Leveraged Credit Derivatives Modify Credit Allocation?
    Working Papers CEB, ULB -- Universite Libre de Bruxelles

2007

21. Yield curve reaction to macroeconomic news in Europe:disentangling the US influence
    Working Papers CEB, ULB -- Universite Libre de Bruxelles View citations (3)

2006

22. A quoi réagit le marchés des obligations privées?
    Working Papers CEB, ULB -- Universite Libre de Bruxelles
23. Market Reactions to Central Bank Communication Policies:Reading Interest Rate Options Smiles
    Working Papers CEB, ULB -- Universite Libre de Bruxelles View citations (4)

Journal Articles

2015

1. Does Commercial Microfinance Belong to the Financial Sector? Lessons from the Stock Market
   World Development, 2015, 67, (C), 110-125 View citations (26)
   See also Working Paper Does Commercial Microfinance Belong to the Financial Sector? Lessons from the Stock Market, Working Papers CEB (2014) (2014)
2. Edito
   Bankers, Markets & Investors, 2015, (134), 3

2014

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

2013

5. Hedging inflation risk in a developing economy: The case of Brazil
   Research in International Business and Finance, 2013, 27, (1), 209-222 View citations (5)
   See also Working Paper Hedging inflation risk in a developing economy: The case of Brazil, ULB Institutional Repository (2013) View citations (4) (2013)
6. Is the Market Portfolio Efficient? A New Test of Mean-Variance Efficiency when all Assets are Risky
   Finance, 2013, 34, (1), 7-41 View citations (13)
   See also Working Paper Is the Market Portfolio Efficient? A New Test of Mean-Variance Efficiency when All Assets Are Risky, Working Papers CEB (2012) View citations (6) (2012)

2012

7. No contagion, only globalization and flight to quality
   Journal of International Money and Finance, 2012, 31, (6), 1729-1744 View citations (61)
   See also Working Paper No Contagion, only Globalization and Flight to Quality, ULB Institutional Repository (2012) View citations (72) (2012)
8. Rehabilitating the role of active management for pension funds
   Journal of Banking & Finance, 2012, 36, (9), 2565-2574 View citations (22)
   See also Working Paper Rehabilitating the Role of Active Management for Pension Funds, Working Papers CEB (2012) View citations (22) (2012)

2011

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

2009

10. Do Inflation‐Linked Bonds Still Diversify?
    European Financial Management, 2009, 15, (2), 279-297 View citations (18)
    See also Working Paper Do inflation-linked bonds still diversify?, ULB Institutional Repository (2009) View citations (20) (2009)

2004

11. 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

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 View citations (4)
   See also Working Paper Inflation-hedging portfolios in Different Regimes, ULB -- Universite Libre de Bruxelles (2009) View citations (3) (2009)