emlyon business school : International and European business school / Faculty & Research / Faculté / Annuaire des professeurs / Owen WILLIAMS
Owen WILLIAMS
Professor level 1
Research topics
1. Asset Pricing
2. Portfolio Theory
3. International Finance / Currency Markets
Publications
Williams, S. Owen. 2016. Foreign currency exposure within country exchange traded funds. Studies in Economics and Finance, 33 (2) : 222-243 p.
Maurer, Frantz, Williams, S. Owen. 2015. Physically Versus Synthetically Replicated Trackers: Is There A Difference In Terms Of Risk?. Journal of Applied Business Research, 31 (1) : 131-146 p.
Williams, S. Owen. 2014. Country ETFs, currencies and international diversification. Journal of Asset Management, 15 : 392–414 p.
Academic articles
Associations
- CFA Institute
Communications & Seminars
ACADEMIC ARTICLES
- Williams, S.O. (2014) "Country ETFs, Currencies, and International Diversification". Journal of Asset Management, 15(6).
- Williams, S.O., Maurer, F. (2015) "Physically Versus Synthetically Replicated Trackers. Is There a Difference in Terms of Risk?" Journal of Applied Business Research, 31(1).
- Williams, S.O. (2016) "Foreign Currency Exposure Within Country Exchange Traded Funds." Studies in Finance and Economics,33 (2).
THESIS (Doctoral Dissertation)
- Une Analyse de l'Impact des Taux de Change sur la Performance et les Bénéfices de Diversification des Fonds Pays Indiciels Selon la Méthode de Réplication. Grenoble Ecole de Management, 2013