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Tarik Bazgour

De Vinci Research Center


Tarik Bazgour

Tarik BAZGOUR est professeur de Finance à l'EMLV depuis décembre 2017. Il a obtenu son diplôme de doctorat en sciences économiques et de gestion à HEC-Université de Liège en 2016. Il a ensuite fait un an de post-doctorat à l'université de Namur et à HEC Liège, avant de rejoindre l'EMLV. Tarik est également titulaire d'un diplôme d'ingénieur d'état en génie industriel (EMI- Université Med V de Rabat), d'un master en sciences de gestion (IAG-Université Catholique de Louvain) et d'un master avancé en risques financiers (HEC-Université de liège). Ses recherches portent sur l'évaluation des actifs, la gestion de portefeuille et l'évaluation de la performance des fonds d'investissement, avec un accent particulier sur les problèmes de liquidité et du risque systémique dans ces domaines. Tarik a présenté ses recherches dans plusieurs conférences internationales dont EFMA 2015 et FMA 2013. Une partie de ses recherches a été publiée dans le Journal of Empirical Finance et le Financial Review.

tarik.bazgour@devinci.fr

Publications


Journal Articles

Tarik Bazgour; Federico Platania

A defaultable bond model with cyclical fluctuations in the spread process Journal Article

In: Annals Of Operations Research, vol. 312, pp. 647-672, 2022.

Abstract | Links | BibTeX

Tarik Bazgour; Cédric Heuchenne; Georges Hübner; Danielle Sougné

How do Volatility Regimes Affect the Pricing of Quality and Liquidity in the Stock Market? Journal Article

In: Studies In Nonlinear Dynamics And Econometrics, vol. 25, no. 1, pp. 20180127, 2021.

Abstract | Links | BibTeX

Tarik Bazgour; Laurent Bodson; Danielle Sougné

What style liquidity timing skills do mutual fund managers possess? Journal Article

In: Financial Review, vol. 52, pp. 597-626, 2017.

Abstract | Links | BibTeX

Tarik Bazgour; Cédric Heuchenne; Danielle Sougné

Conditional portfolio allocation: Does aggregate market liquidity matter? Journal Article

In: Journal Of Empirical Finance, vol. 35, no. C, pp. 110-135, 2016.

Abstract | Links | BibTeX

Conferences

Tarik Bazgour; Federico Platania

A Defaultable Bond Model with Cyclical Fluctuations in the Spread Process Conference

EFiC 2019 Conference in Banking and Corporate Finance, Colchester, UK, 2019.

Links | BibTeX

Tarik Bazgour; Federico Platania

A Defaultable Bond Model with Cyclical Fluctuations in the Spread Process Conference

10th International Research Meeting in Business and Management, Nice, France, 2019.

Links | BibTeX

Tarik Bazgour

How do Volatility Regimes Affect the Pricing of Quality and Liquidity in the Stock Market? Conference

9th International Research Meeting in Business and Management, Nice, France, 2018.

Links | BibTeX

Tarik Bazgour

How do Volatility Regimes Affect the Pricing of Quality and Liquidity in the Stock Market? Conference

35th International Conference of the French Finance Association, Paris, France, 2018.

Links | BibTeX

Tarik Bazgour; Laurent Bodson; Danielle Sougné

What style liquidity timing skills do mutual fund managers possess? Conference

33rd International Conference of the French Finance Association, Liège, Belgique, 2016.

Links | BibTeX

Incollections

Tarik Bazgour; Laurent Bodson; Danielle Sougné

Performance of Global Mutual Funds Incollection

In: Greg Filbeck H. Kent Baker,; Kiymaz, Halil (Ed.): Mutual Funds and Exchange-Traded Funds: Building Blocks to Wealth, vol. Part Six Mutual Funds Worldwide, Oxford University Press, 2015, ISBN: 978-0-190-20743-4.

Links | BibTeX

PhD Theses

Tarik Bazgour

Three Essays on Liquidity Issues in Financial Markets PhD Thesis

Université de Liège, 2016.

Links | BibTeX

Technical Reports

Tarik Bazgour; Danielle Sougné; Laurent Bodson

The Determinants of Money Flows into Luxembourg Investment Funds? Technical Report

2014.

Links | BibTeX




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