Concepedia
Statistics
Publications
8
Citations
468
H-Index
Active since
2007
Affiliations
Suffolk University(Current)
Ecole des Hautes Etudes Commerciales du Nord
Université de Montréal
University of Rhode Island
Georges Tsafack is an author at Suffolk University specializing in business, finance, and financial economics.
Top concepts
FinanceBusinessFinancial EconomicsGlobal FinanceEconomicsManagementStatisticsAsset PricingFinancial RiskRisk Management
Publications per year
2007–2021
Dependence structure and extreme comovements in international equity and bond markets
René García, Georges Tsafack · Journal of Banking & Finance · 2011 · 263 citations
Empirical Finance, Economics, Financial Economics +10
Proper Conditioning for Coherent VaR in Portfolio Management
René García, Éric Renault, Georges Tsafack · Management Science · 2007 · 72 citations
Financial Risk Management, Portfolio Management, Var Rationale +23
What drives international equity correlations? Volatility or market direction?
Khaled Amira, Abderrahim Taamouti, Georges Tsafack · Journal of International Money and Finance · 2011 · 34 citations
Emerging Market, Financial Economics, International Finance +6
Foreign shareholding, corporate governance and firm performance: Evidence from Chinese companies
Georges Tsafack, Lin Guo · Journal of Behavioral and Experimental Finance · 2021 · 25 citations · Full text
International Management, Ownership Structure, International Finance +8
Dependence Structure and Extreme Comovements in International Equity and Bond Markets with Portfolio Diversification Effects
Georges Tsafack, René García · SSRN Electronic Journal · 2008 · 23 citations · Full text
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