RAMOS Sofia

Sofia Ramos est Professeure Associée de Finance au ESSEC Business School (Paris-Singapore). Elle enseigne Financial Management, Corporate Finance, ESG Investing, Portfolio Management et International finance courses en masters et programmes exécutives. Elle a écrit des études des cas pour des cours.

Elle est Associate editor du  European Journal of Finance. Ses intérêts de recherche sont dans le domaine des fonds d’investissement, de la gestion de portefeuille, de l’investissement responsable, de la finance d’energie et de la finance internationale.

Elle a publié ses travails de recherche dans la Review of Finance, Journal of Banking and Finance, Journal of Empirical Finance, Journal of Financial Markets, Energy Economics, Economic Modeling entre outres publications académiques et un livre intitulé : The Interrelationship Between Financial and Energy Markets.

Sofia Ramos est co-titulaire de la Chaire  "Shaping the Future of Finance" de l'ESSEC “Shaping the Future of Finance” et conseiller académique de la chaire  ESSEC Amundi-Chair - Asset & Risk Management.

Elle est titulaire d'un doctorat en Finance du Swiss Finance Institute -Université de Lausanne.

• 2003 : Ph.D. en Finance (Université de Lausanne, Suisse)
• 1998 : MSc en Economie (Universitat Pompeu Fabra, Espagne)

Positions académiques principales

• 2015 - présent : Professeur associé (ESSEC Business School, France)

Autres positions académiques

• 2021 - 2023 : Co Responsable de la chaire Shaping the Future of Finance (ESSEC Business School, France)
• 2021 - 2022 : Directrice Académique du programme Global MBA (ESSEC Business School, France)

• AASHEIM, L.K., RAMOS, S. and MIGUEL, A.F. (2022). Star rating, fund flows and performance predictability: evidence from Norway. Financial Markets and Portfolio Management, 36, pp. 29-56.
• RAMOS, S., LATOEIRO, P. and VEIGA, H. (2020). Limited Attention, Salience of Information and Stock Market Activity. Economic Modelling, 87, pp. 92-108.
• KESWANI, A., MEDHAT, M., MIGUEL, A.F. and RAMOS, S. (2020). Uncertainty avoidance and mutual funds. Journal of Corporate Finance, 65(101748).
• GOODALL, G., LAMOTTE, M., RAMOS, S., MAUNOURY, F., PEJCHALOVA, B. and DE POUVOURVILLE, G. (2019). Cost-effectiveness analysis of the SAPIEN 3 TAVI valve compared with surgery in intermediate-risk patients. Journal of Medical Economics, 22(4), pp. 289-296.
• FERREIRA, M.A., KESWANI, A., MIGUEL, A.F. and RAMOS, S. (2019). What determines fund performance persistence? International evidence. Financial Review, 54(4), pp. 679-708.
• RAMOS, S., TAAMOUTI, A., VEIGA, H. and WANG, C.W. (2017). Do Investors Price Industry Risk? Evidence from the Cross-Section of the Oil Industry. Journal of Energy Markets, 10(1), pp. 79-108.
• PEREIRA, M., RAMOS, S. and DIAS, J.G. (2017). The Cyclical Behaviour of Commodities. The European Journal of Finance, 23(12), pp. 1107-1128.
• BHIMJEE, D.C., RAMOS, S. and DIAS, J.G. (2016). Banking Industry Performance in the Wake of the Global Financial Crisis. International Review of Financial Analysis, 48, pp. 376-387.
• DIAS, J.G. and RAMOS, S. (2015). An analysis of industry regimes synchronization in the Eurozone. Journal of Common Market Studies, 35(2), pp. 255-273.
• DIAS, J.G., RAMOS, S. and VERMUNT, J.K. (2015). Clustering financial time series: New insights from an extended hidden Markov model. European Journal of Operational Research, 243(3), pp. 852-864.
• MARTÍN-BARRAGÁN, B., RAMOS, S. and VEIGA, H. (2015). Correlations between oil and stock markets: A wavelet-based approach. Economic Modelling, 50, pp. 212-227.
• RAMOS, S. and DIAS, J. (2014). Dynamic clustering of energy markets: An extended hidden Markov approach. Expert Systems with Applications, 41(17), pp. 7722-7729.
• RAMOS, S. and DIAS, J. (2014). Energy price dynamics in the U.S. market. Insights from a heterogeneous multi-regime framework. Energy, 68(15), pp. 327-336.
• RAMOS, S. and DIAS, J. (2013). A core–periphery framework in stock markets of the euro zone. Economic Modelling, 35(C), pp. 320-329.
• RAMOS, S. and VEIGA, H. (2013). Oil Price Asymmetric Effects: Answering the Puzzle in International Stock Markets. Energy Economics, 38(1), pp. 136-145.
• RAMOS, S. and DIAS, J. (2013). The aftermath of the subprime crisis - a clustering analysis of world banking sector. Review of Quantitative Finance and Accounting, 42(2), pp. 293-308.
• RAMOS, S., FERREIRA, M., KESWANI, A. and MIGUEL, A. (2013). The determinants of mutual fund performance: a cross-country study. Review of Finance (ex European Finance Review), 17(2), pp. 483-525.
• RAMOS, S., FERREIRA, M., KESWANI, A. and MIGUEL, A. (2012). The flow-performance relationship around the world. Journal of Banking and Finance, 36(6), pp. 1759-1780.
• RAMOS, S. and VEIGA, H. (2011). Risk Factors in Oil and Gas Industry Returns: International Evidence. Energy Economics, 33(3), pp. 525-542.
• RAMOS, S., DIAS, J. and VERMUNT, J. (2011). When markets fall down: are emerging markets all equal? International Journal of Finance and Economics, 16(1), pp. 324-338.
• RAMOS, S. (2009). Competition and stock market development. The European Journal of Finance, 15(43862), pp. 231-247.
• RAMOS, S. (2009). The size and structure of the world mutual fund industry. European Financial Management, 15(1), pp. 145-180.
• RAMOS, S. and VON THADDEN, E.L. (2008). Stock exchanges competition in a simple model of capital market equilibrium. Journal of Financial Markets, 11(3), pp. 284-307.
• RAMOS, S. and EHLING, P. (2006). Geographical versus Industrial Diversification: constraints matter. Journal of Empirical Finance, 4(5), pp. 396-416.

• RAMOS, S. and VEIGA, H. (2014). The Interrelationship Between Financial and Energy Markets. Berlin: Springer.
• AVISON, D., KASPER, G.M., PERNICI, B., RAMOS, S. and ROODE, D. (2008). Advances in Information Systems Research, Education and Practice. Springer, 214 pages.

• RAMOS, S., CÉU CORTEZ, M. and SILVA, F. (2022). Disagreement in mutual fund sustainability labelling. In: 2022 Sustainable Finance Conference. Paris.
• RAMOS, S., CÉU CORTEZ, M. and SILVA, F. (2022). Disagreement in mutual fund sustainability labelling. In: 2022 ESSEC-AMUNDI Workshop. Paris.
• RAMOS, S., GALAN, J. and VEIGA, H. (2019). Funds Efficiency: An Analysis of Smart Beta, Index and Actively Managed Funds. In: 2019 Paris Financial Management Conference (PFMC2019).
• MCCOURT, M. and RAMOS, S. (2018). Persistence and Skill in the Performance of Mutual Fund Families. In: 2018 Paris Financial Management Conference.
• RAMOS, S., VEIGA, H. and WANG, C. (2016). Energy Industry’s Market Value and Oil Price. In: Energy and Commodity Finance Conference 2016.
• RAMOS, S. (2016). Lazy Investors, Lazy Fund Managers, Lousy Performance, Culture and Mutual Fund Management. In: 2016 Paris Financial Management Conference.
• KESWANI, A., MIGUEL, A., A., F. and RAMOS, S. (2016). Mutual Fund Size Versus Fees: When Big Boys Become Bad Boys. In: 2016 Financial Management Association (FMA) Applied Finance Conference.

• DECLERCK, F. and RAMOS, S. (2021). Sustainable investing: shaping the future of finance. ESSEC Knowledge, France.

• RAMOS, S. and COVACHEV, S. (2018). Smart Beta: A Revolution in Indexing or a Step Into Active Investing? ESSEC Business School.

• RAMOS, S. (2021). Sustainable Investing: Shaping The Future Of Finance. ESSEC Knowledge.
• DECLERCK, F. and RAMOS, S. (2021). L’investissement responsable : façonner l’avenir de la finance. ESSEC Knowledge.