RAMOS Sofia
Contact
- email : ramos@essec.edu
- tél : +33 (0)1 34 43 28 54
Liens personnels
CVBiographie
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.
Diplômes
- 2003 : Ph.D. en Finance (Université de Lausanne, Suisse)
- 2003 : Ph.D. en Finance (Université de Lausanne, Suisse)
- 1998 : MSc en Economie (Universitat Pompeu Fabra, Espagne)
- 1998 : MSc en Economie (Universitat Pompeu Fabra, Espagne)
Carrière
- 2015 - présent : Professeur associé (ESSEC Business School, France)
- 2015 - présent : Professeur associé (ESSEC Business School, France)
- 2021 - 2023 : Co Responsable de la chaire Shaping the Future of Finance (ESSEC Business School, France)
- 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)
- 2021 - 2022 : Directrice Académique du programme Global MBA (ESSEC Business School, France)
Positions académiques principales
Autres positions académiques
Articles
- 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.
Livres
Communications dans une conférence
- 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.
- MARTEL, J., COVACHEV, S. and RAMOS, S. (2022). ESG Factors or Conventional Factors: Are ESG Factors Truly Unique? In: 2022 International Conference on Sustainability, Environment and Social Transition in Economics and Finance. Versailles.
- RAMOS, S., CÉU CORTEZ, M. and SILVA, F. (2022). Divergence in Mutual Fund Sustainability Labelling. In: 2022 International Conference on Sustainability, Environment, and Social Transition in Economics and Finance. Versailles.
- RAMOS, S., CÉU CORTEZ, M. and SILVA, F. (2022). Divergence in mutual fund sustainability labelling. In: 2022 Sustainable Financial Innovation Centre (SFiC) Annual Conference. Dubai.
- RAMOS, S., CÉU CORTEZ, M. and SILVA, F. (2022). Divergence in Mutual Fund Sustainability Labelling. In: 2022 Sustainable and Socially Responsible Finance Conference. Bologna.
- 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.
Rapports techniques, Livres blancs
Etudes de cas déposées
Articles ou vidéos de vulgarisation
Activités de recherche
- 2015 : - présent : Membre du comité de lecture - The European Journal of Finance
- 2015 : - présent : Membre du comité de lecture - The European Journal of Finance
- Relecteur pour Emerging Markets Finance and Trade; Energy Economics; Journal of Banking & Finance; Journal of Behavioral Finance; Journal of Business Finance and Accounting; Journal of Empirical Finance; Journal of Finance; Journal of Financial Stability; Managerial Finance; North American Journal of Economics and Finance; Review of Finance (ex European Finance Review); Small Business Economics; The European Journal of Finance
- Relecteur pour Emerging Markets Finance and Trade; Energy Economics; Journal of Banking & Finance; Journal of Behavioral Finance; Journal of Business Finance and Accounting; Journal of Empirical Finance; Journal of Finance; Journal of Financial Stability; Managerial Finance; North American Journal of Economics and Finance; Review of Finance (ex European Finance Review); Small Business Economics; The European Journal of Finance
- 2018 : Conférence sur “Institutional and Individual Investors: Saving for Old Age”, University of Bath School of Management, Royaume-Uni
- 2018 : Conférence sur “Institutional and Individual Investors: Saving for Old Age”, University of Bath School of Management, Royaume-Uni
- 2011 - 2015 : Programme du comité de l'European Financial Management Association 2011, 2012, 2013, 2014, 2015
- 2011 - 2015 : Programme du comité de l'European Financial Management Association 2011, 2012, 2013, 2014, 2015
- 2014 : Programme du comité de INFINITI 2014
- 2014 : Programme du comité de INFINITI 2014
- 2014 : Programme du comité de la Southern Finance Association 2014
- 2014 : Programme du comité de la Southern Finance Association 2014
- 2013 : Programme du comité de la Financial Management Association – Asian Meeting 2013
- 2013 : Programme du comité de la Financial Management Association – Asian Meeting 2013
- 2012 : Programme du comité de Society Financial Studies Cavalcade 2012
- 2012 : Programme du comité de Society Financial Studies Cavalcade 2012
- 2009 - 2012 : Programme du comité de la Financial Management Association 2009, 2010, 2011, 2012
- 2009 - 2012 : Programme du comité de la Financial Management Association 2009, 2010, 2011, 2012
- 2010 - 2012 : Programme du comité de la Midwest Finance Association 2010, 2012
- 2010 - 2012 : Programme du comité de la Midwest Finance Association 2010, 2012
- 2011 : Programme du comité de la 8ème International Conference on the European Energy Market (EEM 11)
- 2011 : Programme du comité de la 8ème International Conference on the European Energy Market (EEM 11)
- 2006 - 2010 : Programme du comité de l'European Finance Association 2006, 2007, 2008, 2010
- 2006 - 2010 : Programme du comité de l'European Finance Association 2006, 2007, 2008, 2010
- 2006 - 2008 : Programme du comité du Portuguese Finance Network 2006, 2008
- 2006 - 2008 : Programme du comité du Portuguese Finance Network 2006, 2008
- 2006 : Programme du comité de la Global Finance Conference 2006
- 2006 : Programme du comité de la Global Finance Conference 2006
Membre d'un comité de lecture
Reviewer pour un journal
Participation au comité scientifique d'une conférence ou reviewer pour une conférence
Thèses
- 2019 : COVACHEV Svetoslav (ESSEC Business School), Co-directeur de thèse, Premier poste : Risk Data Scientist - UniCredit Bulbank
- 2018 : MCCOURT Maurice (ESSEC Business School), Co-directeur de thèse, Premier poste : Assistant Professor - university of melbourne