Publications & Work in Progress
*Berggrun, Luis, Emilio Cardona and Edmundo Lizarzaburu (2020). Firm Profitability and Expected Stock Returns: Evidence from Latin America. Research in International Business & Finance (Scopus Journal, quartile 1, Q1), Vol. 51, pp. 1-13.
*Berggrun, Luis, Emilio Cardona and Edmundo Lizarzaburu (2020). Firm Profitability and Expected Stock Returns: Evidence from Latin America. Research in International Business & Finance (Scopus Journal, quartile 1, Q1), Vol. 51, pp. 1-13.
*Berggrun, Luis, Juan Salamanca, Javier Diaz, and Juan David Ospina (2020). Understanding and Visualizing Profitability and Money Propagation in Communities of Bank Clients. Forthcoming in Finance Research Letters (Scopus Journal, Q2).
*Berggrun, Luis, Juan Salamanca, Javier Diaz, and Juan David Ospina (2020). Understanding and Visualizing Profitability and Money Propagation in Communities of Bank Clients. Forthcoming in Finance Research Letters (Scopus Journal, Q2).
*Berggrun, Luis, Emilio Cardona and Edmundo Lizarzaburu (2020). Profitability of Momentum Strategies in Latin America . Submitted to International Review of Financial Analysis (Scopus Journal, Q1).
*Berggrun, Luis, Emilio Cardona and Edmundo Lizarzaburu (2020). Profitability of Momentum Strategies in Latin America . Submitted to International Review of Financial Analysis (Scopus Journal, Q1).
*Berggrun, Luis, Emilio Cardona and Edmundo Lizarzaburu (2020). Deviations from Fundamental Value and Future Closed-End Country Fund Returns . Submitted to Journal of Behavioral & Experimental Finance (Scopus Journal, Q2).
*Berggrun, Luis, Emilio Cardona and Edmundo Lizarzaburu (2020). Deviations from Fundamental Value and Future Closed-End Country Fund Returns . Submitted to Journal of Behavioral & Experimental Finance (Scopus Journal, Q2).
*Berggrun, Luis, Emilio Cardona and Edmundo Lizarzaburu. (2019). Extreme Daily Returns and the Cross-Section of Expected Returns: Evidence from Brazil. Journal of Business Research (ISI Journal, Q1), Vol. 102, pp. 201-211.
*Berggrun, Luis, Emilio Cardona and Edmundo Lizarzaburu. (2019). Extreme Daily Returns and the Cross-Section of Expected Returns: Evidence from Brazil. Journal of Business Research (ISI Journal, Q1), Vol. 102, pp. 201-211.
*Berggrun, Luis, Edmundo Lizarzaburu, Eduardo Noriega and Jhony Ostos (2019) Fundamental Analysis of a Peruvian Non-Listed Company - Real Pharma . Revista Espacios (Scopus Journal, Q3).
*Berggrun, Luis, Edmundo Lizarzaburu, Eduardo Noriega and Jhony Ostos (2019) Fundamental Analysis of a Peruvian Non-Listed Company - Real Pharma . Revista Espacios (Scopus Journal, Q3).
*Berggrun, Luis, Darcy Fuenzalida and Samuel Mongrut (2017). Illiquidity Premium in the MILA. Emerging Markets Finance and Trade (Scopus Journal, Q2), Vol. 53, pp.1015-1029.
*Berggrun, Luis, Darcy Fuenzalida and Samuel Mongrut (2017). Illiquidity Premium in the MILA. Emerging Markets Finance and Trade (Scopus Journal, Q2), Vol. 53, pp.1015-1029.
*Berggrun, Luis, and Samuel Mongrut (2017). Determinants of Venture Capital Commitments in Latin America . Working Paper.
*Berggrun, Luis, and Samuel Mongrut (2017). Determinants of Venture Capital Commitments in Latin America . Working Paper.
*Benavides, Julian, Luis Berggrun and Hector Fabio Perafan (2016). Dividend Payout Policy: Evidence from Latin America. Finance Research Letters (Scopus Journal, Q2), Vol. 7, pp. 197-210.
*Benavides, Julian, Luis Berggrun and Hector Fabio Perafan (2016). Dividend Payout Policy: Evidence from Latin America. Finance Research Letters (Scopus Journal, Q2), Vol. 7, pp. 197-210.
*Berggrun, Luis, Edmundo Lizarzaburu and Emilio Cardona (2016). Idiosyncratic Volatility and Stock Returns: Evidence from the MILA. Research in International Business & Finance (Scopus Journal, Q2), Vol. 37, pp. 422-434.
*Berggrun, Luis, Edmundo Lizarzaburu and Emilio Cardona (2016). Idiosyncratic Volatility and Stock Returns: Evidence from the MILA. Research in International Business & Finance (Scopus Journal, Q2), Vol. 37, pp. 422-434.
*Berggrun, Luis, and Edmundo Lizarzaburu (2015). Fund Flows and Performance in Brazil. Journal of Business Research (ISI Journal, Q2), Vol. 68, No. 2, pp. 199-207.
*Berggrun, Luis, and Edmundo Lizarzaburu (2015). Fund Flows and Performance in Brazil. Journal of Business Research (ISI Journal, Q2), Vol. 68, No. 2, pp. 199-207.
*Berggrun, Luis, Samuel Mongrut, Benito Umana and Gyorgy Varga (2014). Persistence in Equity Fund Performance in Brazil. Emerging Markets Finance and Trade (ISI Journal, Q2), Vol. 50, No. 2, pp. 17-34.
*Berggrun, Luis, Samuel Mongrut, Benito Umana and Gyorgy Varga (2014). Persistence in Equity Fund Performance in Brazil. Emerging Markets Finance and Trade (ISI Journal, Q2), Vol. 50, No. 2, pp. 17-34.
*Lizarzaburu, Edmundo, Luis Berggrun, and Kurt Burneo (2014). Corporate Governance in Emerging Markets and its Impact on Financial Performance . Corporate Ownership & Control (ISI Journal, Q3),Vol. 12, No. 1, pp. 625-32.
*Lizarzaburu, Edmundo, Luis Berggrun, and Kurt Burneo (2014). Corporate Governance in Emerging Markets and its Impact on Financial Performance . Corporate Ownership & Control (ISI Journal, Q3),Vol. 12, No. 1, pp. 625-32.
*Alonso, Julio Cesar and Luis Berggrun (2013). A Methodological Note on the Estimation of the Smart Money Effect. Working Paper.
*Alonso, Julio Cesar and Luis Berggrun (2013). A Methodological Note on the Estimation of the Smart Money Effect. Working Paper.
*Lizarzaburu, Edmundo, Luis Berggrun, and Julio Quispe (2012). Gestion de Riesgos Financieros: Experiencia en un Banco Latinoamericano (caso de estudio), Revista Estudios Gerenciales, Vol. 28, No. 125, pp. 96-103
*Lizarzaburu, Edmundo, Luis Berggrun, and Julio Quispe (2012). Gestion de Riesgos Financieros: Experiencia en un Banco Latinoamericano (caso de estudio), Revista Estudios Gerenciales, Vol. 28, No. 125, pp. 96-103
*Benavides, Julian and Luis Berggrun (2012). Business Financing in Colombia: the Debt and Equity Mix. Revista Academia (ISI Journal, Q4), Volume 49, pp. 17-29.
*Benavides, Julian and Luis Berggrun (2012). Business Financing in Colombia: the Debt and Equity Mix. Revista Academia (ISI Journal, Q4), Volume 49, pp. 17-29.
*Berggrun, Luis (2012). Performance and Characteristics of Brazilian Equity Funds. Working Paper.
*Berggrun, Luis (2012). Performance and Characteristics of Brazilian Equity Funds. Working Paper.
*Berggrun, Luis and Fernando Jaramillo (2011). Performance Persistence: the Case of Colombia’s Pension and Severance-Pay Funds. Revista Academia (ISI Journal, Q4), Volume 48, pp. 43-60.
*Berggrun, Luis and Fernando Jaramillo (2011). Performance Persistence: the Case of Colombia’s Pension and Severance-Pay Funds. Revista Academia (ISI Journal, Q4), Volume 48, pp. 43-60.
*Berggrun, Luis and Oliver Rausch (2011). Momentum in the Colombian Stock Market, Latin American Business Review (Scopus Journal, Q3), Volume 12, Issue 1, pp. 1-23. Leading article.
*Berggrun, Luis and Oliver Rausch (2011). Momentum in the Colombian Stock Market, Latin American Business Review (Scopus Journal, Q3), Volume 12, Issue 1, pp. 1-23. Leading article.
*Berggrun, Luis and Fernando Jaramillo (2010). Performance Evaluation, Fund Selection and Portfolio Allocation Applied to Colombia’s Pension Funds. Revista Estudios Gerenciales No. 117, Universidad Icesi, pp. 13-40
*Berggrun, Luis and Fernando Jaramillo (2010). Performance Evaluation, Fund Selection and Portfolio Allocation Applied to Colombia’s Pension Funds. Revista Estudios Gerenciales No. 117, Universidad Icesi, pp. 13-40
*Arcos, Mauricio, Julian Benavides, and Luis Berggrun (2010) Optimal Portfolio Allocation for Latin American Stock Indices . Revista Cuadernos de Administracion (Scopus Journal, Q3), Volume 23, No. 40, pp. 191-214
*Arcos, Mauricio, Julian Benavides, and Luis Berggrun (2010) Optimal Portfolio Allocation for Latin American Stock Indices . Revista Cuadernos de Administracion (Scopus Journal, Q3), Volume 23, No. 40, pp. 191-214
*Berggrun, Luis. (2010). Mutual Fund Reverse Splits. Working Paper.
*Berggrun, Luis. (2010). Mutual Fund Reverse Splits. Working Paper.
*Berggrun, Luis, Julian Esteban Garcia, Amalia Grande, and Paola Andrea Torres (2007). Burkenroad Report: Sociedad Colombiana de Juegos y Apuestas S.A. , Revista Estudios Gerenciales No. 104, Universidad Icesi, pp. 159-188
*Berggrun, Luis, Julian Esteban Garcia, Amalia Grande, and Paola Andrea Torres (2007). Burkenroad Report: Sociedad Colombiana de Juegos y Apuestas S.A. , Revista Estudios Gerenciales No. 104, Universidad Icesi, pp. 159-188
*Berggrun, Luis (2006), La Fusion de BANCOLOMBIA, CONAVI y CORFINSURA: una Aplicacion de la Metodologia de Estudio de Eventos, Revista Estudios Gerenciales No. 100, Universidad Icesi, pp. 83-102
*Berggrun, Luis (2006), La Fusion de BANCOLOMBIA, CONAVI y CORFINSURA: una Aplicacion de la Metodologia de Estudio de Eventos, Revista Estudios Gerenciales No. 100, Universidad Icesi, pp. 83-102
*Berggrun, Luis (2005). Currency Hedging for a Dutch Investor: The Case of Pension Funds and Insurers, Working paper No. 54, DNB (De Nederlandsche Bank, Dutch Central Bank), october.
*Berggrun, Luis (2005). Currency Hedging for a Dutch Investor: The Case of Pension Funds and Insurers, Working paper No. 54, DNB (De Nederlandsche Bank, Dutch Central Bank), october.
*Berggrun, Luis (2005) Price Transmission Dynamics Between ADRs and Their Underlying Foreign Security: the Case of Bancolombia, Revista Estudios Gerenciales No. 97, Universidad Icesi, pp. 13-29
*Berggrun, Luis (2005) Price Transmission Dynamics Between ADRs and Their Underlying Foreign Security: the Case of Bancolombia, Revista Estudios Gerenciales No. 97, Universidad Icesi, pp. 13-29