Oumar Sy

Associate Professor

oumarsy

Email: Oumar.Sy@dal.ca
Phone: 902-494-3849
Fax: 902-494-1503
Mailing Address: 
Kenneth C. Rowe Management Building
6100 University Ave, PO Box 15000
Halifax, Nova Scotia, Canada B3H 4R2

 
Research Topics:
  • International diversification
  • Political economy
  • Financial econometrics
  • Market efficiency
  • Asset pricing
  • Portfolio management
  • Corporate finance
  • Corporate governance

Education

  • PhD (McGill)
  • MSc (HEC-Montreal)
  • BA (HEC)

Current Teaching

Selected Awards and Honours

  • 1999  Best Finance Paper and Best Conference Paper for "Investigating the puzzling intertemporal market risk-return relationship", Atlantic Schools of Business Annual Conference, Halifax

Selected Publications

  • Factor investing and risk management: Is smart-beta diversification smart? Nazaire, G., Pacurar, M. & Sy, O. Finance Research Letters, 41, 101854  (2021)
  • Is the presidential premium spurious? Sy, O. & Zaman, A.A. Journal of Empirical Finance 56, 94-104  (2020)
  • Betas versus characteristics: A practical perspective. Nazaire, G., Pacurar, M. & Sy, O. European Financial Management 26, 1385-1413  (2020)
  • Resolving the presidential puzzle. Sy, O. & Zaman, A.A. Financial Management 40(2), 331-355  (2011)
  • Corporate governance and ultimate control. Boubakri, N., Guedhami, O. & Sy, O. International Finance Review 9(38), 385-413  (2008)