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Details about Hugues E. Pirotte Speder

E-mail:
Homepage:http://www.solvay.edu/cours/pirotte
Workplace:Centre Emile Bernheim, Solvay Brussels School of Economics and Management, Université Libre de Bruxelles (Free University of Brussels), (more information at EDIRC)

Access statistics for papers by Hugues E. Pirotte Speder.

Last updated 2023-01-13. Update your information in the RePEc Author Service.

Short-id: ppi128


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Working Papers

2014

  1. Alpha or Not Alpha: The Case of the Hedge Fund Industry
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
    See also Journal Article in Bankers, Markets & Investors (2014)
  2. Unveiling Sovereign Effects in European Banks CDS Spreads Variations
    Working Papers CEB, ULB -- Universite Libre de Bruxelles Downloads

2013

  1. Les agences de notation financière: Entre marchés et États
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles

2011

  1. Assessing the Performance of Funds of Hedge Funds
    Working Papers CEB, ULB -- Universite Libre de Bruxelles Downloads
  2. Does manager offshore experience count in the alternative UCITS universe?
    Working Papers CEB, ULB -- Universite Libre de Bruxelles Downloads View citations (1)
  3. Market liquidity as dynamic factors
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles View citations (10)
    See also Journal Article in Journal of Econometrics (2011)
  4. Synthèse de cours et exercices corrigés:Finance
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
    Also in ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2008)
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2004)

2010

  1. Le rôle des produits dérivés face au risque systémique
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
    See also Journal Article in Reflets et perspectives de la vie économique (2010)
  2. Sector Classification through non-Gaussian Similarity
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (4)
    Also in Working Papers CEB, ULB -- Universite Libre de Bruxelles (2008) Downloads View citations (5)

    See also Journal Article in Applied Financial Economics (2010)

2008

  1. Comment on the proposed CRD amendment on significant risk transfer
    Working Papers CEB, ULB -- Universite Libre de Bruxelles Downloads
  2. Residual value risk in the leasing industry: A European case
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (5)
    See also Journal Article in The European Journal of Finance (2008)

2005

  1. Finance Corporate
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
  2. 高级信用风险分析:评估,定价和管理信用风险的财务方法和数学模型 (Advanced Credit Risk Analysis): Simplified Chinese version
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles

2004

  1. Credit risk appraisal: from the firm structural approach to modern probabilistic methodologies
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
  2. Credit risk mitigation evidence in auto leases: LGD and residual value risk
    Working Papers CEB, ULB -- Universite Libre de Bruxelles Downloads View citations (1)

2000

  1. Advanced Credit Risk Analysis: Financial Approaches and Mathematical Models to Assess, Price, and Manage Credit Risk
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (4)

1999

  1. A Structural Model of the Term Structure of Credit Spreads with Stochastic Recovery and Contractual Design
    Working Papers CEB, ULB -- Universite Libre de Bruxelles Downloads View citations (2)
  2. Implementing a Structural Valuation Model of Swap Credit-Sensitive Rates
    Working Papers CEB, ULB -- Universite Libre de Bruxelles Downloads

1998

  1. How well do classical credit risk pricing models fit swap transaction data?
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (3)

1997

  1. Swap Credit Risk: An Empirical Investigation on Transaction Data
    Working Papers CEB, ULB -- Universite Libre de Bruxelles View citations (12)
    Also in ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1997) View citations (11)

    See also Journal Article in Journal of Banking & Finance (1997)

Journal Articles

2022

  1. Beyond mean–variance: assessing hedge fund performance in a non-parametric world
    Financial Markets and Portfolio Management, 2022, 36, (4), 473-488 Downloads

2021

  1. Can an equity structure dominate the risk-return profile of corporate bonds?
    Journal of Asset Management, 2021, 22, (4), 277-290 Downloads

2019

  1. Revisiting private equity performance computation for multi-asset investors
    Journal of Asset Management, 2019, 20, (6), 421-432 Downloads

2018

  1. Stock exchange competition: the case of Geneva during the interwar period
    Financial History Review, 2018, 25, (2), 183-201 Downloads

2014

  1. Alpha or not Alpha: The Case of the Hedge Fund Industry
    Bankers, Markets & Investors, 2014, (129), 4-16 Downloads
    See also Working Paper (2014)

2011

  1. Market liquidity as dynamic factors
    Journal of Econometrics, 2011, 163, (1), 42-50 Downloads View citations (12)
    See also Working Paper (2011)

2010

  1. Le rôle des produits dérivés face au risque systémique
    Reflets et perspectives de la vie économique, 2010, XLIX, (1), 11-22 Downloads
    See also Working Paper (2010)
  2. Sector classification through non-Gaussian similarity
    Applied Financial Economics, 2010, 20, (11), 861-878 Downloads View citations (6)
    See also Working Paper (2010)

2008

  1. Residual value risk in the leasing industry: A European case
    The European Journal of Finance, 2008, 14, (2), 157-177 Downloads
    See also Working Paper (2008)

1997

  1. Swap credit risk: An empirical investigation on transaction data
    Journal of Banking & Finance, 1997, 21, (10), 1351-1373 Downloads View citations (11)
    See also Working Paper (1997)
 
Page updated 2023-02-07