Details about Hugues E. Pirotte Speder

Access statistics for papers by Hugues E. Pirotte Speder.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: ppi128

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 Alpha or not Alpha: The Case of the Hedge Fund Industry, Bankers, Markets & Investors, ESKA Publishing (2014) (2014)
2. Unveiling Sovereign Effects in European Banks CDS Spreads Variations
   Working Papers CEB, ULB -- Universite Libre de Bruxelles

2013

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

2011

4. Assessing the Performance of Funds of Hedge Funds
   Working Papers CEB, ULB -- Universite Libre de Bruxelles
5. Does manager offshore experience count in the alternative UCITS universe?
   Working Papers CEB, ULB -- Universite Libre de Bruxelles View citations (1)
6. Market liquidity as dynamic factors
   Working Papers ECARES, ULB -- Universite Libre de Bruxelles View citations (15)
   See also Journal Article Market liquidity as dynamic factors, Journal of Econometrics, Elsevier (2011) View citations (16) (2011)
7. 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 (2004)
   ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2008)

2010

8. Le rôle des produits dérivés face au risque systémique
   ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
   See also Journal Article Le rôle des produits dérivés face au risque systémique, Reflets et perspectives de la vie économique, De Boeck Université (2010) (2010)
9. 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) View citations (5)
   See also Journal Article Sector classification through non-Gaussian similarity, Applied Financial Economics, Taylor & Francis Journals (2010) View citations (6) (2010)

2008

10. Comment on the proposed CRD amendment on significant risk transfer
    Working Papers CEB, ULB -- Universite Libre de Bruxelles
11. 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 Residual value risk in the leasing industry: A European case, The European Journal of Finance, Taylor & Francis Journals (2008) (2008)

2005

12. Finance Corporate
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
13. 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

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

2000

16. 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

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

1998

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

1997

20. Swap Credit Risk: An Empirical Investigation on Transaction Data
    Working Papers CEB, ULB -- Universite Libre de Bruxelles View citations (11)
    Also in ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1997) View citations (10)
    See also Journal Article Swap credit risk: An empirical investigation on transaction data, Journal of Banking & Finance, Elsevier (1997) View citations (10) (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 View citations (1)

2021

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

2019

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

2018

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

2014

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

2011

6. Market liquidity as dynamic factors
   Journal of Econometrics, 2011, 163, (1), 42-50 View citations (16)
   See also Working Paper Market liquidity as dynamic factors, Working Papers ECARES (2011) View citations (15) (2011)

2010

7. Le rôle des produits dérivés face au risque systémique
   Reflets et perspectives de la vie économique, 2010, XLIX, (1), 11-22
   See also Working Paper Le rôle des produits dérivés face au risque systémique, ULB Institutional Repository (2010) (2010)
8. Sector classification through non-Gaussian similarity
   Applied Financial Economics, 2010, 20, (11), 861-878 View citations (6)
   See also Working Paper Sector Classification through non-Gaussian Similarity, ULB Institutional Repository (2010) View citations (4) (2010)

2008

9. Residual value risk in the leasing industry: A European case
   The European Journal of Finance, 2008, 14, (2), 157-177
   See also Working Paper Residual value risk in the leasing industry: A European case, ULB Institutional Repository (2008) View citations (5) (2008)

1997

10. Swap credit risk: An empirical investigation on transaction data
    Journal of Banking & Finance, 1997, 21, (10), 1351-1373 View citations (10)
    See also Working Paper Swap Credit Risk: An Empirical Investigation on Transaction Data, Working Papers CEB (1997) View citations (11) (1997)