Hugues Langlois
Hugues Langlois
確認したメール アドレス: hec.fr - ホームページ
タイトル
引用先
引用先
Is the potential for international diversification disappearing? A dynamic copula approach
P Christoffersen, V Errunza, K Jacobs, H Langlois
The Review of financial studies 25 (12), 3711-3751, 2012
4822012
The joint dynamics of equity market factors
P Christoffersen, H Langlois
Journal of Financial and Quantitative Analysis 48 (5), 1371-1404, 2013
782013
Dynamic dependence and diversification in corporate credit
P Christoffersen, K Jacobs, X Jin, H Langlois
Review of Finance 22 (2), 521-560, 2018
342018
Dynamic dependence in corporate credit
P Christoffersen, K Jacobs, X Jin, H Langlois
Dynamic Dependence in Corporate Credit,” Rotman School of Management Working …, 2013
312013
Measuring skewness premia
H Langlois
Journal of Financial Economics 135 (2), 399-424, 2020
292020
Time-varying risk premia in large international equity markets
I Chaieb, H Langlois, O Scaillet
Swiss Finance Institute Research Paper, 2018
202018
Factors and risk premia in individual international stock returns
I Chaieb, H Langlois, O Scaillet
Journal of Financial Economics 141 (2), 669-692, 2021
142021
Accounting information releases and CDS spreads
R Elkamhi, K Jacobs, H Langlois, C Ornthanalai
Midwest Finance Association 2012 Annual Meetings Paper, 2012
142012
Asset pricing with return asymmetries: Theory and tests
H Langlois
Paris December 2015 Finance Meeting EUROFIDAI-AFFI, 2013
102013
Optimal hedging of American options in discrete time
B Rémillard, A Hocquard, H Langlois, N Papageorgiou
Numerical Methods in Finance, 145-170, 2012
82012
Dynamic diversification in corporate credit
P Christoffersen, K Jacobs, X Jin, H Langlois
Review of Financial Studies, 2014
72014
Is Liquidity Risk Priced in Partially Segmented Markets?
I Chaieb, VR Errunza, H Langlois
University of Geneva, 2018
5*2018
Fundamental Indexing–It’s Not About the Fundamentals
H Langlois, J Lussier
Desjardins Global Asset Management, 2009
32009
Rational Investing: The Subtleties of Asset Management
H Langlois, J Lussier
Columbia University Press, 2017
22017
Time-Varying Risk Premia in Large International Equity Markets
H Langlois, I Chaieb, O Scaillet
HEC Research Papers Series, 2019
12019
5. The Blueprint to Long-Term Performance
H Langlois, J Lussier
Rational Investing, 87-114, 2017
12017
What matters in a characteristic?
H Langlois
Available at SSRN 3848587, 2021
2021
Internet Appendix Factors and Risk Premia in Individual International Stock Returns
I Chaieb, H Langlois, O Scaillet
2020
A New Benchmark for Dynamic Mean-Variance Portfolio Allocations
H Langlois
HEC Paris Research Paper No. FIN-2020-1368, 2020
2020
Measuring Skewness Premia Online Appendix
H Langlois
2018
現在システムで処理を実行できません。しばらくしてからもう一度お試しください。
論文 1–20