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Hocquard, Alexandre's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
1,404 |
Total
Citations
17 |
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1.
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Papageorgiou, Nicolas A. HEC Montreal - Department of Finance Remillard, Bruno HEC Montreal Hocquard, Alexandre Pavilion Advisory Group
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769
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13
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Hedge Funds, Hedging, Replication, Copula, Gaussian mixtures
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2.
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Remillard, Bruno HEC Montreal Hocquard, Alexandre Pavilion Advisory Group Papageorgiou, Nicolas A. HEC Montreal - Department of Finance
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204
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2
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Option Pricing, Dynamic Hedging, Regime-Switching, Goodness-of-fit, Hidden Markov Models
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3.
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Remillard, Bruno HEC Montreal Langlois, Hugues McGill University - Desautels Faculty of Management Hocquard, Alexandre Pavilion Advisory Group Papageorgiou, Nicolas A. HEC Montreal - Department of Finance
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23 Dec 10
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Last Revised:
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21 Sep 11
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143
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Hedging, European Option, American Option, Risk
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4.
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Hocquard, Alexandre Pavilion Advisory Group Papageorgiou, Nicolas A. HEC Montreal - Department of Finance Remillard, Bruno HEC Montreal
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135
(107,162)
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Hedge Funds, Performance Measure, Bivariate Measure
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5.
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Hocquard, Alexandre Pavilion Advisory Group Papageorgiou, Nicolas A. HEC Montreal - Department of Finance Remillard, Bruno HEC Montreal
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79
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Portfolio Insurance, Dynamic Hedging, Constant Volatility, CPPI
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6.
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Hocquard, Alexandre Pavilion Advisory Group Papageorgiou, Nicolas A. HEC Montreal - Department of Finance Remillard, Bruno HEC Montreal
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74
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2
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Hedge Funds, Hedging, Replication, Copula, Gaussian Mixtures
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Records 1 -
6
of 6 matches
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