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Papageorgiou, Nicolas A.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
2,839 |
Total
Citations
27 |
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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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771
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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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Papageorgiou, Nicolas A.
HEC Montreal - Department of Finance Parwada, Jerry T.
University of New South Wales (UNSW) - School of Banking and Finance Tan, Kian M.
Australian School of Business at UNSW
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17 Jun 11
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Last Revised:
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23 Jan 12
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233
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Hedge funds, managerial experience, performance, survival
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3.
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Francois, Pascal
HEC Montreal - Department of Finance Hubner, Georges
HEC Management School - University of Liège Papageorgiou, Nicolas A.
HEC Montreal - Department of Finance
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21 Feb 06
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Last Revised:
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17 Aug 09
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214
(69,776)
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Convertible debt, Risk shifting, Non-cooperative game
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4.
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Remillard, Bruno
HEC Montreal Papageorgiou, Nicolas A.
HEC Montreal - Department of Finance Soustra, Frederic
BNP Paribas
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24 Mar 10
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Last Revised:
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13 Dec 11
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209
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1
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Copulas, Markov processes, multivariate time series, serial dependence
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5.
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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
(73,327)
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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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6.
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Amvella, Serge Patrick
HEC Montreal - Department of Finance Meier, Iwan
HEC Montreal - Department of Finance Papageorgiou, Nicolas A.
HEC Montreal - Department of Finance
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27 Apr 10
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Last Revised:
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08 Jun 10
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169
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Hedge funds, Markov chain, smoothed returns, persistence, high water mark
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7.
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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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144
(102,098)
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Hedging, European Option, American Option, Risk
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8.
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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
(107,207)
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Hedge Funds, Performance Measure, Bivariate Measure
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9.
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Hubner, Georges
HEC Management School - University of Liège Papageorgiou, Nicolas A.
HEC Montreal - Department of Finance
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129
(111,305)
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1
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hedge funds, implied higher moments, performance, persistence
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10.
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Papageorgiou, Nicolas A.
HEC Montreal - Department of Finance Reeves, Jonathan J.
Australian School of Business, University of New South Wales Xie, Xuan
Citigroup Australia
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20 Dec 11
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Last Revised:
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14 Dec 12
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125
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realized beta, zero-beta portfolios, forecasting
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11.
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Higher-Moment Risk Exposures in Hedge Funds
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Show Abstracts |
Hide Abstracts |
Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Lambert, Marie
University of Liege - HEC Management School Hubner, Georges
HEC Management School - University of Liège Papageorgiou, Nicolas A.
HEC Montreal - Department of Finance
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Posted:
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24 Apr 12
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Last Revised:
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25 Oct 12
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113
(123,719)
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Lambert, Marie
University of Liege - HEC Management School Hubner, Georges
HEC Management School - University of Liège Papageorgiou, Nicolas A.
HEC Montreal - Department of Finance
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27
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Hedge Funds, Implied higher-moments, Conditioning factors
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Lambert, Marie
University of Liege - HEC Management School Hubner, Georges
HEC Management School - University of Liège Papageorgiou, Nicolas A.
HEC Montreal - Department of Finance
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86
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Hedge Funds, Implied higher-moments, Conditioning factors
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12.
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Hubner, Georges
HEC Management School - University of Liège Lambert, Marie
University of Liege - HEC Management School Papageorgiou, Nicolas A.
HEC Montreal - Department of Finance
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112
(124,563)
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2
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Hedge Funds, Nonlinear Risk Premiums, Comoments, Implied Higher-Moments
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13.
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Aboul-Enein, Shady
HEC Montreal Dionne, Georges
HEC Montreal - Department of Finance Papageorgiou, Nicolas A.
HEC Montreal - Department of Finance
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26 Jul 09
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Last Revised:
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11 Aug 09
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99
(136,137)
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Collateralized Fund Obligation (CFO), hedge funds, structured finance, portfolio optimization, performance analysis, multivariate linear regression, systematic risk
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14.
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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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81
(156,298)
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Portfolio Insurance, Dynamic Hedging, Constant Volatility, CPPI
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15.
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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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75
(163,916)
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2
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Hedge Funds, Hedging, Replication, Copula, Gaussian Mixtures
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16.
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Papageorgiou, Nicolas A.
HEC Montreal - Department of Finance Skinner, Frank S.
Brunel University
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29 Apr 05
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Last Revised:
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28 Oct 11
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26
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4
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credit spreads, coupon bias, correlation
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