| . |
Langlois, Hugues's
Scholarly Papers
Click on the title of any column to sort the table by that
column. |
|
|
| |
|
|
Aggregate Statistics |
|
Total Downloads
1,060 |
Total
Citations
2 |
|
|
|
|
|
1.
|
|
|
Christoffersen, Peter University of Toronto - Rotman School of Management Langlois, Hugues McGill University - Desautels Faculty of Management
|
| Posted: |
|
10 Sep 11
|
|
Last Revised:
|
|
11 Jul 12
|
|
397
(34,333)
|
|
|
| |
|
| |
Factors, threshold correlation, copulas, portfolio optimization, asymmetry.
|
|
|
2.
|
|
|
Christoffersen, Peter University of Toronto - Rotman School of Management Errunza, Vihang R. McGill University - Desautels Faculty of Management Jacobs, Kris University of Houston - C.T. Bauer College of Business Langlois, Hugues McGill University - Desautels Faculty of Management
|
| Posted: |
|
24 May 12
|
|
Last Revised:
|
|
20 Jan 13
|
|
353
(39,836)
|
1
|
|
| |
|
| |
Asset allocation, dynamic dependence, dynamic copula, asymmetric dependence
|
|
|
3.
|
|
|
Elkamhi, Redouane University of Iowa - Henry B. Tippie College of Business Jacobs, Kris University of Houston - C.T. Bauer College of Business Langlois, Hugues McGill University - Desautels Faculty of Management Ornthanalai, Chayawat University of Toronto - Rotman School of Management
|
| Posted: |
|
29 Jun 11
|
|
Last Revised:
|
|
17 Mar 12
|
|
166
(89,301)
|
1
|
|
| |
|
| |
Accounting information; CDS; jumps; market integration
|
|
|
4.
|
|
|
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
|
| Posted: |
|
23 Dec 10
|
|
Last Revised:
|
|
21 Sep 11
|
|
144
(102,098)
|
|
|
| |
|
| |
Hedging, European Option, American Option, Risk
|
|
Records 1 -
4
of 4 matches
[
1
]
|
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
This page was processed by apollo5 in 0.234 seconds
|