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Alexandre Hocquard

Fiera Capital

HEC Montreal - Department of Finance

PhD

3000 Chemin de la Cote-Sainte-Catherine

Montreal, Quebec H3T 2A7

Canada

http://www.hec.ca

  • Fiera Capital

  • HEC Montreal - Department of Finance

SCHOLARLY PAPERS

6

DOWNLOADS

1,642

TOTAL CITATIONS

17

Scholarly Papers (6)

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1.

Option Pricing and Hedging for Discrete Time Regime-Switching Models

Number of pages: 25 Posted: 16 Apr 2010 Last Revised: 21 Nov 2014
Bruno Remillard, Alexandre Hocquard, Hugo Lamarre and Nicolas A. Papageorgiou
Department of Decision Sciences, HEC Montreal, Fiera Capital, HEC Montreal and HEC Montreal - Department of Finance
Downloads 566 (120,556)
Citation 8

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Option Pricing, Dynamic Hedging, Regime-Switching, Goodness-of-fit, Hidden Markov Models

2.

Optimal Hedging of American Options in Discrete Time

Number of pages: 27 Posted: 23 Dec 2010 Last Revised: 21 Sep 2011
Bruno Remillard, Hugues Langlois, Alexandre Hocquard and Nicolas A. Papageorgiou
Department of Decision Sciences, HEC Montreal, Barclays Bank International, Fiera Capital and HEC Montreal - Department of Finance
Downloads 331 (226,528)
Citation 2

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Hedging, European Option, American Option, Risk

3.

The Payoff Distribution Model: An Application to Dynamic Portfolio Insurance

Number of pages: 38 Posted: 23 Dec 2010
Alexandre Hocquard, Nicolas A. Papageorgiou and Bruno Remillard
Fiera Capital, HEC Montreal - Department of Finance and Department of Decision Sciences, HEC Montreal
Downloads 270 (281,617)
Citation 4

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Portfolio Insurance, Dynamic Hedging, Constant Volatility, CPPI

4.

An Alternative Performance Measure

Number of pages: 53 Posted: 23 Dec 2010
Alexandre Hocquard, Nicolas A. Papageorgiou and Bruno Remillard
Fiera Capital, HEC Montreal - Department of Finance and Department of Decision Sciences, HEC Montreal
Downloads 267 (284,962)

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Hedge Funds, Performance Measure, Bivariate Measure

5.

Optimal Hedging Strategies with an Application to Hedge Fund Replication

Number of pages: 11 Posted: 23 Dec 2010
Alexandre Hocquard, Nicolas A. Papageorgiou and Bruno Remillard
Fiera Capital, HEC Montreal - Department of Finance and Department of Decision Sciences, HEC Montreal
Downloads 208 (366,366)
Citation 3

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Hedge Funds, Hedging, Replication, Copula, Gaussian Mixtures

6.

Replicating the Properties of Hedge Fund Returns

Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper, UBC Winter Finance Conference 2008 Paper, https://doi.org/10.3905/jai.2008.712595
Posted: 22 May 2019
Nicolas A. Papageorgiou, Bruno Remillard and Alexandre Hocquard
HEC Montreal - Department of Finance, Department of Decision Sciences, HEC Montreal and Fiera Capital

Abstract:

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Hedge Funds, Hedging, Replication, Copula, Gaussian mixtures