Pierre Hillion

INSEAD - Finance

The de Picciotto Chaired Professor of Alternative Investments

Boulevard de Constance

F-77305 Fontainebleau Cedex

France

  • INSEAD - Finance

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    • Tel: 65 799 5388
    • Fax: 65 799 5399
SCHOLARLY PAPERS

12

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60

Scholarly Papers (12)

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1.

International Portfolio Diversification: Currency, Industry and Country Effects Revisited

EFA 2002 Berlin
Number of pages: 44 Posted: 31 Mar 2002 Last Revised: 07 Jan 2010
Frans de Roon, Esther Eiling, Pierre Hillion and Bruno Gerard
Tilburg University - Department of Finance, University of Amsterdam - Amsterdam Business School, INSEAD - Finance and BI Norwegian Business School - Department of Finance
Downloads 1,927 (18,350)
Citation 17

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International financial markets, currency risk, mean-variance efficiency, conditioning information

2.

Death Spiral Convertibles

Number of pages: 104 Posted: 24 Jun 2001
Pierre Hillion and Theo Vermaelen
INSEAD - Finance and INSEAD - Finance
Downloads 1,203 (37,194)
Citation 23

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Convertibles, financial innovation, anomalies, capital structure

3.

Country, Sector or Style: What Matters Most When Constructing Global Equity Portfolios? An Empirical Investigation from 1990-2001

FAME Working Paper No. 35
Number of pages: 46 Posted: 25 Feb 2002
Foort Hamelink, Helene Harasty and Pierre Hillion
Lombard Odier Asset Management (SA), Lombard Odier & Cie and INSEAD - Finance
Downloads 845 (61,219)
Citation 19

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4.

Currency Risk Hedging: No Free Lunch

Number of pages: 55 Posted: 16 Feb 2009 Last Revised: 29 Oct 2012
Frans de Roon, Esther Eiling, Bruno Gerard and Pierre Hillion
Tilburg University - Department of Finance, University of Amsterdam - Amsterdam Business School, BI Norwegian Business School - Department of Finance and INSEAD - Finance
Downloads 720 (75,687)

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Currency risk, Currency risk hedging

5.

The Ex-Ante Rebalancing Premium

INSEAD Working Paper No. 2016/15/FIN
Number of pages: 42 Posted: 12 Mar 2016
Pierre Hillion
INSEAD - Finance
Downloads 380 (164,958)

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6.

The Specialness of Equally-Weighted Portfolios: The Rebalancing Fallacy

INSEAD Working Paper No. 2019/45/FIN
Number of pages: 123 Posted: 09 Oct 2019
Pierre Hillion
INSEAD - Finance
Downloads 131 (456,420)

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7.

Derivatives and Funding Value Adjustments: A Simple Corporate Finance Approach

INSEAD Working Paper No. 2017/46/FIN
Number of pages: 52 Posted: 03 Aug 2017
Pierre Hillion
INSEAD - Finance
Downloads 88 (605,885)
Citation 1

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8.

Valuation of Corporate Tax Assets Under Tax Asymmetry: A Market-Based Approach

INSEAD Working Paper No. 2021/21/FIN
Number of pages: 67 Posted: 11 May 2021
Pierre Hillion
INSEAD - Finance
Downloads 50 (812,299)

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Market value of tax assets, refundability risk, conditional transition probabilities, marginal tax rates, agency costs of tax asymmetry

9.

Use and Abuse of the LCOE: A Market-Based Valuation Framework

INSEAD Working Paper No. 2025/15/FIN
Number of pages: 39 Posted: 30 Jan 2025
Pierre Hillion
INSEAD - Finance
Downloads 19 (1,120,177)

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LCOE, NPV, Fair Value, Covariance Effects, Flexibility, Intermittency, Dispatchability, Grid Parity, Firming Costs, Policy

10.

Implementing Statistical Criteria to Select Return Forecasting Models: What Do We Learn?

Posted: 26 Dec 1998
Peter Bossaerts and Pierre Hillion
University of Cambridge and INSEAD - Finance

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11.

The Czechoslovak Privatization Auction: An Empirical Investigation

Posted: 25 Aug 1998
Pierre Hillion and S. David Young
INSEAD - Finance and INSEAD - Accounting and Control Area

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12.

An Empirical Analysis of the Limit Order Book and the Order Flow in the Paris Bourse

Downloads 0 (1,309,465)

An Empirical Analysis of the Limit Order Book and the Order Flow in the Paris Bourse

J. OF FINANCE, Vol. 50 No. 5, December 1995
Posted: 29 Nov 1995
Bruno Biais, Pierre Hillion and Chester S. Spatt
Centre for Economic Policy Research (CEPR), INSEAD - Finance and Carnegie Mellon University - David A. Tepper School of Business

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An Empirical Analysis of the Limit Order Book and the Order Flow in the Paris Bourse

Posted: 17 Oct 1994
Bruno Biais, Pierre Hillion and Chester S. Spatt
Centre for Economic Policy Research (CEPR), INSEAD - Finance and Carnegie Mellon University - David A. Tepper School of Business

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