Author Page for Pierre Hillion

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 Norwegian School of Management (BI) - Department of Financial Economics

Downloads 1,589 (7,671)

Citation 17

Abstract:

2.

Death Spiral Convertibles

AFA 2002 Atlanta Meetings

Number of pages: 104 Posted: 24 Jun 2001

Pierre Hillion and Theo Vermaelen

INSEAD - Finance and INSEAD - Finance

Downloads 938 (17,554)

Citation 45

Abstract:

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 680 (27,165)

Citation 3

Abstract:

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, Norwegian School of Management (BI) - Department of Financial Economics and INSEAD - Finance

Downloads 316 (78,941)

Abstract:

5.

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 0 (465,237)

Abstract:

6.

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 0 (212,832)

Abstract:

7.

Implementing Statistical Criteria To Select Return Forecasting Models: What do We Learn?

Review of Financial Studies, Vol. 12, No. 2

Posted: 26 Dec 1998

Peter Bossaerts and Pierre Hillion

Brain, Mind and Markets Laboratory and INSEAD - Finance

Abstract:

8.

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

Abstract:

9.

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

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2

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

Abstract:

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

Pierre Hillion

INSEAD - Finance

The de Picciotto Chaired Professor of Alternative Investments

9

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Scholarly Papers (9)

International Portfolio Diversification: Currency, Industry and Country Effects Revisited

Abstract:

Death Spiral Convertibles

Abstract:

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

Abstract:

Currency Risk Hedging: No Free Lunch

Abstract:

Derivatives and Funding Value Adjustments: A Simple Corporate Finance Approach

Abstract:

The Ex-Ante Rebalancing Premium

Abstract:

Implementing Statistical Criteria To Select Return Forecasting Models: What do We Learn?

Abstract:

The Czechoslovak Privatization Auction: An Empirical Investigation

Abstract:

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

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

Abstract:

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

Abstract:

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