Pierre Hillion

INSEAD - Finance

The de Picciotto Chaired Professor of Alternative Investments

Boulevard de Constance

F-77305 Fontainebleau Cedex

France

SCHOLARLY PAPERS

8

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CITATIONS
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63

Scholarly Papers (8)

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
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 (7,274)
Citation 17

Abstract:

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

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 (16,838)
Citation 43

Abstract:

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 680 (26,373)
Citation 3

Abstract:

4.

Currency Risk Hedging: No Free Lunch

Number of pages: 55 Posted: 16 Feb 2009 Last Revised: 29 Oct 2012
Tilburg University - Department of Finance, University of Amsterdam - Amsterdam Business School, Norwegian School of Management (BI) - Department of Financial Economics and INSEAD - Finance
Downloads 278 (85,854)

Abstract:

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 0 (229,247)

Abstract:

6.

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:

7.

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:

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

Abstract: