Hugues Pirotte

Université Libre de Bruxelles - Solvay Brussels School of Economics and Management

Professor

50 Avenue Roosevelt

CP 145/01

Brussels 1050

Belgium

http://www.solvay.edu/cours/pirotte

SCHOLARLY PAPERS

7

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CROSSREF CITATIONS

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Scholarly Papers (7)

1.

Credit Risk Mitigation Evidence in Auto Leases: Lgd and Residual Value Risk

Number of pages: 18 Posted: 05 Feb 2004
Celine Vaessen, Hugues Pirotte and Mathias Schmit
Free University of Brussels - Solvay Business School, Université Libre de Bruxelles - Solvay Brussels School of Economics and Management and Free University of Brussels - Solvay Business School
Downloads 590 (51,425)

Abstract:

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Credit risk, Collateral, Basle Accord, Capital requirements, Retail Financing, Leasing

2.

Assessing the Performance of Funds of Hedge Funds

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 35 Posted: 19 Sep 2011 Last Revised: 30 Sep 2015
Université Libre de Bruxelles (ULB), Université Libre de Bruxelles - Solvay Brussels School of Economics and Management, Tages Capital LLP and University of Applied Sciences Western Switzerland - Geneva School of Business Administration
Downloads 539 (57,803)

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Hedge funds, funds of funds, selection bias, abnormal returns, zero-alpha, skilled and unskilled performance, false discoveries

3.

Market Liquidity as Dynamic Factors

Number of pages: 21 Posted: 02 Feb 2009 Last Revised: 01 Nov 2009
ECARES, Universite Libre de Bruxelles, Université Libre de Bruxelles - Solvay Brussels School of Economics and Management, Université Libre de Bruxelles (ULB) - Solvay Brussels School of Economics and Management and Vlerick Business School
Downloads 332 (102,586)
Citation 1

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Commonality, liquidity, equities, factor models, block structure

4.

Unveiling Sovereign Effects in European Banks CDS Spreads Variations

Number of pages: 42 Posted: 01 Aug 2014 Last Revised: 30 Sep 2015
Marc Peters and Hugues Pirotte
Université Libre de Bruxelles (ULB) - Centre Emile Bernheim (CEB) and Université Libre de Bruxelles - Solvay Brussels School of Economics and Management
Downloads 52 (427,432)
Citation 1

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Credit default swaps, CDS spreads, structural model, distance to default, banking debt, sovereign debt

5.

Does Manager Offshore Experience Count in the Alternative UCITS Universe?

Posted: 06 Dec 2011 Last Revised: 26 May 2013
Université Libre de Bruxelles (ULB), University of Applied Sciences Western Switzerland - Geneva School of Business Administration, Université Libre de Bruxelles - Solvay Brussels School of Economics and Management and Tages Capital LLP

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UCITS, hedge funds, offshore experience, offshore equivalents, skill, replication, regulation, tracking error

How Well Do Classical Credit Risk Pricing Models Fit Swap Transaction Data?

EUROPEAN FINANCIAL MANAGEMENT JOURNAL
Posted: 04 Jul 1997
Didier Cossin and Hugues Pirotte
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) and Université Libre de Bruxelles - Solvay Brussels School of Economics and Management

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How Well Do Classical Credit Risk Pricing Models Fit Swap Transaction Data?

EUROPEAN FINANCIAL MANAGEMENT, 1998
Posted: 12 Feb 1998
Didier Cossin and Hugues Pirotte
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) and Université Libre de Bruxelles - Solvay Brussels School of Economics and Management

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Swap Credit Risk: An Empirical Investigation on Transaction Data

Working Paper No. 9605
Posted: 06 Feb 1997
Didier Cossin and Hugues Pirotte
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) and Université Libre de Bruxelles - Solvay Brussels School of Economics and Management

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Swap Credit Risk: An Empirical Investigation on Transaction Data

Journal of Banking and Finance, Vol. 21, No. 10, October 1997
Posted: 25 Sep 2006
Didier Cossin and Hugues Pirotte
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) and Université Libre de Bruxelles - Solvay Brussels School of Economics and Management

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