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Hugues Langlois
Hugues Langlois
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Title
Cited by
Cited by
Year
Is the potential for international diversification disappearing? A dynamic copula approach
P Christoffersen, V Errunza, K Jacobs, H Langlois
The Review of financial studies 25 (12), 3711-3751, 2012
6072012
The joint dynamics of equity market factors
P Christoffersen, H Langlois
Journal of Financial and Quantitative Analysis 48 (5), 1371-1404, 2013
992013
Factors and risk premia in individual international stock returns
I Chaieb, H Langlois, O Scaillet
Journal of Financial Economics 141 (2), 669-692, 2021
98*2021
Dynamic dependence and diversification in corporate credit
P Christoffersen, K Jacobs, X Jin, H Langlois
Review of Finance 22 (2), 521-560, 2018
92*2018
Measuring skewness premia
H Langlois
Journal of Financial Economics 135 (2), 399-424, 2020
892020
How is Liquidity Priced in Global Markets?
I Chaieb, VR Errunza, H Langlois
The Review of Financial Studies 34 (9), 4216–4268, 2018
18*2018
Accounting information releases and CDS spreads
R Elkamhi, K Jacobs, H Langlois, C Ornthanalai
Midwest Finance Association 2012 Annual Meetings Paper, 2012
172012
Asset pricing with return asymmetries: Theory and tests
H Langlois
Paris December 2015 Finance Meeting EUROFIDAI-AFFI, 2013
122013
Optimal hedging of American options in discrete time
B Rémillard, A Hocquard, H Langlois, N Papageorgiou
Numerical Methods in Finance: Bordeaux, June 2010, 145-170, 2012
112012
Rational investing: the subtleties of asset management
H Langlois, J Lussier
Columbia University Press, 2017
52017
What matters in a characteristic?
H Langlois
Journal of Financial Economics 149 (1), 52-72, 2023
42023
Fundamental Indexing–It’s Not About the Fundamentals
H Langlois, J Lussier
Desjardins Global Asset Management, 2009
32009
A new benchmark for dynamic mean-variance portfolio allocations
H Langlois
HEC Paris Research Paper No. FIN-2020-1368, 2020
22020
Measuring Skewness Premia Online Appendix
H Langlois
12018
Is Liquidity Risk Priced in Partially Segmented Markets?
H Langlois, I Chaieb, VR Errunza
HEC Research Papers Series, 2018
12018
Conditional Leverage and the Term Structure of Option-Implied Equity Risk Premia
F Chabi-Yo, H Langlois
Available at SSRN 4130268, 2022
2022
Internet Appendix Factors and Risk Premia in Individual International Stock Returns
I Chaieb, H Langlois, O Scaillet
2020
Risk Measures of Momentum Strategy And Linkage with Macroeconomic Factors
T FENG, Z LI, H LANGLOIS
2015
Asset pricing with return asymmetries
H Langlois-Bertrand
McGill University, 2014
2014
JOURNALOFFINANCIALAND QUANTITATIVEANALYSIS
R Assets, M Campello, E Giambona, P Christoffersen, H Langlois, ...
2013
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