| Advanced credit risk analysis: financial approaches and mathematical models to assess, price, and manage credit risk D Cossin, H Pirotte (No Title), 2001 | 229 | 2001 |
| Default cascades in complex networks: Topology and systemic risk T Roukny, H Bersini, H Pirotte, G Caldarelli, S Battiston Scientific reports 3 (1), 2759, 2013 | 205 | 2013 |
| Swap credit risk: An empirical investigation on transaction data D Cossin, H Pirotte Journal of Banking & Finance 21 (10), 1351-1373, 1997 | 63 | 1997 |
| Market liquidity as dynamic factors M Hallin, C Mathias, H Pirotte, D Veredas Journal of econometrics 163 (1), 42-50, 2011 | 48 | 2011 |
| Residual value risk in the leasing industry: A European case H Pirotte, C Vaessen European Journal of Finance 14 (2), 157-177, 2008 | 20 | 2008 |
| The best of Wilmott 1: Incorporating the quantitative finance review P Wilmott John Wiley & Sons, 2005 | 20 | 2005 |
| Finance A Farber, MP Laurent, K Oosterlinck, H Pirotte Pearson Education, 2011 | 17 | 2011 |
| Sector classification through non-Gaussian similarity M Vermorken, A Szafarz, H Pirotte Applied Financial Economics 20 (11), 861-878, 2010 | 17 | 2010 |
| Finance Corporate (7ème édition) S Ross, R Westerfield, J Jaffe Dunod, Paris, France, 2005 | 17 | 2005 |
| How well do classical credit risk pricing models fit swap transaction data? D Cossin, H Pirotte European Financial Management 4 (1), 65-77, 1998 | 17 | 1998 |
| Assessing the performance of funds of hedge funds B Dewaele, H Pirotte, N Tuchschmid, E Wallerstein Midwest Finance Association 2012 Annual Meetings Paper, 2011 | 10 | 2011 |
| 高级信用风险分析 迪迪埃， 科森， 于格， 皮罗特， 殷剑锋， 王唯翔， 程炼 北京: 机械工业出版社, 2005 | 9 | 2005 |
| Advanced Credit Risk Analysis: Financial Approaches and Mathematical Models to Assess, Price, and Manage Credit Risk H Pirotte, D Cossin ULB Institutional Repository, 2000 | 8 | 2000 |
| Credit risk mitigation evidence in auto leases: LGD and residual value risk H Pirotte, M Schmit, C Vaessen Université Libre de Bruxelles, Solvay Business School, Centre Emile Bernheim …, 2004 | 7 | 2004 |
| Does Manager Offshore Experience Count in the Alternative UCITS Universe? NSTS Benoît Dewaele, Iliya Markov, Hugues Pirotte The Journal of Alternative Investments 16 (1 (Summer 2013)), pp. 72-85, 2013 | 5* | 2013 |
| Unveiling sovereign effects in European banks CDS spreads variations M Peters, H Pirotte Available at SSRN 2474159, 2015 | 4 | 2015 |
| Les agences de notation financière MB Colmant, E De Callataÿ, X Dieux, B Frydman, JM Gollier, A Hublet, ... Primento, 2013 | 4 | 2013 |
| A Structural Model of the Term Structure of Credit Spreads with Stochastic Recovery and Contractual Design H Pirotte Université de Lausanne Ecole des hautes études commerciales IGBF/IBFM, 1999 | 4 | 1999 |
| Can an equity structure dominate the risk-return profile of corporate bonds? E Nouvellon, H Pirotte Journal of Asset Management 22 (4), 277-290, 2021 | 2 | 2021 |
| Revisiting private equity performance computation for multi-asset investors E Nouvellon, H Pirotte Journal of Asset Management 20 (6), 421-432, 2019 | 2 | 2019 |
André FarberProfessor, Université Libre de BruxellesVerified email at ulb.ac.be
