Hugues E. Pirotte Speder
Hugues E. Pirotte Speder
Professor of Finance, Research Center E. Bernheim, Solvay BS, Université Libre de Bruxelles
Verified email at solvay.edu
Title
Cited by
Cited by
Year
Advanced credit risk analysis
D Cossin, H Pirotte
Financial Approaches and, 2001
2252001
Default cascades in complex networks: Topology and systemic risk
T Roukny, H Bersini, H Pirotte, G Caldarelli, S Battiston
Scientific reports 3 (1), 1-8, 2013
1782013
Swap credit risk: An empirical investigation on transaction data
D Cossin, H Pirotte
Journal of Banking & Finance 21 (10), 1351-1373, 1997
641997
Market liquidity as dynamic factors
M Hallin, C Mathias, H Pirotte, D Veredas
Journal of econometrics 163 (1), 42-50, 2011
332011
Residual value risk in the leasing industry: A European case
H Pirotte, C Vaessen
European Journal of Finance 14 (2), 157-177, 2008
172008
How well do classical credit risk pricing models fit swap transaction data?
D Cossin, H Pirotte
European Financial Management 4 (1), 65-77, 1998
161998
Sector classification through non-Gaussian similarity
M Vermorken, A Szafarz, H Pirotte
Applied Financial Economics 20 (11), 861-878, 2010
122010
Finance Corporate (7ème édition)
S Ross, R Westerfield, J Jaffe, G Hübner, F Ducoulombier, PA Michel, ...
Dunod, 2005
92005
Assessing the performance of funds of hedge funds
B Dewaele, H Pirotte, N Tuchschmid, E Wallerstein
Midwest Finance Association 2012 Annual Meetings Paper, 2011
82011
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
82005
Finance, Collection Synthex
A Farber, MP Laurent, K Oosterlinck, H Pirotte
Pearson Education France, Paris, 2004
62004
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
62004
Advanced Credit Risk Analysis: Financial Approaches and Mathematical Models to Assess, Price, and Manage Credit Risk
H Pirotte, D Cossin
ULB Institutional Repository, 2000
62000
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
Working Papers CEB 14, 2014
32014
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
31999
Les agences de notation financière
MB Colmant, É de Callataÿ, X Dieux, B Frydman, JM Gollier, A Hublet, ...
Primento, 2013
22013
Les agences de notation financière: Entre marchés et États
B Colmant, E De Callataÿ, X Dieux, B Frydman, JM Gollier, A Hublet, ...
ULB Institutional Repository, 2013
22013
Le rôle des produits dérivés face au risque systémique
H Pirotte
Reflets et perspectives de la vie économique 49 (1), 11-22, 2010
22010
Can an equity structure dominate the risk-return profile of corporate bonds?
E Nouvellon, H Pirotte
Journal of Asset Management, 1-14, 2021
12021
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Articles 1–20