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The relevance of currency risk in the EMU
De Santis, Giorgio; Gérard, Bruno; Hillion, Pierre Henri - In: Journal of economics & business 55 (2003) 5/6, pp. 427-462
Persistent link: https://www.econbiz.de/10001804351
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Implementing statistical criteria to select return forecasting models : what do we learn?
Bossaerts, Peter L.; Hillion, Pierre Henri - In: The review of financial studies 12 (1999) 2, pp. 405-428
Persistent link: https://www.econbiz.de/10001421811
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Le modèle d'évaluation par l'arbitrage, l'APT (arbitrage pricing theory)
Fontaine, Patrice - In: Journal de la Société de Statistique de Paris 133 (1992) 4, pp. 141-160
Persistent link: https://www.econbiz.de/10001330875
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Portfolio choice and currency risk inside and outside the EMU
De Santis, Giorgio; Gérard, Bruno; Hillion, Pierre Henri - In: Swedish economic policy review 6 (1999) 1, pp. 87-116
Persistent link: https://www.econbiz.de/10001403937
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The econometric problems associated with size-sorted portfolios in empirical tests of the capital asset pricing model
Hillion, Pierre Henri - 1988
Persistent link: https://www.econbiz.de/10000795967
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The ex-ante rebalancing premium
Hillion, Pierre Henri - 2015
Persistent link: https://www.econbiz.de/10011574836
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Method of moments tests of contigent claims asset pricing models
Bossaerts, Peter L.; Hillion, Pierre Henri - 1988
Persistent link: https://www.econbiz.de/10011877933
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Equilibrium asset pricing and portfolio choice under asymmetric information
Biais, Bruno; Bossaerts, Peter L.; Spatt, Chester S. - In: The review of financial studies 23 (2010) 4, pp. 1503-1543
Persistent link: https://www.econbiz.de/10003959859
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Dynamic security design : convergence to continuous time and asset pricing implications
Biais, Bruno; Mariotti, Thomas; Plantin, Guillaume; … - In: The review of economic studies 74 (2007) 2, pp. 345-390
Persistent link: https://www.econbiz.de/10003431627