Access Statistics for Hugues E. Pirotte Speder

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Structural Model of the Term Structure of Credit Spreads with Stochastic Recovery and Contractual Design 0 0 0 131 0 0 0 352
Advanced Credit Risk Analysis: Financial Approaches and Mathematical Models to Assess, Price, and Manage Credit Risk 0 0 0 0 1 1 14 638
Alpha or Not Alpha: The Case of the Hedge Fund Industry 0 0 0 0 0 0 3 45
Assessing the Performance of Funds of Hedge Funds 0 0 2 1,526 0 0 4 3,780
Comment on the proposed CRD amendment on significant risk transfer 0 0 0 145 0 1 2 611
Credit risk appraisal: from the firm structural approach to modern probabilistic methodologies 0 0 0 0 0 0 1 251
Credit risk mitigation evidence in auto leases: LGD and residual value risk 0 0 0 597 0 0 1 1,661
Does manager offshore experience count in the alternative UCITS universe? 0 0 0 25 0 0 1 152
Finance Corporate 0 0 0 0 0 0 3 37
How well do classical credit risk pricing models fit swap transaction data? 0 0 0 0 0 1 3 12
Implementing a Structural Valuation Model of Swap Credit-Sensitive Rates 0 0 0 189 0 1 2 695
Le rôle des produits dérivés face au risque systémique 0 0 0 0 0 0 0 13
Les agences de notation financière: Entre marchés et États 0 0 0 0 0 0 2 62
Market liquidity as dynamic factors 0 0 0 4 1 1 2 61
Residual value risk in the leasing industry: A European case 0 0 0 0 0 1 7 142
Sector Classification through non-Gaussian Similarity 0 0 0 0 0 0 1 55
Sector classification through non-Gaussian similarity 0 0 0 126 0 1 1 393
Swap Credit Risk: An Empirical Investigation on Transaction Data 0 0 0 0 0 0 0 12
Swap Credit Risk: An Empirical Investigation on Transaction Data 0 0 0 99 0 0 3 650
Synthèse de cours et exercices corrigés:Finance 0 0 0 0 0 0 0 73
Synthèse de cours et exercices corrigés:Finance 0 0 0 0 0 1 2 68
Synthèse de cours et exercices corrigés:Finance 0 0 0 0 0 0 0 93
Unveiling Sovereign Effects in European Banks CDS Spreads Variations 0 0 0 27 0 1 1 89
高级信用风险分析：评估，定价和管理信用风险的财务方法和数学模型 (Advanced Credit Risk Analysis): Simplified Chinese version 0 0 0 0 0 0 2 34
Total Working Papers 0 0 2 2,869 2 9 55 9,979

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Alpha or not Alpha: The Case of the Hedge Fund Industry 0 0 2 20 0 0 2 62
Beyond mean–variance: assessing hedge fund performance in a non-parametric world 0 0 2 11 1 1 5 17
Can an equity structure dominate the risk-return profile of corporate bonds? 0 0 1 11 0 1 8 43
Le rôle des produits dérivés face au risque systémique 0 0 0 20 0 0 2 87
Market liquidity as dynamic factors 0 0 3 96 0 0 5 293
Residual value risk in the leasing industry: A European case 0 0 1 425 0 1 5 1,210
Revisiting private equity performance computation for multi-asset investors 0 0 1 27 0 0 4 73
Sector classification through non-Gaussian similarity 0 0 0 14 0 1 1 97
Stock exchange competition: the case of Geneva during the interwar period 0 0 1 7 0 2 8 29
Swap credit risk: An empirical investigation on transaction data 0 0 2 93 0 0 3 238
Total Journal Articles 0 0 13 724 1 6 43 2,149

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-10-06