Concepedia
Statistics
Publications
6
Citations
139
H-Index
Active since
2007
Affiliations
HEC Montréal(Current)
Decision Sciences (United States)
Alexandre Hocquard is an author at HEC Montréal specializing in financial economics, finance, and hedging.
Publications per year
2007–2017
A Constant-Volatility Framework for Managing Tail Risk
Alexandre Hocquard, Sunny Ng, Nicolas Papageorgiou · The Journal of Portfolio Management · 2013 · 57 citations
Management, Finance, Risk Management +17
Replicating the Properties of Hedge Fund Returns
Nicolas Papageorgiou, Bruno Rémillard, Alexandre Hocquard · The Journal of Alternative Investments · 2008 · 32 citations · Full text
Business, Economics, Finance +12
Nicolas Papageorgiou, Bruno Rémillard, Alexandre Hocquard · SSRN Electronic Journal · 2007 · 16 citations · Full text
Option Pricing and Dynamic Discrete Time Hedging for Regime-Switching Geometric Random Walks Models
Bruno Rémillard, Alexandre Hocquard, Nicolas Papageorgiou · SSRN Electronic Journal · 2010 · 12 citations · Full text
Business, Finance, Financial Management +17
The payoff distribution model: an application to dynamic portfolio insurance
Alexandre Hocquard, Nicolas Papageorgiou, Bruno Rémillard · Quantitative Finance · 2012 · 11 citations
Social Sciences, Economics, Finance +7
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