RESUME
Hugues Pirotte is a professor at SBS (ULB), former Academic Director of the MBA and Executive Master in Finance (EMF), and co-founder of FinMetrics in 1998 with two other PhDs from HEC Lausanne, where he obtained his PhD in 1999 under the supervision of Rajna Gibson. His thesis was awarded the Swiss Insurance Prize in 2000, and included in its jury Eduardo Schwartz (UCLA), Hélyette Geman (Dauphine, then John Hopkins and now University of London), Didier Cossin (IMD), and André Dubey (HEC Lausanne).
Hugues Pirotte is currently the Academic Director of the Master in Business Engineering, Chaiman of CEBRIG, Counsellor to the Rectorate of the University, and member of the Board of Directors of the Erasmus Hospital and of Fondation Bernheim.
Hugues Pirotte is currently the Academic Director of the Master in Business Engineering, Chaiman of CEBRIG, Counsellor to the Rectorate of the University, and member of the Board of Directors of the Erasmus Hospital and of Fondation Bernheim.
RESEARCH FIELDS
Financial derivatives | Risk management & governance | Credit risk | Portfolio management | Corporate valuation & financing | Behavioural finance
Keywords
Financial Risk Management | Banking | Capital Structure | Portfolio Management | Financial Economics | Risk Modeling | Banking Industry | Option Pricing | Business Administration | Strategic Management
most RECENT publications
- Beyond mean–variance: assessing hedge fund performance in a non-parametric world. Hassouni, A., & Pirotte, H. (2022). Financial Markets and Portfolio Management, 36(4), 473-488. ISO 690
- Can an equity structure dominate the risk-return profile of corporate bonds? E Nouvellon, H Pirotte, Journal of Asset Management, 1-14, 2021.
- Revisiting private equity performance computation for multi-asset investors, E Nouvellon, H Pirotte, Journal of Asset Management 20 (6), 421-432, 2019.
- Risk Measures of Another Type: Qualitative Measures and Governance Risk: THE RISK OBSERVATORY, H Pirotte, Treasurer: The Corporate Treasurers' Community Magazine, 31, 2019.
- Risk Measures: Correlation in Finance: THE RISK OBSERVATORY, H Pirotte, Treasurer: The Corporate Treasurers' Community Magazine, 37, 2019.
- Do You Need to Be A Quant to Be A Better Hedge Fund Manager?, A Hassouni, H Pirotte, 2019.
- Advanced Option Pricing, H Pirotte, 2019.
- Private equity performance and asset allocation: impact of low rates and the J curve of cash flows, E Nouvellon, H Pirotte, 2018.
- Stock exchange competition: the case of Geneva during the interwar period, K Oosterlinck, H Pirotte, Financial History Review 25 (2), 183-201, 2018.
