| Is the potential for international diversification disappearing? A dynamic copula approach P Christoffersen, V Errunza, K Jacobs, H Langlois The Review of financial studies 25 (12), 3711-3751, 2012 | 560 | 2012 |
| The joint dynamics of equity market factors P Christoffersen, H Langlois Journal of Financial and Quantitative Analysis 48 (5), 1371-1404, 2013 | 93 | 2013 |
| Dynamic dependence and diversification in corporate credit P Christoffersen, K Jacobs, X Jin, H Langlois Review of Finance 22 (2), 521-560, 2018 | 83* | 2018 |
| Factors and risk premia in individual international stock returns I Chaieb, H Langlois, O Scaillet Journal of Financial Economics 141 (2), 669-692, 2021 | 69* | 2021 |
| Measuring skewness premia H Langlois Journal of Financial Economics 135 (2), 399-424, 2020 | 61 | 2020 |
| Accounting information releases and CDS spreads R Elkamhi, K Jacobs, H Langlois, C Ornthanalai Midwest Finance Association 2012 Annual Meetings Paper, 2012 | 16 | 2012 |
| How is Liquidity Priced in Global Markets? I Chaieb, VR Errunza, H Langlois The Review of Financial Studies 34 (9), 4216–4268, 2018 | 14* | 2018 |
| Asset pricing with return asymmetries: Theory and tests H Langlois Paris December 2015 Finance Meeting EUROFIDAI-AFFI, 2013 | 12 | 2013 |
| Optimal hedging of American options in discrete time B Rémillard, A Hocquard, H Langlois, N Papageorgiou Numerical Methods in Finance: Bordeaux, June 2010, 145-170, 2012 | 10 | 2012 |
| Rational Investing: The Subtleties of Asset Management H Langlois, J Lussier Columbia University Press, 2017 | 4 | 2017 |
| Fundamental Indexing–It’s Not About the Fundamentals H Langlois, J Lussier Desjardins Global Asset Management, 2009 | 3 | 2009 |
| What matters in a characteristic? H Langlois Journal of Financial Economics 149 (1), 52-72, 2023 | 2 | 2023 |
| A new benchmark for dynamic mean-variance portfolio allocations H Langlois HEC Paris Research Paper No. FIN-2020-1368, 2020 | 1 | 2020 |
| Is Liquidity Risk Priced in Partially Segmented Markets? H Langlois, I Chaieb, VR Errunza HEC Research Papers Series, 2018 | 1 | 2018 |
| 5. The Blueprint to Long-Term Performance H Langlois, J Lussier Rational Investing, 87-114, 2017 | 1 | 2017 |
| Conditional Leverage and the Term Structure of Option-Implied Equity Risk Premia F Chabi-Yo, H Langlois Available at SSRN 4130268, 2022 | | 2022 |
| Internet Appendix Factors and Risk Premia in Individual International Stock Returns I Chaieb, H Langlois, O Scaillet | | 2020 |
| Measuring Skewness Premia Online Appendix H Langlois | | 2018 |
| Rational Investing: The Subtleties of Asset Management H Langlois, J Lussier Columbia University Press, 2017 | | 2017 |
| 1. The Subtleties of Asset Management H Langlois, J Lussier Rational Investing, 1-16, 2017 | | 2017 |
Vihang ErrunzaMcGill UniversityAdresse e-mail validée de mcgill.ca
