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Fixed Income Investment program | Amsterdam Institute of Finance

Biography

INSEAD Business School
Professor of Finance. The de Picciotto Chaired Professor of Alternative Investments. Program Director of the INSEAD-Macquarie Master of Finance

Pierre Hillion is a Professor of Finance, de Picciotto Chaired Professor of Alternative Investments, and the Program Director of the INSEAD-Macquarie Master of Finance. From 1999 to 2004, he held the Shell Professorship in Finance. He serves as a visiting professor at the University of California in Los Angeles and the California Institute of Technology. He is a CEPR Research Fellow. He received his MBA from the Ecole des Hautes Etudes Commerciales (HEC) in France, a DEA from the University Paris-Dauphine, and a PhD from the University of California in Los Angeles. He is currently based at the INSEAD Singapore campus.

Pierre Hillion teaches in various Executive Education programmes offered at INSEAD and at the Amsterdam Institute of Finance. He is the Programme Director of Dresdner Kleinwort Wasserstein and Société Générale programmes at INSEAD and is co-directing the INSEAD Advanced Asset Management programme.

Pierre Hillion was the recipient of several awards from the Q. Group, NATO, ECMI and the BSI Gamma Foundation. He has published extensively in the fields of asset and option pricing models and market microstructure.

His articles have been published in leading academic journals such as the Review of Financial Studies, Journal of Mathematical Finance, Journal of Finance, Journal of Econometrics and Journal of Political Economy. He serves as an Associate Editor of the Journal of Empirical Finance and the Journal of Financial Markets. He is a co-editor of a book entitled European Capital Markets with a Single Currency published by Oxford University Press in 1999.

Pierre Hillion works as an academic advisor to Union Bancaire Privée and Lombard Odier Darier Hentsch banks in Geneva, Switzerland.

PUBLICATIONS

  • JOURNAL ARTICLES - Diversification Benefits of Funds of Hedge Funds: Identifying the Optimal Number of Hedge Funds - Journal of Alternative Investments
  • CASE STUDIES - China Aviation Oil (Singapore) Limited - Sliding Down a Slippery Slope: The US$550m Derivative Trading Loss of November 2004
  • CASE STUDIES - Chartered Semiconductor Manufacturing Limited: When Rights go Wrong: The Rights Offering of September 2002
  • JOURNAL ARTICLES - Death Spiral Convertibles - Journal of Financial Economics
  • JOURNAL ARTICLES - The Manipulation of Closing Prices - Journal of Financial Markets
  • JOURNAL ARTICLES - Local Parametric Analysis of Derivatives Pricing - Journal of Financial Markets
  • JOURNAL ARTICLES - The Relevance of Currency Risk in the EMU - Journal of Economics and Business
  • CASE STUDIES - Log On America

RESEARCH AREAS

Market Microstructure, Empirical Asset Pricing, Corporate Finance, International Finance

TEACHING AREAS

Capital Markets, Investments, Asset Management, Corporate Finance, Hedge Funds and Alternative Investments

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