Hugues Langlois

A great event and discussion lnkd.in/eiJ4Ex9W

What is the expected return on the stock market for a long-term investor? Here is a new way to obtain the expected market return at different horizons using only option prices. Outperforms other benchmarks in terms of out-of-sampl…lnkd.in/e3FyYrrs lnkd.in/ezJd3Rfk

To allocate an investment portfolio, how long a history of past returns should we use to measure expected returns, volatilities, and correlations?  Thank you to LFIS Capital and the Quantitative Management Initiative for supporting my research. My paper…lnkd.in/giy2Ccs

What are the important factors driving expected returns and comovements of individual stock returns around the world? Are expected returns of individual stocks driven by exposures to risk factors or mispricings?  In our new Journa…lnkd.in/gpxSDe5 lnkd.in/gxQe5Dy

Just a few hours left before the start of the Adam Smith Workshop 2021! Start time: 8 AM New York, 1 PM London time, and 2 PM Paris time. Information and registration: lnkd.in/eRdGCqd #AssetPricing #CorporateFinance lnkd.in/eSX3ZNc

The call for papers for the 2021 Adam Smith Workshop is out! This edition will be online, spread over three days in four-hour sessions starting at 08:00 (New York), 13:00 (London), 14:00 (Milan/Paris/Frankfurt), and 20:00 (Sing…lnkd.in/g5Nr9m8 lnkd.in/gactAty

Oxford University Press is making freely available a list of highly-cited papers published in the Review of Finance, including our paper on corporate credit. lnkd.in/gexYryx

Pour assurer le désendettement progressif des acteurs économiques, les investisseurs, les créanciers, les banques aussi, vont devoir jouer le jeu de la reprise. Chronique @LesEchos par #HECprof @augustinlandier et @dthesmar @MITSloan lesechos.fr/idees-debats/c… #deconfinementjour5

Here's a post-doc job offer posted by my colleague Jean-Edouard Colliard on an incredibly important and interesting topic. Click on link for English version. lnkd.in/dMPfe2d

A Canadian perspective

We welcome submissions to the 2020 Annual Conference in International Finance at @HECParis on June 9th, 2020. The deadline is March 15th, 2020. Call for papers: cc @HECKnowledge lnkd.in/dPBxVim

We welcome submissions to the 2020 Annual Conference in International Finance at @HECParis on June 9th, 2020. The deadline is March 15th, 2020. The Call for Papers is on SSRN: ssrn.com/index.cfm/en/j… @MaikSchmeling @dagfinnrime @HuguesLanglois

I had the pleasure of discussing with The Economist’s John O’Sullivan as he was preparing an article on MIT's Robert Merton for the 50th anniversary of his 1969 portfolio choice paper. Robert Merton's work continues to this day…lnkd.in/eahPi2H lnkd.in/ePrUM33

My paper Measuring Skewness Premia is forthcoming in the Journal of Financial Economics. I offer a new way to measure how return skewness (think of downside risk and upside potential) impacts stock prices, see below for a non-techn…lnkd.in/dde-Gx2 lnkd.in/dWVnQKU

#BigData and #Investment Returns: Insights by #HECprof @HuguesLanglois on Knowledge@HEC. #smartbeta #strategy >>> bit.ly/2H5waY1

Consumer Behavior, Big Data in Finance, GAFA vs Law, Fake News in the classroom, AI at work, how researchers are trained to teach, how digital tools enhance the teaching... Find the latest research, business, and education insights from our HEC Faculty. bit.ly/2tHOnmQ

Nice introduction to one of my recent research projects. lnkd.in/dySEBGN

In Rome at the World Bank / BIS / Bank of Canada / Banca d’Italia Public Investors Conference to present our big data methodology for risk factors/smart beta. Great to hear different central banks present their reserve/asset management approach. @HECKnowledge

Presenting my research this weekend at the NFA 2018 held at the Manoir Richelieu in Canada. Thanks to @jan_ericsson and Francesca Carrieri for putting together such a nice conference program! @NFA_CA @HECKnowledge lnkd.in/dfWKbac