Biography
Hugues Langlois is an Associate Professor of Finance at HEC Paris. He holds a Masters in Financial Engineering from HEC Montreal and a BCom in Finance and Economics and a PhD in Finance from McGill University.
His research focuses on investment management, machine learning, and financial econometrics. His work has been published in the Review of Financial Studies, the Journal of Financial Economics, the Journal of Financial & Quantitative Analysis, and the Review of Finance. His work on downside risk in asset classes was awarded the 2015 Crowell First Prize from PanAgora Asset Management.
Hugues Langlois created in 2016 the AXA-HEC MOOC Investment Management in an Evolving and Volatile World. This online course, whose lectures are jointly given by Hugues and managers at AXA Investment Management, introduces learners to asset management. So far more than 40,000 learners have enrolled to follow the course on the online platform Coursera.
Hugues Langlois is also the co-author of Rational Investing – The Subtleties of Asset Management, a short and non-technical book that gives an overview of the current state of practice and academic research in asset management.
Hugues was a portfolio manager from 2007 to 2013 before co-founding another asset management firm.
Scientific articles
Journal of Financial Economics, August 2021, vol. 141, n° 2, pp 669-692, (in coll. with I. CHAIEB, O. SCAILLET)
Review of Financial Studies, Septembre 2021, vol. 34, n° 9, pp 4216-4268, (in coll. with I. CHAIEB, V. ERRUNZA)
Journal of Financial Economics, February 2020, vol. 135, n° 2, pp 399-424,
Review of Finance, March 2018, vol. 22, n° 2, pp 521-560, (in coll. with Peter CHRISTOFFERSEN, Kris JACOBS, Xisong JIN)
Journal of Financial and Quantitative Analysis, October 2013, vol. 48, n° 5, pp 1371-1404, (in coll. with P. CHRISTOFFERSEN)
Review of Financial Studies, December 2012, vol. 25, n° 12, pp 3711-3751, (in coll. with P. CHRISTOFFERSEN, V. ERRUNZA, K JACOBS)
Books
Columbia University Press T (in coll. with J. LUSSIER)
Chapters in edited books
Numerical Methods In Finance, R. Carmona, P. del Moral, P. Hu and N. Oudjane (Eds), Springer, Berlin, 145-170
Working papers
SSRN Electronic Journal , 2021
Cahier de Recherche du Groupe HEC , 2020
Cahier de Recherche du Groupe HEC , 2018
Cahier de Recherche du Groupe HEC , 2018
Cahier de Recherche du Groupe HEC , 2018
Scientific articles
Journal of Financial Economics, August 2021, vol. 141, n° 2, pp 669-692, (in coll. with I. CHAIEB, O. SCAILLET)
Review of Financial Studies, Septembre 2021, vol. 34, n° 9, pp 4216-4268, (in coll. with I. CHAIEB, V. ERRUNZA)
Journal of Financial Economics, February 2020, vol. 135, n° 2, pp 399-424,
Review of Finance, March 2018, vol. 22, n° 2, pp 521-560, (in coll. with Peter CHRISTOFFERSEN, Kris JACOBS, Xisong JIN)
Books
Columbia University Press T (in coll. with J. LUSSIER)
Chapters in edited books
Numerical Methods In Finance, R. Carmona, P. del Moral, P. Hu and N. Oudjane (Eds), Springer, Berlin, 145-170
Working papers
SSRN Electronic Journal , 2021
Cahier de Recherche du Groupe HEC , 2020
Cahier de Recherche du Groupe HEC , 2018
Cahier de Recherche du Groupe HEC , 2018
Education
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Ph.D. in Management (Finance), McGill University, Faculty of Management - Canada
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M.Sc. Financial Engineering, HEC Montréal - Canada
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Bachelor of Commerce, McGill University, Faculty of Management - Canada
Academic appointments
Academic Responsibilities at HEC
- 2020- Associate Professor HEC Paris
- 2014-2020 Assistant Professor, Finance HEC Paris
- 2014- Member of GREGHEC, the joint research laboratory CNRS-HEC Paris HEC Paris
External Academic Responsibilities
- 2012-2014 Instructor McGill University, Faculty of Management
- 2006-2007 Teaching Assistant HEC Montréal
Scientific Activities
Editorial activities
Awards & honors
- 2016 Inquire Europe
- 2015 2015 PanAgora Crowell Prize for his paper, Asset Pricing with Return Asymmetries: Theory and Tests.