Contact information of HEC Montreal, Canada Research Chair in Risk Management
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Content
2022
2021
- 21-4 International High-Frequency Arbitrage for Cross-Listed Stocks
by Poutré, Cédric & Dionne, Georges & Yergeau, Gabriel
- 21-3 Road safety for fleets of vehicles
by Dionne, Georges & Desjardins, Denise & Angers, Jean-François
- 21-2 Hierarchical random effects model for insurance pricing of vehicles belonging to a fleet
by Desjardins, Denise & Dionne, Georges & Lu, Yang
- 21-1 The New International Regulation of Market Risk: Roles of VaR and CVaR in Model Validation
by Saissi Hassani, Samir & Dionne, Georges
- 08-1 The costs and benefits of reinsurance
by Cummins, J. David & Dionne, Georges & Gagné, Robert & Nouira, Abdelhakim
2020
2019
- 19-4 The CDS-bond Basis: Negativity Persistence and Limits to Arbitrage
by Guesmi, Sahar & Ben-Abdallah, Ramzi & Breton, Michèle & Dionne, Georges
- 19-3 Information Environments and High Price Impact Trades: Implication for Volatility and Price Efficiency
by Dionne, Georges & Zhou, Xiaozhou
- 19-2 Coherent diversification measures in portfolio theory: An axiomatic foundation
by Koumou, Gilles Boevi & Dionne, Georges
- 19-1 Testing for information asymmetry in the mortgage servicing market
by Jedidi, Helmi & Dionne, Georges
2018
- 18-7 The Governance of Risk Management: The Importance of Directors’ Independence and Financial Knowledge
by Dionne, Georges & Maalaoui Chun, Olfa & Triki, Thouraya
- 18-5 Real implications of corporate risk management: Evidence from U.S. oil producers
by Dionne, Georges & Mnasri, Mohamed
- 18-4 Forecasting Expected Shortfall: Should we use a Multivariate Model for Stock Market Factors?
by Fortin, Alain-Philippe & Simonato, Jean-Guy & Dionne, Georges
- 18-3 Cyclical variations in liquidity risk of corporate bonds
by Anténor-Habazac, Cassandre & Dionne, Georges & Guesmi, Sahar
- 18-1 The impact of central clearing on the market for single-name credit default swaps
by Akari, Mohamed-Ali & Ben-Abdallah, Ramzi & Breton, Michèle & Dionne, Georges
2017
2016
- 16-5 Asymmetric Effects of the Limit Order Book on Price Dynamics
by Cenesizoglu, Tolga & Dionne, Georges & Zhou, Xiaozhou
- 16-4 The Dynamics of Ex-ante Weighted Spread: An Empirical Analysis
by Dionne, Georges & Zhou, Xiaozhou
- 16-3 Profitability and Market Quality of High Frequency Market-makers: An Empirical Investigation
by Yergeau, Gabriel
- 16-2 Dynamic Corporate Risk Management: Motivations and Real Implications
by Dionne, Georges & Gueyie, Jean-Pierre & Mnasri, Mohamed
- 16-1 Can Higher-Order Risks Explain the Credit Spread Puzzle?
by Okou, Cedric & Maalaoui Chun, Olfa & Dionne, Georges & Li, Jingyuan
- 15-5 The Dynamics of Ex-ante High-Frequency Liquidity: An Empirical Analysis
by Dionne, Georges & Zhou, Xiaozhou
2015
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