Cahiers du GERAD
November 15, 2018
Title: On time-varying volatility and financial derivatives
March 29, 2018
Title: Investment decisions under hedging concerns : Variance risk premium & risk budgeting
Professor Debbie J. Dupuis has been elected as a Fellow of the American Statistical Association (ASA)—an honour that the Association confers on no more than one-third of one percent of its members each year.
This distinction, in recognition of Professor Dupuis’ career excellence, was officially announced at the annual Joint Statistical Meeting in August, in Baltimore.
Sebastian Engelke – University of Geneva, Switzerland