Cahiers du GERAD
Oct 2015
Marco Bee, Debbie J. Dupuis, and Luca Trapin
G-2015-104
Publications
Mar 2018
Marco Bee, Debbie J. Dupuis, and Luca Trapin
Journal of Applied Econometrics, 33(3), 398–415, 2018
BibTeX reference
News
Nov 1, 2018
Title: On time-varying volatility and financial derivatives
Mar 14, 2018
Title: Investment decisions under hedging concerns : Variance risk premium & risk budgeting
Oct 17, 2017
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.
Events
02:00 PM–03:00 PMDec 5, 2018 02:00 PM
GERAD seminar
Sebastian Engelke – University of Geneva, Switzerland
Sebastian Engelke – University of Geneva, Switzerland
Room 4488, André-Aisenstadt Building, Université de Montréal Campus
01:30 PM–05:00 PMOct 17, 2017 01:30 PM
workshop
Amphithéâtre Groupe Commerce, Université de Montréal, André-Aisenstadt Building
03:30 PM–05:30 PMApr 11, 2014 03:30 PM
CRM-ISM-GERAD Montreal Statistics Colloquium
Ryan Tibshirani
Ryan Tibshirani
Centre de recherches mathématiques (CRM) and Institut des sciences mathématiques
HEC Montréal, salle KPMG