Group for Research in Decision Analysis

Pierre Duchesne Receives the Best Paper Award Northern Finance Association

Professor Pierre Duchesne received the Best Canadian Financial Market Paper Award for a research paper entitled Intraday Value at Risk (IVaR) Using Tick-by-Tick Data with Application to the Toronto Stock Exchange. Professor Duchesne co-wrote the article with Professor Georges Dionne, holder of the Canada Research Chair in Risk Management at HEC Montréal and Professor Maria Pacurar of the Dalhousie University School of Business Administration. The authors received this distinction at the Northern Finance Association conference, held in Montréal from September 15 to 17.

edited Apr 25, 2014 02:12 PM