Includes applications in financial products management, econometric modeling, portfolio optimization and risk assessment.
Cahiers du GERAD
Publications
May 2019
Ramzi Ben Abdallah, Michèle Breton, and Oussama Marzouk
Journal of Credit Risk, 15(2), 21–44, 2019
BibTeX reference
Apr 2019
Jean-François Bégin and Geneviève Gauthier
To appear in: Canadian Journal of Statistics - La revue canadienne de statistique, 2019
BibTeX reference
Apr 2018
"Dice"-sion making under uncertainty: When can a random decision reduce risk?
Erick Delage, Daniel Kuhn, and Wolfram Wiesemann
To appear in: Management Science, 2018
BibTeX reference
Jan 2018
Ramzi Ben Abdallah and Michèle Breton
Journal of Futures Markets, 38(1), 22–37, 2018
BibTeX reference
Events
03:30 PM–04:30 PMFeb 7, 2017 03:30 PM
“Meet a GERAD researcher!” seminar
Geneviève Gauthier – Department of Decision Sciences, HEC Montréal, Canada
Geneviève Gauthier – Department of Decision Sciences, HEC Montréal, Canada
Room 4488, André-Aisenstadt Building, Université de Montréal Campus
11:00 AM–12:00 PMJan 27, 2017 11:00 AM
ISS Informal Systems Seminar
Cody Hyndman – Concordia University, Canada
Cody Hyndman – Concordia University, Canada
Room MC 437, CIM, McConnell Building, McGill University
12:00 PM–01:00 PMSep 20, 2017 12:00 PM
GERAD seminar
Hugo Lamarre – HEC Montréal, Canada
Hugo Lamarre – HEC Montréal, Canada
Transat room, 1st floor yellow section, HEC Montréal
03:45 PM–05:00 PMNov 28, 2017 03:45 PM
“Meet a GERAD researcher!” seminar
Mohamed Ali Akari – HEC Montréal, Canada
Mohamed Ali Akari – HEC Montréal, Canada
Room 4488, André-Aisenstadt Building, Université de Montréal Campus