Students Supervision

Ph.D. Thesis Committee

  • Antoine Noel:  Derivatives, information transmission and informed trading.
  • Denada Ibrushi: Three Empirical Essays on Asset Pricing
  • Ali Abolghasemi: Asset Prices in Granular Economies
  • Ella Dias Saraiva-Patelli: Essays on Investors’ Expectations and Asset Prices

M.Sc. Thesis Supervision

  • Aldriche-chirlet Moussavou: The modeling of convenience yield in the commodity market.
  • Yan Geng: Equity risks and the cross-section of stock returns.
  • Gabriel Bédard: Implementation of liquidity risk assessment measures for fixed income strategies.
  • Jihane Guennouni: Implementation of monitoring analytics for private placement portfolios.
  • Dominic Bouchard: The Pricing, replication, and hedging of TSX-VIX Futures using stochastic volatility models.
  • Rémi Galarneau-Vincent: The pricing of the yield curve: US high yield corporate yield curve and the sovereign yield curve of emerging countries.
  • Tom Imbernon: Application of the Heston model for pricing equity derivatives based on Monte-Carlo methods.
  • Alexis Gosselin Masson: Risk factors and risk premia in equally weighted portfolios of emerging countries.
  • Zhu Yanfang: Downside risk in Chinese ADRs – Co-supervised with Pascal François.