finance

Illiquidity Premia in the Equity Options Market

Published: 17Oct2017

Authors: Peter Christoffersen, Ruslan Goyenko, Kris Jacobs, Mehdi Karoui...

Mathieu Bouvard wins SFI Outstanding Paper Award 2017

Published: 13Oct2017

The Swiss Finance Institute (SFI) has attributed its Outstanding Paper Award to "The Blockchain Folk Theorem," a research paper by Bruno Biais, Toulouse School of Economics, Christophe Bisière,...

Home Bias Abroad: Domestic Industries and Foreign Portfolio Choice

Published: 11Oct2017

Authors: David Schumacher Publication: Review of Financial Studies, Forthcoming Abstract:

Citron hits Shopify in short attack, Professor Lester weighs in

Published: 11Oct2017

Shopify recently came out in defense of its business model following an attack on the company by short seller Andrew Left of Citron. According to Desautels professor Kenneth Lester, short sellers...

Scenario generation for long run interest rate risk assessment

Published: 3Oct2017

Authors: Robert Engle, Guillaume Roussellet, Emil Siriwardane Publication: Journal of Econometrics, Vol. 201, No. 2, December 2017 Abstract:

Staying at zero with affine processes: An application to term structure modelling

Published: 2Oct2017

Authors: Alain Monfort, Fulvio Pegoraro, Jean-Paul Renne and Guillaume Roussellet Publication: Journal of Econometrics, Vol. 201, No. 2, 2017, pp. 348-366. Abstract:

Professor Chaudhury on the new Rohingya approach

Published: 26Sep2017

In a blog post for bdnews24.com, Desautels professor Mo Chaudhury assesses the Bangladesh Government’s response to the humanitarian crisis in Myanmar concerning the Rohingyas, asserting that the...

Mo Chaudhury on the Rohingya crisis, Bangladesh and the West

Published: 19Sep2017

In a recent op-ed for Bangladeshi online newspaper bdnews24.com, Desautels Professor Mo Chaudhury explores the unfolding Rohingya humanitarian disaster in Myanmar, then outlines the corruption at...

Professor Vihang Errunza named a Fellow of the Royal Society of Canada

Published: 8Sep2017

The Desautels Faculty of Management is pleased to congratulate Professor Vihang Errunza, Associate Dean, Research, on being named a Fellow of the Royal Society of Canada’s Social Sciences Academy.

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