Author: Patrick Augustin
Publication: Journal of Monetary Economics, Forthcoming
Authors: Patrick Augustin, Hamid Boustanifar, Johannes Breckenfelder and Jan Schinitzler
Publication: Journal of Money, Credit and Banking, Forthcoming
Authors: Augustin, P., Tédongap, R.
Publication: Journal of Financial and Quantitative Analysis, Vol. 51, No. 2, 2016
Professor Patrick Augustin has won the 2014 FNR Award for Outstanding PhD Thesis 2014 given by the Luxembourg National Research Fund (FNR) for his thesis entitled, “Essays on Sovereign Credit Risk...
Congratulations to Desautels undergraduate students: Evan Coulter, Valentyn Litvin, Meagan Prins, and Marina Simonian who won the top prize at the prestigious PRMIA International Risk Management...
Congratulations to Desautels BCom students Evan Coulter, Valentyn Litvin, Meagan Prins, and Marina Simonian for winning the PRMIA Risk Management Challenge, marking a third consecutive victory for...
Authors: Vallee, B., Augustin, P., Rich, P.
Publications: Harvard Business Publishing
A few years ago, Preet Bharara, the U.S. Attorney of the Southern District of New York, proclaimed that insider trading is “rampant” in U.S. securities markets, a quote well known to followers of...
Detecting Informed Trading in Illiquid Option Markets
Researchers: Augustin, P., Grass, G., and Subrahmanyam, M. G.
Summary of research project:
This research grant is awarded jointly to Patrick Augustin (Desautels), Gunnar Grass (HEC Montreal), Marti G. Subrahmanyam, Charles E. Merril (New York Stern School of Business)