Finance

Technological advancement means the rethinking of language

Published: 14Nov2017

As society continues to embrace technological advancement, we tend to overlook how the words that our ancestors used have lost their meaning. In an article for Asia Times, Desautels professor...

Is bitcoin the new gold?

Published: 7Nov2017

Bitcoin has been the target of much speculation among financial circles with some experts alleging that it has the potential to become comparable to gold, a currency legitimized through social...

Desautels inaugurates world’s first pension portfolio challenge

Published: 3Nov2017

This weekend, twenty-five student teams from Berkeley, Chicago, Sydney, Hong Kong, and Geneva, amongst others will participate in the final round of the McGill International Portfolio Challenge....

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:

Pages