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 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)
Studies in this week’s Hutchins Roundup find that macroprudential policies that target the cost of bank capital are the most effective way to contain housing booms, bonus depreciation has a...
Authors: Augustin, P., Subrahmanyam, M. G., Tang, D. Y., and Wang, S. Q.
Publications: Annual Review of Financial Economics
For the latest information on McGill University's response to COVID-19, please visit the Coronavirus Information website.
For Desautels specific updates please visit our COVID-19 FAQ page.