> Publishers' series
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Developments in risk and insurance economics the past 50 years Henri Loubergé, Georges Dionne
[Montréal]: [Canada Research Chair in Risk Management], [2024]
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Insurers' M&A in the United States during the 1990-2022 period is the Fed monetary policy a causal factor? : preliminary Georges Dionne, Akouété Fenou, Mohamed Mnasri
[Montréal]: [Canada Research Chair in Risk Management], [2024]
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Consolidation of the US property and casualty insurance industry is climate risk a causal factor for mergers and acquisitions? Georges Dionne, Akouété Fenou, Mohamed Mnasri
[Montréal]: [Canada Research Chair in Risk Management], [2023]
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Causality in empirical analyses with emphasis on asymmetric information and risk management Georges Dionne
[Montréal]: [Canada Research Chair in Risk Management], [2023]
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Using skewed exponential power mixture for VaR and CVaR forecasts to comply with market risk regulation Samir Saissi Hassani and Georges Dionne
[Montréal]: [Canada Research Chair in Risk Management], [2023]
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Adverse selection in insurance Georges Dionne (HEC Montrèal), Nathalie Fombaron (Universitè Paris Ouest), Wanda Mimra (ESCP Business School, Paris)
[Montréal]: [Canada Research Chair in Risk Management], November 30, 2023
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Determinants and real effects of joint hedging an empirical analysis of US oil and gas producers Georges Dionne, Rayane El Hraiki, Mohamed Mnasri
[Montréal]: [Canada Research Chair in Risk Management], [2023]
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The profitability of lead-lag arbitrage at high-frequency Cédric Poutré, Georges Dionne, Gabriel Yergeau
[Montréal]: [Canada Research Chair in Risk Management], [2022]
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Précisions importantes sur le backtesting comparatif de la VaR Samir Saissi Hassani
[Montréal]: [Canada Research Chair in Risk Management], [2022]
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Determinants and real effects of joint hedging an empirical analysis of the US petroleum industry Georges Dionne, Rayane El Hraiki, Mohamed Mnasri
[Montréal]: [Canada Research Chair in Risk Management], [2022]
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Forecasting VaR and CVaR based on a skewed exponential power mixture, in compliance with the new market risk regulation Samir Saissi Hassani and Georges Dionne
[Montréal]: [Canada Research Chair in Risk Management], [2022]
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A re-examination of the U.S. insurance market’s capacity to pay catastrophe losses Georges Dionne and Denise Desjardins
[Montréal]: [Canada Research Chair in Risk Management], [2022]
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The new international regulation of market risk roles of VaR and CVaR in model validation Samir Saissi Hassani and Georges Dionne
[Montréal]: [Canada Research Chair in Risk Management], [2021]
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Hierarchical random effects model for insurance pricing of vehicles belonging to a fleet Denise Desjardins, Georges Dionne, Yang Lu
[Montréal]: [Canada Research Chair in Risk Management], [2021]
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International high-frequency arbitrage for cross-listed stocks Cédric Poutré, Georges Dionne, Gabriel Yergeau
[Montréal]: [Canada Research Chair in Risk Management], [2021]
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Road safety for fleets of vehicles Georges Dionne (HEC Montréal), Denise Desjardins (HEC Montréal), Jean-François Angers (Université de Montréal)
[Montréal]: [Canada Research Chair in Risk Management], [2021]
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Deep limit order book events dynamics Yann Bilodeau
[Montréal]: [Canada Research Chair in Risk Management], [2020]
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Sécurité routière des flottes et des conducteurs de véhicules lourds Georges Dionne (HEC Montréal), Denise Desjardins (HEC Montréal), Jean-François Angers (Université de Montréal)
[Montréal]: [Canada Research Chair in Risk Management], [2020]
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Reinsurance demand and liquidity creation a search for bi-causality Denise Desjardins, Georges Dionne, and N’Golo Koné
[Montréal]: [Canada Research Chair in Risk Management], [2020]
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The CDS-bond basis negativity persistence and limits to arbitrage Sahar Guesmi, Ramzi Ben-Abdallah, Michèle Breton, Georges Dionne
[Montréal]: [Canada Research Chair in Risk Management], [2019]
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Information environments and high price impact trades implication for volatility and price efficiency Georges, Dionne, Xiaozhou Zhou
[Montréal]: [Canada Research Chair in Risk Management], [2019]
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Coherent diversification measures in portfolio theory an axiomatic foundation Gilles Boevi Koumou, Georges Dionne
[Montréal]: [Canada Research Chair in Risk Management], [2019]
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Nonparametric testing for information asymmetry in the mortgage servicing market Helmi Jedidi and Georges Dionne
[Montréal]: [Canada Research Chair in Risk Management], [2019]