This profile is built from public research funding records (CIHR, NSERC and SSHRC). We have not imported them from a HEC Montréal directory, so their publications, courses and email address may be missing. Find their university profile.
Latest funding
- $44,000
Multi-period portfolio choices with event risk, transaction costs and return predictability
SSHRC · 2016 · Principal investigator
- $3,000,000
Nouvelle économie financière (e-finance)
SSHRC · 2002 · Co-investigator
- $131,781
Term structure of portfolio return distributions under GARCH with applications to VaR (value at risk) and asset allocation
SSHRC · 2001 · Principal investigator
Multi-period portfolio choices with event risk, transaction costs and return predictability
Principal investigators: Simonato, Jean-Guy
Keywords: multi-period portfolio choice; event-risk; transaction cost; predictability
Nouvelle économie financière (e-finance)
Principal investigators: Dionne, Georges
Keywords: nouvelle économie financière; e-finance; e-révolution; marché boursier; bourse électronique; globalisation des marchés; régulation; liquidité; segmentation; volatilité; produit dérivé; banque de données de grande dimension; réseau parallèle d'ordinateurs
Term structure of portfolio return distributions under GARCH with applications to VaR (value at risk) and asset allocation
Principal investigators: Simonato, Jean-Guy
Keywords: GARCH process; portfolio return distribution; value at risk; asset allocation
From CIHR, NSERC and SSHRC funding decisions: CIHR since 2008, NSERC since 1991 and SSHRC since 1998, including their latest published competition results.
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