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.
Research
Latest funding
- $55,229
Factor Structure of Ultra-Short Maturity Options
SSHRC · 2025 · Co-investigator
- $57,500
Conditional Model-Free Stochastic Discount Factors
SSHRC · 2025 · Principal investigator
- $62,000
Estimation of risk premia in derivative security markets
SSHRC · 2021 · Principal investigator
Factor Structure of Ultra-Short Maturity Options
Principal investigators: Dorion, Christian
Keywords: Option Returns; Factor Models; 0DTE Options; Market Efficiency
Conditional Model-Free Stochastic Discount Factors
Principal investigators: Orlowski, Piotr
Keywords: assset pricing; stochastic discount factor; non-parametric methods; machine learning
Estimation of risk premia in derivative security markets
Principal investigators: Orlowski, Piotr
Keywords: equity risk premium; derivatives; cross-section of equities; factor model; non-parametric; variance risk premium; two-stage regression; corporate bond market; credit risk
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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