Marie-Hélène Gagnon, Université Laval

Research

(1) Portfolio allocation (2) financilization of commodities (3) risk measures (4) Options and derivatives

Latest funding

What's in a tail? The political and climate sources of tail risk in financial markets
SSHRC · 2026 · Co-investigator
$75,203
Climate Uncertainty and Financial Tail Risk: Higher-Frequency Evidence and Impacts for Canada and its Financial Institutions
SSHRC · 2025 · Principal investigator
$94,000
A tale of missing tails: In search of a direct measure for investors' expectations of extreme events.
SSHRC · 2021 · Co-investigator
$46,400

All 5 grants and awards

What's in a tail? The political and climate sources of tail risk in financial markets

Co-investigatorSSHRC2026Insight Development Grants

Principal investigators: Power, Gabriel

$75,203

Climate Uncertainty and Financial Tail Risk: Higher-Frequency Evidence and Impacts for Canada and its Financial Institutions

Principal investigatorSSHRC2025Insight Grants

Principal investigators: Gagnon, Marie-Hélène

$94,000

A tale of missing tails: In search of a direct measure for investors' expectations of extreme events.

Co-investigatorSSHRC2021Insight Development Grant

Principal investigators: Toupin, Dominique

Keywords: Options; Volatility; Risk-neutral distribution; Option-implied; Physical distribution; Distributional tails; Pricing kernel; Stock index; Volatility index

$46,400

International anticipations of crash and tail risks in currency and commodity markets

Co-investigatorSSHRC2017Insight Grants

Principal investigators: Power, Gabriel J.

Keywords: options; risk-neutral; futures; distribution; volatility; skewness; crash; kurtosis; commodities; currencies; risk premium; equity index; beta; news

$138,280

Forward looking portfolio allocation in Canada : accounting for the financialization of commodities

Principal investigatorSSHRC2017Insight Development Grant

Principal investigators: Gagnon, Marie-Hélène

Keywords: (1) Portfolio allocation; (2) financilization of commodities; (3) risk measures; (4) Options and derivatives

$55,800

From CIHR, NSERC and SSHRC funding decisions: CIHR since 2008, NSERC since 1991 and SSHRC since 1998, including their latest published competition results.

Write to this professor

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Applying for

Mention their SSHRC grant from 2025

Subject: Prospective PhD student: (1) Portfolio allocation Dear Professor Gagnon, My name is [your name], and I am a [your current degree or role] at [your institution]. I am applying for a PhD position starting in [term and year]. Your research on (1) portfolio allocation connects closely to my own work on [your research topic]. [One or two sentences on what you did and what you learned.] I also saw your SSHRC-funded project "Climate Uncertainty and Financial Tail Risk: Higher-Frequency Evidence and Impacts for Canada and its Financial Institutions" (2025), and I would be glad to contribute to work in that direction. Are you accepting new PhD students for [term and year]? I have attached my CV and transcripts, and I would be glad to talk at a time that suits you. Thank you for your time. Kind regards, [your name]