Richard Luger, Université Laval

Research

financial econometrics portfolio selection risk management quantitative methods financial risk forecasting econometric methodology Financial networks Connectedness

Latest funding

New inference methods for financial network analysis
SSHRC · 2025 · Principal investigator
$35,462
Multiple-testing regularization of target matrices in dynamic covariance models: New methods and applications
SSHRC · 2021 · Principal investigator
$28,306
Multiple-testing regularization of target matrices in dynamic covariance models: New methods and applications
SSHRC · 2021 · Principal investigator
$44,862

All 4 grants and awards

New inference methods for financial network analysis

Principal investigatorSSHRC2025Insight Grants

Principal investigators: Luger, Richard

Keywords: Financial networks; Connectedness; Financial stability; Systemic risk; Contagion; Financial econometrics; Statistical inference; Multiple testing; High-dimensional data; Structural breaks; Time-varying parameters; R package

$35,462

Multiple-testing regularization of target matrices in dynamic covariance models: New methods and applications

Principal investigatorSSHRC2021Insight Grants

Principal investigators: Luger, Richard

Keywords: portfolio selection; risk management; quantitative methods; financial econometrics

$28,306

Multiple-testing regularization of target matrices in dynamic covariance models: New methods and applications

Principal investigatorSSHRC2021Insight Grants

Principal investigators: Luger, Richard

Keywords: portfolio selection; risk management; quantitative methods; financial econometrics

$44,862

Variance targeting, heavy-tailed financial time series, and risk predictions: new methods for inference

Principal investigatorSSHRC2018Insight Grants

Principal investigators: Luger, Richard

Keywords: financial risk forecasting; econometric methodology; financial econometrics

$64,932

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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Applying for

Mention their SSHRC grant from 2025

Subject: Prospective PhD student: financial econometrics Dear Professor Luger, 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 financial econometrics 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 "New inference methods for financial network analysis" (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]