Best article in Risk Management and Insurance Review
Georges Dionne wins the American Risk and Insurance 2020 Best Article Award for the article The Governance of Risk Management: The Importan
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CEA Fellow: Georges Dionne
For his outstanding contributions to academic research, training of human capital and mentoring, the Canadian Economics Association is...
Information Environments and High Price Impact Trades: Implication for Volatility and Price Efficien
Using high-frequency transaction and Limit Order Book (LOB) data, we extend the identification dimensions of High Price Impact Trades...
Georges Dionne publishes a new book: "Corporate Risk Management: Theories and Applications"
A comprehensive, one-stop resource for corporate finance professionals and graduate students: "Corporate Risk Management: Theories and...
Coherent Diversi cation Measures in Portfolio Theory: An Axiomatic Foundation by Gilles Boevi Koumou
Abstract This paper provides an axiomatic foundation of the measurement of diversi cation in a one-period portfolio theory under the...
TESTING FOR INFORMATION ASYMMETRY IN THE MORTGAGE SERVICING MARKET by Helmi Jedidi and Georges Dionn
Abstract Authors main objective is to test for evidence of information asymmetry in the mortgage servicing market. Does the sale of...
Real implications of corporate risk management: Review of main results and new evidence from a diffe
This study revisits the question of whether risk management has real implications on firm value, risk, and accounting performance using a...
Forecasting Expected Shortfall: Should we use a Multivariate Model for Stock Market Factors?
This question is examined in the context of forecasting the one-week-ahead Expected Shortfall for a portfolio equally invested in the...
Cyclical variations in liquidity risk of corporate bonds by Cassandre Anténor-Habazac, Georges Dionn
Authors study regime switching features of liquidity risk in corporate bond premiums. Within a sample period ranging from July 2002 to...
New Paper entitled: The impact of central clearing on the market for single-name credit default swap
In this paper, the authors examine the impact of the voluntary central clearing scheme on the CDS market for North American firms during...
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