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Livres ou chapitres de
livre |
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2006-2007 |
2005-2006 |
2004-2005 |
2003-2004 |
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Articles |
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2006-2007 |
2005-2006 |
2004-2005 |
2003-2004 |
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Actes de colloque |
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2006-2007 |
2005-2006 |
2004-2005 |
2003-2004 |
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À paraître |
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2006-2007 - Livres ou chapitres de livre |
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BRUNEAU,
Catherine, Éric BATAILLE et Frédéric MICHAUD, «Business Cycle
and Corporate Failure in France», Computational Economics, eds.
J. Janssen et Diem Ho. Vol. 29, no 2, 2007 |
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BRUNEAU,
Catherine, Olivier DE BANDT et Alexis FLAGEOLLET , «Extracting
Comovements in Euro Area Business Cycles from Large - Scale Non-Stationary
Data Base», dans Convergence, Divergence in Europe? Growth and
Business Cycles in France, Germany and Italy, Springer, éds, O. De
Bandt, H. Herrmann et G. Parigi, 2006, p. 95-115 |
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DIONNE,
Georges, Christian GOURIÉROUX et Charles VANASSE, «The
Informational Content of Household Decisions with Applications to
Insurance Under Symmetric Information», dans Competitive Failures in
Insurance Markets, P.A. Chiappori et C. Gollier, éds, MIT Press
Book, Juillet 2006, p. 159-184 |
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DENAULT,
Michel et Joëlle N. PELLETIER, «Protein Library Design and
Screening: Working Out the Probabilities», dans Protein Engineering
Protocols de la Série Methods in Molecular Biology, Arndt et
Müller, éditeurs, Humana Press, Septembre 2006, p. 127-154 |
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GOURIÉROUX, Christian et Joann JASIAK, «The
Econometrics of Individual Risk: Credit, Insurance, and Marketing»,
Princeton University Press, 2007, 256 p. |
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HÜBNER,
Georges, P. GRANDIN et M. LAMBERT, «Performance de
portefeuille», Pearson Education, coll. Synthex, 2006, 272 p. |
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HÜBNER,
Georges, Yves CRAMA et Jean-Philippe PETERS, «Impact of the
Collection Threshold on the Determination of the Capital Charge for
Operational Risk», dans Advances in Risk Management, Gregoriou
G., Ed., McMillan-Pergamon, 2007, p. 1-27 |
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HÜBNER,
Georges, Véronique BASTIN, Pierre-Armand MICHEL et Mélanie
SERVAIS, «Study and Demand of Venture Capital for Biotech Firms: the
Case of the Belgian Regions of Wallonia and Brussels», dans Venture
Capital in Europe, Gregoriou G., Kooli M., et Kräussl, Elsevier,
2006, p. 249-274 |
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KRYZANOWSKI, Lawrence, «Organizational Design and Positioning of
the Deposit Insurance Function in the Financial System Safety Net», dans
Deposit Insurance, David Mayes, Andrew Campbell, John Raymond
Labrosse and Dalvinder Singh, éditeurs, Palgrave, U.K., 2007, Chapitre
4, p. 91-115, |
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ST-ONGE,
Sylvie et Michel MAGNAN, «La gestion des performances des
organisations et des personnes», dans Gestion des performances au
travail, S. St-Onge & V. Haines, éditeurs, DeBoeck: Bruxelles,
2007, p. 15-52 |
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VAN
NORDEN, Simon, «Optimal Bandpass Filtering and the Reliability
of Current Analysis» dans Growth and Cycle in the Eurozone, Gian
Luigi Mazzi et Giovanni Savio, Éd., Palgrave MacMillan, p. 321-339 |
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Retour vers le haut |
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2006-2007 - Articles |
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AERTS, Walter,
Denis CORMIER et MICHEL MAGNAN, «Intra-industry Imitation
in Corporate Environmental Reporting: An International Perspective»,
Journal of Accounting and Public Policy, Vol. 25, no 3,
2006, p. 299-331 |
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AERTS, Walter,
Denis CORMIER, Irene GORDON et Michel MAGNAN, «Performance
Disclosure on the Web: an Exploration of the Impact of Managers'
Perceptions of Stakeholder Concerns», International Journal of
Digital Accounting Research, Vol. 6, no 12, 2006, p.
159-192 |
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ANDRÉ, Paul,
Samer K. KHALIL et Michel MAGNAN, «Termination Fees in
Mergers and Acquisitions: Protecting Investors or Managers?», Journal
of Business Finance and Accounting, Vol. 34, no 3, 2007,
p. 541-566 |
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ARMADA, Manuel
R., Lawrence KRYZANOWSKI et Paulo F. PEREIRA, «A Modified
Finite-Lived American Exchange Option Methodology Applied to Real Option
Valuation», Global Finance Journal, Vol. 17, no 3,
Mars 2007, p. 419-438 |
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ASSOÉ,
Kodjovi, Jean-François L'HER et Jean-François PLANTE, «The
Relative Importance of Asset Allocation and Security Selection»,
Journal of Portfolio Management, Vol. 33, no 1, Automne
2006, p. 46-55 |
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BAUWENS, Luc
et Jeroen V.K. ROMBOUTS, «Bayesian Inference for the Mixed
Conditional Heteroskedasticity Model», Econometrics Journal, Vol.
10, 2007, p. 408-425 |
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BAUWENS, Luc,
Christian HAFNER et Jeroen V.K. ROMBOUTS, «Mixed
Multivariate Conditional Heteroskedasticity», Computational
Statistics and Data Analysis, Vol. 51, 2007, p. 3351-3566 |
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BAUWENS, Luc
et Jeroen V.K. ROMBOUTS, «Bayesian Clustering of Many
GARCH Models», Econometric Reviews, Vol. 26, 2007, p. 365-386 |
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BAUWENS, Luc,
Sébastien LAURENT, Jeroen V.K. ROMBOUTS, «Multivariate GARCH Models: A
Survey», Journal of Applied Econometrics, Vol. 21, 2006, p.
79-109 |
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BENNOURI,
Moez et Sonia FALCONIERI, »Optimal Auxtions with Asymmetrically
Informed Bidders», Economic Theory, Vol. 28, no 3,
Août 2006, p. 585-602 |
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BEN
AMEUR, Hatem, Michèle BRETON, Pierre L'ÉCUYER et
Lotfi KAROUI, «A Dynamic Programming Approach for Pricing Options
embedded in Bonds», Journal of Economic Dynamics & Control, 31,
2007, p. 2212-2233 |
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BERRADA, Tony,
Debbie J. DUPUIS, Éric JACQUIER, Nicolas
PAPAGEORGIOU et Bruno RÉMILLARD, «Credit Migration
and Basket Derivatives Pricing with Copulas», Journal of
computational Finance, Vol. 10, no 1, 2006, p. 43-68 |
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BOUAKEZ,
Hafedh et Takashi KANO, «Learning-by-Doing or Habit Formation?»,
Review of Economic Dynamics, Vol. 9, Août 2006, p. 508-524 |
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BOUBAKRI,
Narjess et Omrane GUEDHAMI, «The Determiniants of Foreign
Participation in Privatizations: Does the Institutional Environment
Matter?», Journal of Financial Research, Vol. 30, 2007, p.
129-146 |
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BOYER, Martin
et Simon VAN NORDEN, «Exchange Rates and Order Flow in the
Long Run», Finance Research Letters, Vol. 3, no 4,
2006, p. 235-243 |
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BRETON,
Michèle, Guiomar MARTIN-HERRAN et Georges ZACCOUR, «Equilibrium
Investment Strategies in Foreign Environmental Projects», Journal of
Optimization Theory and Applications, 130-1, Juillet 2006, p. 23-40 |
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BRUNEAU,
Catherine, Olivier de BANDT, Alexis FLAGEOLLET et Emmanuel MICHAUX, «Forecasting
Inflation Using Economic Indicators: The Case of France», Journal of
Forecasting, Vol. 26, no 1, 2007, p. 1-22 |
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BRUNEAU,
Catherine et Amine LAHIANI, «Estimation d'un modèle TIMA avec
asymétrie contemporaine par inférence indirecte», Revue Suisse
d'économie et de Statistique, Vol. 42, no 4, 2006 |
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CORMIER, Denis
et Michel MAGNAN, «The Revisited Contribution of
Environmental Reporting to Investors' Valuation of a Firm's Earnings: An
International Perspective», Ecological Economics, Vol. 62, no
3-4, 2007, p. 613-626 |
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CORMIER,
Denis, Pascale LAPOINTE et Michel MAGNAN, «On the
Relationship Between Voluntary Disclosure, Earnings Smoothing and the
Value-Relevance of Earnings: The Case of Switzerland», European
Accounting Review, Vol 15, no 4, 2007, p. 465-506 |
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CORMIER,
Denis, Suzanne LANDRY et Michel MAGNAN, «Gestion du
résultat ou optimisation fiscale? Évaluation des octrois d'options
d'achat d'actions selon le contexte e gouvernance actionnariale»,
Revue canadienne des sciences de l'administration, Vol. 23, no 2,
Juin 2006, p. 153-168 |
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COSSET,
Jean-Claude, Narjess BOUBAKRI, Omrane GUEDHAMI et Mohammed OMRAN,
«Foreign Investor Participation in Privatizations: Does the
Institutional Environment Matter?», The Journal of Financial Research,
Volume XXX, no 4, Printemps 2007, p. 129-146 |
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DENAULT,
Michel, Geneviève GAUTHIER et Jean-Guy SIMONATO, «Improving
Lattice Schemes Through Bias Reduction», Journal of Futures Markets,
Vol. 26,
no 8, Août 2006, p. 733-757 |
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DIONNE,
Georges, «Mieux gérer les risques privés et sociaux», Risques, no
68, décembre 2006, p. 135-137 |
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DOSTIE,
Benoit et Marie-Pierre PELLETIER, «Les rendements de la
formation en entreprise», Canadian Public Policy/Analyse de
Politiques, Vol. 33, no 1, Mars 2007, p. 21-40 |
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DUAN,
Jin-Chuan, Geneviève GAUTHIER, Caroline SASSEVILLE et
Jean-Guy SIMONATO, «Analytical Approximation for the GJR-GARCH
and EGARCH Option Pricing Models», Journal of Computational Finance,
Vol. 9, no 3, 2006 |
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DUCHESNE, Pierre, «On Testing for Serial Correlation with a
Wavelet-Based Spectral Density Estimator in Multivariate Time Series»,
Econometric Theory, Vol. 22, no 4, Août 2006, p.
633-676 |
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DUCHESNE, Pierre, «On consistent Testing for Serial Correlation
in Seasonal Time Series Models», La revue canadienne de statistique,
Vol. 35, 2007, p. 193-213 |
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DUCHESNE, Pierre, «Testing for Multivariate Autoregressive
Conditional Heteroskedasticity Using Wavelets», Computational
Statistics & Data Analysis, Vol. 51, 2006, p. 2142-2163 |
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FRANÇOIS, Pascal et Franck MISSONIER-PIERRA, «The Agency
Structure of Loan Syndicates», The Financial Review, Vol. 42,
2007, p. 227-245 |
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FRANÇOIS, Pascal, «Tax Loss Carry-Forwards and Optimal Leverage»,
Applied Financial Economics, vol. 16, 2006, p. 1075-1083 |
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GENEST,
Christian et Bruno RÉMILLARD, Comments on T. Mikosh's
Paper - Copulas: Tales and Facts», Extremes, Vol. 9, 2006, p.
27-36 |
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GENEST,
Christian, Jean-François QUESSY et Bruno RÉMILLARD, «Goodness-of-fit
Procedures for Copula Models Based on the Integral Probability
Transformation», The Scandinavian Journal of Statistics, Vol. 33,
2006, p. 337-366 |
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GENEST,
Christian, Jean-François QUESSY et Bruno RÉMILLARD, «On
the Joint Asymptotic Behavior of Two Rank-Based Estimators of the
Association Parameter in the Gamma Frailty Model», Statistics and
Probability Letters, Vol. 76, 2006, p. 10-18 |
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GENEST,
Christian, Jean-François QUESSY et Bruno RÉMILLARD, «Local
Efficiency of a Cramer-von Mises Test of Independence», Journal of
Multivariate Analysis, Vol. 97, 2006, p. 274-294 |
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GOURIÉROUX, Christian et Joann JASIAK, «Structural
Laplace Transform and Compound Autoregressive Model», Journal of Time
Series Analysis, Vol. 27, no 4, Juillet 2006, p. 477-504 |
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GOURIÉROUX, Christian et Christian P. ROBERT, «Stochastic Unit
Root Models», Econometric Theory, Vol. 22, no 6, 2006,
p. 1052-1090 |
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GOURIÉROUX, Christian et Patrick GAGLIARDINI, «Efficient
Nonparametric Estimator of Models with Nonlinear Dependence», Journal
of Econometrics, Vol. 137, 2007, p. 183-199 |
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GOURIÉROUX, Christian et Razvan SUFANA, «A Classification of Two-Affine
Diffusion Term Structure Models», Journal of Financial Econometrics,
Vol. 4, 2006, p. 31-52 |
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GOURIÉROUX, Christian et Joann JASIAK, «Multivariate
Jacobi Process with Application to Smooth Transition», Journal of
Econometrics, Elsevier, Vol. 127, (1-2), 2006, p. 475-505 |
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HAFNER,
Christian M. et Jeroen V.K. ROMBOUTS, «Semiparametric
Multivariate Volatility Models», Econometric Theory, Vol. 23, 2007, p.
251-280 |
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HAFNER,
Christian M. et Jeroen V.K. ROMBOUTS, «Estimation of
Temporally Aggregated Multivariate GARCH Models», Journal of
Statistical Computation and Simulation. Vol. 77, 2007, p. 629-650 |
| |
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HARMS, Torsten
et Pierre DUCHESNE, «On Calibration Estimation for
Quantiles», Survey Methodology, Vol. 32, 2006, p. 37-52 |
| |
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HE, Zhongzhi
et Lawrence KRYZANOWSKI, «The Cross Section of Expected
Returns and Amortized Spreads», Review of Pacific Basin Financial
Markets and Policies, Vol. 9, no 4, Décembre 2006, p.
597-638 |
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HE, Zhongzhi
et Lawrence KRYZANOWSKI, «A Reformulated Asset Pricing
Model Based on Contrarian Strategies», Studies in Economics and
Finance, Vol. 23, no 3, 2006, p. 185-201 |
| |
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HOLLIFIELD,
Burton, Robert A. MILLER, Patrick SANDAS et Joshua SLIVE,
«Estimating the Gains from Trade in Limit Order Markets», Journal of
Finance, Vol. 61, Décembre 2006, p. 2753-2804 |
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HÜBNER,
Georges, Greg GREGORIOU, Nicolas PAPAGEORGIOU et
Fabrice ROUAH, «Dominating funds of Funds with Simple Hedge Fund
Strategies», Journal of Derivatives and Hedge Funds, Vol. 13, no 2,
2007, p. 88-106 |
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JACQUIER,
Éric, Nicholas POLSON et MICHAEL JOHANNES, «MCMC Maximum Likelihood for
Latent State Models», Journal of Econometrics, Vol. 137, no
2, Avril 2007, p. 615-640 |
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LÉGER,
Pierre-Majorique, «Using a Simulation Game Approach to Teach
Enterprise Resource Planning Concepts», Journal of Information
Systems Education, Vol. 17, no 4, Janvier 2007, 7 p. |
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LÉGER,
Pierre-Majorique, Luc CASSIVI, Pierre HADAYA et Olivier CAYA, «Safeguarding
Mechanism in a Supply Chain Network», Industrial Management and Data
Systems, Vol. 106, no 6, 2006, p. 759-777 |
| |
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MAGNAN,
Michel, Sylvie ST-ONGE et Paul ANDRÉ, «Gouvernance et
rémunération des dirigeants : Abitibi-Price à Abitibi Consolidated»,
Revue internationale de cas en gestion de HEC Montréal, vol. 4, no
2, Juin 2006, 29 p. |
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MAGNAN,
Michel, «Les options sur actions: création de richesse pour les
actionnaires ou enrichissement des dirigeants au détriment des
actionnaires?», Finance-contrôle-stratégie, Vol. 90, no
3, 2006, p. 221-235 |
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NEVALAINEN,
Jaakko, Denis LAROCQUE et Hannu OJA, «A Weighted Spatial
Median for Clustered Data», Statistical Methods & Applications, no
15, 2006, p. 355-379 |
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PAGANI, Linda
S., Denis LAROCQUE, Richard E. TREMBLAY et Pierre
LAPOINTE, «The Impact of Junior Kindergarten on Math Skills in
Elementary School Children», Canadian Journal of School Psychology,
no 19, 2006, p. 17-36 |
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PAPAGEORGIOU, Nicolas et Frank SKINNER, «Credit Spreads and the
Zero-Coupon Treasury Term-Structure», Journal of Financial Research,
Vol. 29, no 3, Automne 2006, p. 421-439 |
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RENAUD,
Jean-François, et Bruno RÉMILLARD, «Explicit Martingale
Representations for Brownian Functionals and Applications to Option
Hedging», Stochastic Analysis and Applications, Vol. 25, 2007, p.
810-820 |
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TRIKI,
Thouraya, «Research on Corporate Hedging Theories: A Critical
Review of the Evidence to Date», ICFAI Journal of Financial Economics,
Vol. IV, no 3, p. 14-40 |
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Retour vers le haut |
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2006-2007 - Actes de colloque scientifique
avec arbitrage |
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CROTEAU,
Anne-Marie, Pierre-Majorique LÉGER, Luc CASSIVI, Gaël LE
HEN et Sylvain LASSEYE, «Incorporating the Notion of Life Cycle Within
Interorganizational Alignment», Conférence de l'AIMS 2006,
Annecy, France, 1-2 juin 2006, 25 p. |
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QUACH, Louis,
Pierre-Majorique LÉGER, «Performance des regroupements
d'entreprises logicielles: L'influence des caractéristiques du
portefeuille de produits logiciels», Conférence de l'Association des
sciences administratives du Canada (ASAC), Banff, 3-6 juin 2006 |
| |
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PELLERIN,
Richard, Pierre-Majorique LÉGER, Gilbert BABIN et Kim
ST-GEORGES, «Enterprise Resource Planning Diffusion: Measuring the
Impact of Network Exposure and Power», International Conference on
Software Engineering Advances (ICSEA 2006), IEEE Computer Society
Press, Tahiti, Polynésie française, Octobre 2006 |
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Retour vers le haut |
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2005-2006 - Livres ou chapitres de livre |
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AUBERT, Benoît
A., Pierre-Majorique LÉGER et Suzanne RIVARD, «SAP R/e:
Comprendre, configurer et implanter», Les éditions de la mémoire
paginée, Montréal, 2006, 407p. |
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CAPOCCI,
Daniel et Georges HÜBNER, «Funds of Hedge Funds: Bias and
Persistence in Returns», dans Gregoriou G. Éd. Funds of
Hedge Funds: Performance, Assessment, Diversification and Statistical
Properties, Quantitative Finance Series, Elsevier, 2006, p.
27-43. |
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COËN, Alain,
Aurélie DSFLEURS, Georges HÜBNER et François-Éric RACICOT,
«The Performance of Hedge Funds in the Presence of Errors in Variables»,
dans: Gregoriou G., Hübner G., Papageorgiou N. et Rouah F., Eds,
Hedge Funds: Insights in Performance Measurement, Risk Analysis, and
Portfolio Allocation, J. Wiley & Sons, Septembre 2005, p. 381-401 |
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CORMIER, Denis
et Michel MAGNAN, «L'information comptable vue dans une
perspective économique : synthèse de l'oeuvre du professeur Gerald
Feltham», Les grands auteurs en comptabilité (Éd. Bernard Colasse),
éditeurs EMS, Paris, 2005, p. 239-253 |
| |
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DIONNE,
Georges, Christian GOURIÉROUX et Charles VANASSE, «The
Informational Content of Household Decisions with Applications to
Insurance Under Symmetric Information», dans Competitive Failures in
Insurance Markets, P.A. Chiappori et C. Gollier, éds, MIT Press
Book, 2006, p. 159-184 |
| |
|
DOSTIE,
Benoit, Désiré VENCATACHELLUM, «Transferts volontaires versus
transferts coercitifs : Impact sur le travail domestique des jeunes
femmes en Tunisie», Le développement face à la pauvreté, F.
Mourji, B. Decaluwé, A. Diaw & P. Plane éditeurs, Éditions Économica,
Paris, 2006, p. 247-262 |
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FRANÇOIS, Pascal, «Les produits dérivés financiers»,
Éditions Dunod, 2005, 363 p. |
| |
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GREGORIOU Greg
N., Georges HÜBNER, Nicolas PAPAGEORGIOU et Fabrice ROUAH,
«Hedge Funds: Insights in Performance Measurement, Risk Analysis, and
Portfolio Allocation», J. Wiley & Sons, 2005, 653 p. |
| |
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GREGORIOU Greg
N., Georges HÜBNER, Nicolas PAPAGEORGIOU et Fabrice ROUAH,
«Die Mortalitätsrate von Managed Futures-Fonds - Eine Empirische Analyse
der Jahre 1990-2003» in Busack M., Ed., Handbuch Alternative
Investments - Ban 1. Gabler Verlag, Germany, 2006, p. 647-670 |
| |
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GREGORIOU Greg
N., Georges HÜBNER, Nicolas PAPAGEORGIOU et Fabrice ROUAH,
«Simple Hedge Fund Strategies as an Alternative to Funds of Funds:
Evidence From Large-Cap Funds» dans Gregoriou G., Ed., Funds of Hedge
Funds: Performance, Assessment, Diversification and Statistical
Properties, Elsevier, Quantitative Finance Series, 2006, p. 119-132 |
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JACQUIER,
Éric, Nick POLSON et Peter ROSSI «Bayesian Analysis of
Stochastic Volatility Models», in Neil Shepard, de. Stochastic
Volatility , Selected Readings, Oxford University Press, 2005 |
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Retour vers le haut |
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2005-2006 - Articles |
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ALARIE, Yves
et Georges DIONNE, «Lottery Qualities», Journal of Risk
and Uncertainty, Vol. 32, no 3, mai 2006, p. 195-216 |
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ANGERS,
Jean-François, Denise DESJARDINS, Georges DIONNE et
François GUERTIN, «Modélisation et estimation des effets individuels et
d'entreprise avec des données de panel : une application aux parcs de
véhicules», Assurances et gestion des risques, Numéro spécial en
l'honneur de Claire Laberge-Nadeau, vol. 73, no 4, Janvier
2006, p. 457-497 |
| |
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BAUWENS, Luc,
Sébastien LAURENT et Jeroen V.K. ROMBOUTS, «Multivariate
GARCH Models: A Survey», Journal of Applied Econometrics, Février
2006, Vol. 21, no 1, p. 79-109 |
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BEAULIEU,
Marie-Claude, Jean-Claude COSSET et Naceur ESSADDAM, «The
Impact of Political Risk on the Volatility of Stock Returns: The Case of
Canada», Journal of International Business Studies, no 36, 2005,
p. 701-718 |
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BEAULIEU,
Marie-Claude, Jean-Claude COSSET et Naceur ESSADDAM, «Political
Uncertainty and Stock Market Returns: Evidence from the 1995 Quebec
Referendum», Canadian Journal of Economics, Revue Canadienne
d'économique, Vol. 39, no 2, Mai 2006, p. 621-641 |
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BEN
AMEUR, Hatem, Michèle BRETON et Pascal FRANÇOIS,
«A Dynamic Programming Approach to Price Installment Options»,
European Journal of Operational Research, 169-2, Mars 2006, p.
667-676 |
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BENNOURI,
Moez et Sonia FALCONIERI, «Optimal Rationing in
IPOs with Risk Averse Institutional Investors», Rivista di Politica
Economica, Vol. VII-VIII, Luglio-Agosto 2005, p. 3-30 |
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BOUAKEZ,
Hafedh, Emmanuela CARDIA et Francisco RUGE-MURCIA, «Habit
Formation and the Persistence of Monetary Shocks», Journal of
Monetary Economics, 52, Septembre 2005, p. 1073-88 |
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BOUBAKRI,
Narjess, Jean-Claude COSSET, Klaus FISCHER et Omrane GUEDHAMI, «Privatization
and Bank Performance in Developing Countries», Journal of Banking and
Finance, no 29, 2005, p. 2015-2041 |
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BOUBAKRI,
Narjess, Jean-Claude COSSET et Omrane GUEDHAMI, «Liberalization
Corporate Governance and the Performance of Privatized Firms in
Developing Countries», Journal of Corporate Finance, no
11, 2005, p. 767-790 |
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BOYER, Martin
et Nicolas PAPAGEORGIOU, «Systèmes de gestion de la santé
et sécurité au travail : des solutions reconnues afin de gérer le risque
et de faire preuve de diligence raisonnable», Assurances et gestion
des risques, vol. 73, no 2, Juillet 2005, p. 199-218 |
| |
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BRETON,
Michèle, Ramia JARRAR et Georges ZACCOUR, «A Note on Feedback
Stackelberg Equilibrium in a Lanchester Model with Empirical
Application», Management Science, 52-5, Mai 2006, p. 804-811 |
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BRETON,
Michèle, Désiré VENCATACHELLUM et Georges ZACCOUR, «Dynamic R&D
with Strategic Behavior», Computers and Operations Research,
33-2, Février 2006, p. 426-437 |
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BRETON,
Michèle, Karima FREDJ et Georges ZACCOUR, «International
Cooperation, Coalitions Stability and Free-Riding in a Game of Pollution
Control», The Manchester School, 74-1, Janvier 2006, p. 103-122 |
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BRETON,
Michèle, Georges ZACCOUR et Medhi ZAHAF, «A Game-Theoretic
Formulation of Joint Implementation of Environmental Projects»,
European Journal of Operational Research, 168-1, Janvier 2006, p.
221-239 |
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BRETON,
Michèle, Georges ZACCOUR et Medhi ZAHAF, «A Differential Game of
Joint Implementation of Environmental Projects», Automatica,
41-10, Octobre 2005, p. 1737-1749 |
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CAPOCCI,
Daniel, Albert CORHAY et Georges HÜBNER, «Hedge Fund
Performance and Persistence in Bull and Bear Markets», European
Journal of Finance, Vol. 11, no 5, Octobre 2005, p.
361-392 |
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CASSIVI, Luc,
Pierre-Majorique LÉGER et Pierre HADAYA, «Electronic
Commerce and Supply Chain Integration: The Case of the Telecommunication
Equipment Industry», Business Process Management Journal, Vol.
11, no 5, 2005, p. 559-572 |
| |
|
CAYEN,
Jean-Philippe et Simon VAN NORDEN, «The Reliability of
Canadian Output Gap Estimates», North American Journal of Economics
and Finance, Juillet 2005, p. 373-393 |
| |
|
DIONNE,
Georges et Olfa GHALI, «The (1992) Bonus-Malus System in Tunisia:
An Empirical Evaluation», The Journal of Risk and Insurance, Vol.
72, no 4, Décembre 2005, p. 609-634 |
| |
|
DOSTIE,
Benoit et Rajshri JAYARAMAN, «Determinants of School Enrollment
in Indian Villages», Economic Development and Cultural Change,
Vol. 54, no 2, 2006, p. 407-421 |
| |
|
DOSTIE,
Benoit et Pierre-Thomas LÉGER, «The Living Arrangement dynamics
of Sick, Elderly Individuals», The Journal of Human Resources,
Vol. 40, no 4, 2005, p. 989-1014 |
| |
|
DUAN,
Jin-Chuan, Geneviève GAUTHIER, Jean-Guy SIMONATO et
Caroline SASSEVILLE, «Approximating the GJR-GARCH and EGARCH Option
Pricing Models Analytically», Journal of Computational Finance,
Vol. 9, no 3, Printemps 2006 |
| |
|
DUCHESNE, Pierre, «Testing for Serial Correlation of Unknown
Form in cointegrated Time Series Models», Annals of the Institute of
Statistical Mathematics, 57, 2005, p. 575-595 |
| |
|
DUCHESNE, Pierre, «On the Asymptotic Distribution of Residual
Autocavariances in VARX Models with Applications», Test, 14,
2005, p. 449-473 |
| |
|
GAGLIARDINI,
Patrick et Christian GOURIÉROUX, «Stochastic Migration
Models with Application to Corporate Risk», Journal of Financial
Econometrics, Vol. 3, no 2, 2005, p. 188-226 |
| |
|
GAGLIARDINI,
Patrick et Christian GOURIEROUX, «Efficient Estimation of
Models with Nonlinear Dependence», Journal of Econometrics, Vol.
3, 2005, p. 188-226 |
| |
|
GENEST,
Christian, Jean-François QUESSY et Bruno RÉMILLARD, «Goodness-of-Fit
Procedures for Copula Models Based on the Integral Probability
Transformation», Scandinavian Journal of Statistics, 33, 2006, p.
337-366 |
| |
|
GENEST,
Christian, Jean-François QUESSY et Bruno RÉMILLARD, «Local
Efficiency of a Cramer-Von Mises Test of Independence», Journal of
Multivariate Analysis, 97, 2006, p. 274-294 |
| |
|
GENEST,
Christian, Jean-François QUESSY et Bruno RÉMILLARD, «On
the Joint Aymptotic Behaviour of Two Rank-Based Estimators of the
Association Parameter in the Gamma Frailty Model», Statistics and
Probability Letters, 76, 2060, p.10-18 |
| |
|
GOURIÉROUX, Christian et Razvan SUFANA, «A Classificationof Two-Factor
Affine Diffusion Term Structure Models, Journal of Financial
Econometrics, Vol. 4, no 1, 2006, p. 31-52 |
| |
|
GOURIÉROUX, Christian , Alain MONFORT et Vassilis POLIMENIS,
«Affine Models for Credit Risk Analysis», Journal of Financial
Econometrics, Vol. 4, no 3, 2006, p. 494-530 |
| |
|
GOURIÉROUX, Christian et Joann JASIAK, «Autoregressive Gamma
Process», Journal of Forecasting, Vol 25, no 2, Mars
2006, p. 129-152 |
| |
|
GOURIÉROUX, Christian , «Wishart Processes for Stochastic Risk»,
Econometric Reviews, Special issue on Stochastic Volatility, vol.
25, no 1, 2006, p. 41 |
| |
|
GOURIÉROUX, Christian, «Nonlinear Innovations and Impulse
Responses with Application to VaR Sensitivity, Les Annales
d'économie et de statistique, no 78, juin 2005 |
| |
|
GREGORIOU,
Greg N., Georges HÜBNER, Nicolas PAPAGEORGIOU et Fabrice
ROUAH, «Survival of Commodity Trading Advisors: 1990-2003», Journal
of Futures Markets, Vol. 25, no 8, Août 2005, p. 795-816 |
| |
|
HAMZA, Mounir
et Denis LAROCQUE, «An Empirical Comparison of ensemble
Methods Based on Classification Trees», Journal of Statistical
Computation and Simulation, 75, 2005, p. 629-643 |
| |
|
HARMS, Torsten
et Pierre DUCHESNE, «On Calibration Estimation for
Quantiles», Survey Methodology, 32, 2006, p. 37-52 |
| |
|
HÜBNER,
Georges, «Concentrated Announcements on Clustered Data: An Event
Study on Biotechnology Stocks», V. Bastin & G. Hübner, Financial
Management, Vol. 35, no 1, Spring 2006, p. 129-157 |
| |
|
HÜBNER,
Georges, «The Generalized Treynor Ratio», Review of Finance,
Vol. 9, no 3, Septembre 2005, p. 415-435 |
| |
|
HÜBNER,
Georges, «L'impact économique des intérêts notionnels - Première
partie: Références à la théorie financière classique», Colmant & G.
Hübner, Revue Bancaire et Financière, no 8,
décembre 2005, p. 499-507 |
| |
|
KRYZANOWSKI, Lawrence, Skander LAZRAK et Ian RAKITA, «Trade
Costs and Market Behavior of TSX-Listed Income Trusts», Canadian
Investment Review, 19:1, Spring 2006, p. 1-16 |
| |
|
HÜBNER,
Georges et Skander LAZRAK, «Are Split-Date Volatility Changes
Primarily Permanent or Temporary?», Finance Letters, 3:5, 2005,
p. 12-18 |
| |
|
LÉGER,
Pierre-Majorique et Luc CASSIVI, «Profiting the Firms Conducting
International Electronic commerce: An Exploratory analysis»,
International Journal of Electronic Business, Vol. 3, no
6, 2005, p. 599-614 |
| |
|
LÉGER,
Pierre-Majorique, Luc CASSIVI, Pierre HADAYA et Olivier CAYA, «Safeguarding
Mecanism in a Supply chain Network», Industrial Management and Data
Systems, 106:6, 2006, p. 759-777 |
| |
|
MAGNAN,
Michel et Denis CORMIER, «From Accounting to Forecounting»,
Canadian Accounting Perspective, 4:2, 2005, p. 243-257 |
| |
|
MAGNAN,
Michel, Sylvie ST-ONGE et Denis CORMIER, «Profit-Sharing
Effectiveness in Strategic Business Units: Contingency or Managerial
Opportunism», International Journal of Productivity and Performance
Management, 54:5-6, 2005, p. 355-369 |
| |
|
MAGNAN,
Michel et Sylvie ST-ONGE, «CEO pensions: The Way to Hide Wealth
Accumulation», Human Resource Professional, 2005, Mai-Juin 2005,
p. 42 |
| |
|
MOUCHART,
Michel et Jeroen V.K. ROMBOUTS, «Clustered Panel Data
Models: An Efficient Approach for Nowcasting from Poor Data»,
International Journal of Forecasting», Vol. 21, no 3,
juillet-septembre 2005, p. 577-594 |
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Retour vers le haut |
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2005-2006 - Actes de colloque scientifique
avec arbitrage |
| |
|
CROTEAU,
Anne-Marie, Pierre-Majorique LÉGER et G. LeHEN, «Multilevel
Interorganizational Fit», North American Technology and Business
Conference, Montréal, Septembre 2005 |
| |
|
LÉGER,
Pierre-Majorique, Gilbert BABIN et Robert PELLERIN, «The
Diffusion of Enterprise Resource Planning: A Network Epidemiology
Perspective», XXVI International Sunbelt Social Networks Conference,
Vancouver, Avril 2006 |
| |
|
PELLERIN,
Robert et Pierre-Majorique LÉGER, «Mise en place d'un
programme d'améliioration continue post implantation ERP», 6e
Congrès international de génie industriel, Cédérom, Besançon, France,
7-10 Juin 2005 |
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Retour vers le haut |
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2004-2005 -
Livres ou chapitres de livre |
| |
|
ABDOUS, B.,
Christian GENEST et Bruno RÉMILLARD, «Dependence
Properties of Meta-Elliptical Distributions», Statistical Modeling
and Analysis for Complex Data Problems, P. Duchesne et B. Rémillard
éditeurs, Springer 2005, p. 1-15 |
| |
|
BAUWENS, Luc
et Jeroen ROMBOUTS, «Econometrics», Handbook of
Computational Statistics - Concepts and Methods, Gentle, James E.;
Hardle, Wolfgang; Mori Yuichi éditeurs, Springer, 2005, p. 951-980 |
| |
|
BERRADA,
Tony, «Valuing American Contingent Claims When Time to Maturity
is Uncertain», Numerical Methods in Finance, M. Breton et H. Ben
Ameur éditeurs, Springer 2005, p. 143-158 |
| |
|
BOU-HAMAD,
Imad et Pierre DUCHESNE, «On Robust Diagnostics at
Individual Lags Using RA-ARX Estimators», dans Statistical
Modeling and Analysis for Complex Data Problems, P. Duchesne et B.
Rémillard éditeurs, Springer, 2005, p. 121-140 |
| |
|
BRETON,
Michèle et Hatem BEN AMEUR, «Numerical Methods
in Finance», M. Breton et H. Ben Ameur éditeurs, Springer, 2005, 258
p. |
| |
|
BRETON,
Michèle et Abdallah TURKI, «Efficiency of Bertrand and Cournot:
A Two Stage Game», Dynamic Games: Theory and Applications, A.
Haurie et G. Zaccour éditeurs, Springer, 2005, p. 161-173 |
| |
|
CORMIER, Denis
et Michel MAGNAN, «L'information comptable vue dans une
perspective économique : synthèse de l'oeuvre du professeur Gerald
Feltham», Chapitre dans Les grands auteurs en comptabilité
(Direction: Bernard Colasse). Éditeur EMS : Paris : p. 239-253 |
| |
|
DUCHESNE, Pierre et Bruno RÉMILLARD, «Statistical
Modeling and Analysis for Complex Data Problems», GERAD 25th
Anniversary Series, P. Duchesne et B. Rémillard éditeurs, Springer:
New York, 2005 |
| |
|
FRANÇOIS, Pascal, «Corporate Debt Valuation: The Structural
Approach», Numerical Methods in Finance, M. Breton et H. BenAmeur
éditeurs, Springer, 2005, p. 1-33 |
| |
|
GENTIL, I.,
Bruno RÉMILLARD et P. DEL MORAL, «Filtering of Images for
Detecting Multiple Targets Trajectories», Statistical Modeling
and Analysis for Complex Data Problems, P. Duchesne et B. Rémillard
éditeurs, Springer, 2005, p. 267-280 |
| |
|
HÜBNER,
Georges, A. COËN, A. LAFLEUR et F.-E. RACICOT, «The Performance
of Hedge Funds in the Presence of Errors in Variables», Hedge Funds:
Insights in Performance Measurement, Risk analysis, and Portfolio
Allocation, G. Gregoriou, G. Hübner, N. Papageorgiou, R. Rouah
éditeurs, J. Wiley & Sons, 2005, p. 381-401 |
| |
|
HÜBNER,
Georges, A. CHAPELLE et J.-P. PETER, «Le risque opérationnel:
Implications de l'Accord de Bâle pour le secteur financier», Larcier,
coll. Cahiers Financiers, 2005 |
| |
|
HÜBNER,
Georges, F. DUCOULOMBIER, P.-A. MICHEL, H. PIROTTE et G. SCHIER,
«Gestion financière», Traduction française de Ross, S.-A.;
Westerfield, R. & Jaff, J., «Corporate Finance» (7th ed), Dunod,
2005, 1136 p. |
| |
|
HÜBNER,
Georges, G. GREGORIOU, Nicolas PAPAGEORGIOU et F.
ROUAH, «Hedge Funds: Insights in Performance Measurement, Risk Analysis,
and Portfolio Allocation», G. Hübner, G. Gregoriou, N. Papageorgiou, F.
Rouah, eds, J. Wiley & Sons, 2005 |
| |
|
KRYZANOWSKI, Lawrence et Mohamed AYADI, «A Stochastic Discount
Factor-Based Approach for Fixed-Income Mutual Fund Performance
Evaluation», Numerical Methods in Finance, M. Breton et H. Ben
Ameur éditeurs, Springer, 2005, Chap. 10, p. 193-226 |
| |
|
VILLUBER,
Lars, David MARGOLIS, Erik PLUG et Véronique SIMONNET, «Early
Career Experiences and Later Career Outcomes: An International
Comparison», in Catherine Sofer (ed). Human Capital Over the Life
Cycle - A European Perspective (London, Edward Elgar), 2004 |
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Retour vers le haut |
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2004-2005 -
Articles |
| |
|
ANDRADE, P,
Catherine BRUNEAU et S. GRÉGOIRE, «Testing for the
Cointegration Rank when some Cointegrating Directions are Changing»,
Journal of Econometrics, 124, 2005, p. 269-310 |
| |
|
ASSOÉ,
Kodjovi et Martin BOYER «Les petites et moyennes
entreprises face aux risques financiers», Assurances et gestion de
risques, Vol. 72, no 2, Juillet 2004, p. 403-406 |
| |
|
BEN
AMEUR, Hatem, Pierre L'ÉCUYER et Christiane LEMIEUX, «Combination
of General Antithetic Transformations and Control Variables»,
Mathematics of Operations Research, 29, 2004, p. 946-960 |
| |
|
BRETON,
Michèle, Saëb EL HACHEM et Abdelghani HAMMADIA, «Accounting for
Losses in the Optimization of Production of Hydroplants», IEEE
Transactions on Energy Conversion, Vol. 19, no 2, Juin
2004, p. 346-351 |
| |
|
BRETON,
Michèle, Abdallah TURKI et Georges ZACCOUR, «Dynamic Model of
R&D, Spillovers and Efficiency of Bertrand and Cournot Equilibria»,
Journal of Optimization Theory and Applications, Vol. 123, no
1, Octobre 2004 |
| |
|
BRETON,
Michèle, Georges ZACCOUR et Mehdi ZAHAF, «A Differential Game of
Joint Implementation of Environmental Projects», Automatica 41,
2005, p. 1737-1749 |
| |
|
CASSIVI, Luc,
Elisabeth LEFEBVRE, Louis-A. LEFEBVRE et Pierre-Majorique LÉGER,
«The Impact of E-collaboration Tools on Firms' Performance», The
International Journal of Logistics Management, Vol. 15, no
1, 2004, p. 91-110 |
| |
|
CORMIER,
Denis, Michel MAGNAN et B. VAN VELTHOVEN, «Environmental
Disclosure Quality: Do Firms Respond to Economic Incentives, Public
Pressures, or Institutional Conditions», European Accounting Review,
14-1, 2005, p. 1-37 |
| |
|
COSSET,
Jean-Claude, Narjess BOUBAKRI, K. FISHER et Omrane GUEDHAMI,
«Privatization and Bank Performance in Developing Countries», Journal
of Banking and Finance, 29, 2005, p. 2015-2041 |
| |
|
COSSET,
Jean-Claude, Narjess BOUBAKRI et Omrane GUEDHAMI, «Postprivatization
Corporate Governance: The Role of Ownership Structure and Investor
Protection», Journal of Financial Economics, 76-2, 2005, p. 369-399 |
| |
|
DACHRAOUI, Kaïs,
Georges DIONNE, Louis EECKHOUDT et Philippe
GODFROID, «Comparative Mixed Risk Aversion: Definition and
Application to Self-Protection and Willingness to Pay», The JOurnal
of Risk and Uncertainty, Vol. 29, no 3, 2004, p. 261-276 |
| |
|
DENAULT,
Michel et J.-L. GOFFIN, «Variational
Inequalities with Quadratic Cuts», INFORMS Journal on Computing,
Vol. 17, no 2, Spring 2005, p. 192-206, p. 959-985 |
| |
|
DIONNE,
Georges, Book review of «Credit Risk: Pricing, Measurement, and
Management», Journal of Risk and Insurance, Vol. 72, no
1, 2005, p. 177-182 |
| |
|
DIONNE,
Georges, Claude-Denys FLUET, Denise DESJARDINS et Stéphane
MESSIER, «La perceptiond es risques d'accident et d'arrestation lors de
conduite avec facultés affaiblies», Assurances et gestion de risques,
Vol. 72, no 3, 2004, p. 491-553 |
| |
|
DOSTIE,
Benoit, «Job Turnover and the Returns to Seniority», Journal
of Business & Economic Statistics, Vol. 23, no 2, 2005,
p. 192-200 |
| |
|
DUCHESNE, Pierre, «Robust and Powerful Serial Correlation Tests
with New Robust Estimates in ARX Models», Journal of Time Series
Analysis, 26, 2005, p. 49-81 |
| |
|
DUCHESNE, Pierre, «On Matricial Measures of Dependence in Vector
ARCH Models with Applications to Diagnostic Checking», Statistics and
Probability Letters, 68, 2004, p. 149-160 |
| |
|
DUCHESNE, Pierre, «On the Asymptotic Distribution of the
Residual Autocavariance Matrices in the Autoregressive Conditional
Multinomial Model», Economic Letters, 83, 2004, p. 193-197 |
| |
|
DUCHESNE, Pierre et P. ROY, «On Consistent Testing for Serial
Correlation of Unknown Form in Vector Time Series Models», Journal of
Multivariate Analysis, 89, 2004, p. 148-180 |
| |
|
FORTIN,
Steve, «A Cross-national comparison of R&D Expenditure Decisions:
Tax incentives and Financial Constraints», Contemporary Accounting
Research, Vol. 21, no 3, 2004, p. 681-684 |
| |
|
FORTIN,
Steve, «Relevant and Reliable? Fair Value Accounting for
Financial Instruments: What Can be Concluded from the Academic Evidence»,
CA Magazine, Éditions française et anglaise, Mars 2005, p. 45-47 |
| |
|
FOULCHER,
Sandra, Christian GOURIÉROUX et André TIOMO, «La structure par
terme des taux de défaut et ratings», Assurances et gestion des
risques, Vol. 72, no 2, p. 207-276 |
| |
|
GAGLIARDINI,
P. et Christian GOURIÉROUX, «Migration Correlation:
Definition and Consistent Estimation», Journal of Banking and Finance,
Vol. 29, 4, Avril 2005, p. 865-894 |
| |
|
GENEST,
Christian et Bruno RÉMILLARD, «Test of Independence or
Randomness Based on the Empirical Copula Process», Test, 13,
2004, p. 335-369 |
| |
|
GHOUDI, K. et
Bruno RÉMILLARD, «Empirical Processes Based on
Pseudo-Observations II: The Multivariate Case», Asymptotic Methods in
Stochastics, Fields Institute Communication Series, 44, American
Mathematical Society, 2004, p. 381-406 |
| |
|
GOURIÉROUX, Christian, et Alain Monfort «Infrequent Extreme
Risks», Geneva Papers on Risk and Insurance, Vol. 29-1, 2004, p.
5-22 |
| |
|
GOURIÉROUX, Christian, et Alain Monfort «The Econometric of
Efficient Portfolios», Journal of Empirical finance, Vol. 12-1,
Janvier 2005, p. 1-41 |
| |
|
HÜBNER,
Georges, «Fusions et Acquisitions», Optimum Finances,
Mars 2005, Numéro spécial, p. 1-25 |
| |
|
JACQUIER, Éric, Alex KANE et Alan MARCUS, «Optimal Forecasts of
Long-Term Returns and Asset Allocation: Arithmetic, Geometric or Other
Means», Journal of Financial Econometrics, 3, Hiver 2005, p.
37-55 |
| |
|
JACQUIER, Éric, Nick POLSON et Peter ROSSI «Bayesian Analysis of
Stochastic Volatility Models with Leverage Effect and Fat Tails»,
Journal of Econometrics, 122, Septembre 2004, p. 185-212 |
| |
|
JACQUIER, Éric, Joseph CHERIAN et Bob JARROW, «A Model of
the Convenience Yields in On-the-Run Treasuries», Review of
Derivatives Research, Vol. 7-2, Août 2004, p. 79-97 |
| |
|
JASIAK,
Joann et Christian GOURIÉROUX, «Heterogenous INAR (1) Model with
Application to Car Insurance», Insurance: Mathematics and Economics,
34, 2004, p. 177-192 |
| |
|
JASIAK,
Joann, E. GHYSELS et Christian GOURIÉROUX, «Stochastic
Volatility Duration Models», Journal of Econometrics, 119, 2004,
p. 413-433 |
| |
|
KRYZANOWSKI, Lawrence et Arturo RUBALCAVA, «International
Trade-venue Clientele Effects and Order-flow Competitiveness»,
Journal of Financial Intermediation, 14:1, Janvier 2005, p. 85-113 |
| |
|
KRYZANOWSKI, Lawrence et Mohamed AYADI, «Portfolio Performance
Measurement Using APM-Free Kernel Models», Journal of Banking &
Finance, 29:3, Mars 2005, p. 623-659 |
| |
|
KRYZANOWSKI, Lawrence, Michel BERGERON et Marko SAVOR, «Key
Issues of Venture Capital Investing in Foreign Markets: The Case of
Canadian Biotechnology Companies», The Journal of Private Equity,
7:3, Été 2004, p. 47-54 |
| |
|
LAROCQUE,
Denis et Mélanie LABARRE, «A Conditionally Distribution-Free
Multivariate Sign Test for One-Sided Alternatives», Journal of the
American Statisticial Association, 99, 2004, p. 499-5009 |
| |
|
MAGNAN,
Michel et Sylvie ST-ONGE, «The Impact of Profit-Sharing on the
Performance of Financial Services Firms», Journal of Management
Studies, 42:4, p. 761-791 |
| |
|
ORPHANIDES,
Athanasios et Simon VAN NORDEN, «The Reliability of
Inflation Forecasts Based on Output Gap Estimates in Real Time»,
Journal of Money, Credit and Banking, 37:3, 2005, p. 583-601 |
| |
|
PAPAGEORGIOU, Nicolas, Georges HÜBNER, Greg GREGORIOU et
Fabrice ROUAH, «Survival of Commodity Trading Advisors: 1990-2003»,
Journal of Futures Markets, Vol. 25, no 8, 2005, p.
795-815 |
| |
|
PITTMAN, J.A.
et Steve FORTIN, «The Impact of Auditor's Reputation on
the Cost of Financing», Journal of Accounting and Economics, Vol.
37, no 1, 2004, p. 113-136 |
| |
|
RAYNAULD,
Jacques et Jean-Guy SIMONATO, «Studio Teaching in an
Undergraduate Course in Options and Futures», International Journal
of Financial Education, 1, 2004, p. 1-16 |
| |
|
VAN
NORDEN, Simon, «Filtres pour l'analyse courante», L'actualité
économique, 80 (2-3), 2004, 24 p. |
| |
|
VILHUBER,
Lars et John ABOWD «The Sensitivity of Economic Statistics to
Coding Errors in Personal Identifiers», Journal of Busines and
Economic Statistics, 23 (2), April 2005 |
| |
|
VILHUBER,
Lars , Harry HOLZER et Julia LANE «Escaping Poverty for Low-wage
Workers: The Role of Employer Characteristics and Changes»,
Industrial and Labor Relations Review, 57(4), Juillet 2004 |
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Retour vers le haut |
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|
2004-2005 -
Actes de colloque scientifique avec arbitrage |
| |
|
ANDRÉ, Paul,
Michel MAGNAN et Sylvie ST-ONGE, «Stakeholder Value
Implications from the Merger Between Abitibi-Consolidated and Donohue: A
Clinical Study» Association des sciences administratives du Canada,
Québec, Juin 2004 |
| |
|
ANDRÉ, Paul,
Michel MAGNAN, Sylvie ST-ONGE et Karine HOULE, «The
Compensation of CEOs of Firms Involved in M&A Transactions»,
Association des sciences administratives du Canada, Québec, Juin
2004 |
| |
|
GÉLINAS,
Patrice, Michel MAGNAN et Sylvie ST-ONGE, «Increased
Compensation Costs: An Externality of Mandatory Executive Compensation
Disclosure», Association des sciences administratives du Canada,
Québec, Juin 2004 |
| |
|
LÉGER,
Pierre-Majorique, A.-M. CROTEAU et G. LeHEN, «Multilevel
Inteorganizational Fit», North American Technology & Business
Conference, 2005 |
| |
|
LÉGER,
Pierre-Majorique, Luc CASSIVI, Pierre HADAYA, et O. CAYA, «Dependency
in Value Networks: The Safeguarding Effects of Electronic Collaboration
and Relational Invesments», Hawaii International Conference on System
Sciences (HICSS-38), Computer Society Presss, IEEE, Hawaii, 3-6
Janvier 2005 |
| |
|
LÉGER, Pierre-Majorique,
Mohamed GOLLI et Luc CASSIVI, «Understanding the Use of Electronic
Commerce in the Import Process: Findings from the Food and Beverage
Industry», IEEE Montreal Conference on e-Technologies, Montréal,
Canada, Janvier 2005 |
| |
|
LÉGER, Pierre-Majorique,
«Évaluation du capital relationnel lié aux fournisseurs: Importance
relative des informations non financières concernant les interactions
électroniques», Actes de l'Association des sciences administratives
du Canada, Juin 2004. |
| |
|
LÉGER,
Pierre-Majorique et S. YANG, «Network Effects and the Creation
of Shareholders' Wealth in the Context of Software Firm Mergers and
Acquisitions» 13th European Conference on Information Systems,
Regensburg, Allemagne, Mai 2005 |
| |
|
MAGNAN,
Michel, Sylvie ST-ONGE et Denis CORMIER, «The Adoption and
Success of Prifit-Sharing Plans in Strategic Business Units: Opportunism
or Contingency?», Performance Measurement Association, Edinbourgh,
Écosse, Juillet 2004 |
| |
|
RENAUD,
Stéphane, Sylvie ST-ONGE et Michel MAGNAN, «The Impact of
Stock Purchase Plan Participation on Employees' Annual Job Performance
Ratings», Performance Measurement Association, Édinbourgh,
Écosse, Juillet 2004 |
| |
|
WYBO, Michael
et Pierre-Majorique LÉGER, «Impact of IT Trajectories on
ERP Adoption», Information Ressources Management Association, San
Diego, États-Unis, Mai 2005 |
| |
|
WYBO, Michael
et Pierre-Majorique LÉGER, «The Role and Influence of
Technology Consultants in the Acquisition of ERP Functionality by Small
and Medium Enterprises» Information Ressources Management Association,
San Diego, États-Unis, Mai 2005 |
|
Retour vers le haut |
| |
|
2003-2004 -
Livres ou chapitres de livre |
|
|
|
EL HIMDI, K,
R. ROY et Pierre DUCHESNE, «Tests for Non-Correlation
of Two Time Series: A Nonparametric Approach», Mathematical
Statistics and Applications: Festschrift for Constance van Eeden»,
Marc Moore, Sorana Froda et Christian Léger (éditeurs), IMS Lecture
Notes Monograph Series 42, p. 397-416 |
|
|
|
LAROCQUE,
Denis et Isabelle BUSSIÈRES, «Aligned Rank Test for the
Bivariate Randomized Block Model» Mathematical Statistics and
Applications: Fetschrift for Constance van Eeden», Marc Moore,
Sorana Froda et Christian Léger (éditeurs)Institute of Mathematical
Statistics (IMS), Le Centre de recherches mathématiques (CRM), 2003 p.
85-97 |
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LÉGER,
Pierre Majorique, Luc CASSIVI et Pierre HADAYA, «Integrating
Suppliers in a Customer Driven Supply chain: Issues and Challenges»,
Internet Economy: Opportunities and Challenges for Developed and
Developing Regions of the World, Elsevier Science, Oxford, UK, 2004 |
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PAPAGEORGIOU, Nicolas et Georges HÜBNER, «The
Performance of CTAs in Changing Market Conditions», Commodity Trading
Advisors: Risk, Performance Analysis and Selection Wiley Publishers,
2004, p. 105-128 |
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2003-2004 -
Articles |
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ABDOUS, B., K.
GHOUDI et Bruno RÉMILLARD, «Nonparametric Weighted-Symmetry Tests», The
Canadian Journal of Statistics, 31, 2003, p. 357-381 |
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ALARIE, Yves
et Georges DIONNE, Recension du livre «Utility of
Gains and Losses: Measurement - Theoretical and Experimental Approaches»,
R. Dunca Luce, Lawrence Erlbaum Associates, Mahwah, MJ, USA, 1999, 331
p., Journal of Economic Behavior & Organization, Vol. 54 no
1, 2004, p. 133-136 |
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AQDIM, R,
Georges DIONNE et Tarek M. HARCHAOUI, «Les déterminants du
comportement des banques canadiennes en matière de capitalisation: la
pratique de titrisation»,
Assurances 70, 4, 2003, p. 649-676 |
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ASSOÉ, Kodjovi, «Profitability
of the Short-Run Contrarian Strategy in Canadian Stock Markets»,
Canadian Journal of Administrative Sciences 20(4), décembre 2003 p. 311-319 |
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BELL, Emily,
Glen B. BAKER, Christina POAG, François BELLAVANCE,
Janisse KHUDBABUX et Jean-Michel MELLEDO «Response to Flumazenil
During the Follicular and the Luteal Phase in Healthy Controls»,
Psychopharmacology, Vol. 172, no 3, 2004, p. 248-254. |
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BERGERON,
Michel Y, Marko SAVOR et Lawrence KRYZANOWSKI, «Key Issues
of Venture Capital Investing in Foreign Markets: The Case of Canadian
Biotechnology Companies»,
Journal of Private Equity, 7:3, 2004, p. 47-54 |
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BERTHELOT,
Sylvie, Michel MAGNAN et Denis CORMIER., «Environmental
Disclosure Research: Review and Synthesis»,
Journal of Accounting Literature, 22: 2004, p. 1-44 |
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BERTHELOT,
Sylvie, Michel MAGNAN et Denis CORMIER., «Les provisions
environnementales et la gestion stratégique des résultats: une étude
canadienne», Comptabilité-contrôle-audit 9 (2), 2004, p. 109-136 |
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BLANCHARD, Danielle
et Georges DIONNE, «The Case for Independent Risk Management Committees»,
Risk, Vol. 17, no 5, 2004, S19-S21 |
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BLANCHARD, Danielle
et Georges DIONNE, «Gestion des risques et gouvernance d'entreprise»,
Assurances et gestion des risques 71, no 3, 2003, p. 397-406 |
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BLANCHARD, Danielle
et Georges DIONNE, «La gouvernance d'entreprise:
entretien», Risques, no 56, Octobre-décembre 2003, p.
92-95 |
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BOILEAU,
Martin et Michel NORMANDIN, «Labor Hoarding, Superior
Information, and Business Cycle Dynamics»,
Journal of Economic Dynamics and Control, Vol. 28, no 2,
Novembre 2003, p. 397-418 |
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BOILEAU,
Martin et Michel NORMANDIN, «Capacity Utilization and the
Dynamics of Business Cycle Fluctuations», Journal of Macroeconomics,
Vol. 25, no 3, Septembre 2003, p. 283-309 |
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BOUBAKRI,
Narjess, Jean-Claude COSSET et Omrane GUEDHAMI, «Privatization
Corporate Governance and Economic Environment: Firm-Level Evidence from
Asia», Pacific-Basin Finance Journal, 12, 2004, p. 65-90 |
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BRETON,
Michèle, S. HACHEM et A. HAMMADIA, «Accounting for Losses in the
Optimisation of Production of Hydroplants», IEEE Transactions on
Energy Conversion, 19-2, Juin 2004, p. 346-351 |
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BRUNEAU,
Catherine et Olivier De BANDT, «Monetary and Fiscal Policy
in the Transition to EMU: What Do SVAR Tell Us?», Economic Modelling,
20, 2003, p. 959-985 |
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CHENNY,
Shirley, Pascal St-AMOUR et Désiré VENCATACHELLUM,
«Slave Prices from Succession and Bankruptcy Sales in Mauritius,
1825-1827», Explorations in Economic History, 40, 2003, p.
419-442 |
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CORMIER,
Denis, Irene GORDON et Michel MAGNAN, «An Assessment of
the Perceived Determinants of Corporate Environmental Reporting
Strategies»,
Journal of Business Ethics, 49, 2004, p. 143-164 |
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CORMIER, Denis
et Michel MAGNAN, «The Impact of the Web on Information
and Communication Modes: The Case of Corporate Environmental Disclosure»,
International Journal of Technology Management, 27, 4, 2004, p.
393-416 |
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CRAIGHEAD,
Jane, Michel MAGNAN et Linda THORNE, «The Impact of
Mandated Disclosure on Performance-Based CEO Compensation», Contemporary
Accounting Research, 2004, 21, 2, p. 1-30 |
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DATEY,
Jean-Yves, Geneviève GAUTHIER et Jean-Guy SIMONATO,
«The Performance of Analytical Approximations for the Computation of
Asian Quanto-Basket Option Prices», Multinational Finance Journal,
7, 2003, p. 55-82 |
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DENAULT,
Michel et Jean-Louis GOFFIN, «Solving Variational Inequalities
with a Quadratic Cut Method: A Primal-dual, Jacobian-Free Approach»,
Computers and Operational Research, Vol. 31, no 5, Avril
2004, p. 721-743 |
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DIONNE,
Georges et Paul LANOIE, «Public Choice about the Value of a
Statistical Life for Cost-Benefit Analyses - The Case of Road
Safety», Journal of Transport Economics and Policy, Vol. 38, part
2, Mai 2004, p. 247-274 |
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DIONNE,
Georges , Claude FLUET, D. DESJARDINS et S. MESSIER, «La
perception des risques d'accident et d'arrestation lors de conduite avec
facultés affaiblies», Assurances et gestion des risques, 72, no
3, 2004, p. 491-553 |
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DIONNE,
Georges et M. GARAND, «Risk Management Determinants
Affecting Firms' Valuesi n the Gold Mining Industry: New Empirical
Results», Economics Letters 79, 1, 2003, p. 43-52 |
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DIONNE,
Georges et S. SPAETER, «Environmental Risk and Extended
Liability: The Case of Green Technologies», Journal of Public
Economics 87, 5-6, 2003, p. 1025-1060 |
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DUCHESNE, Pierre, «On Robust Testing for Conditional
Heteroscedasticity in Time Series Models», Computational
Statistics & Data Analysis, 46, p. 227-256 |
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DUCHESNE, Pierre, «Estimation of a Proportion with Survey Data»,
Journal of Statistics Education, [on-line], 11-3, 2004 |
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DUAN,
Jin-Chuan, Geneviève GAUTHIER, Caroline Sasseville et
Jean-Guy SIMONATO, «Approximating American Option Prices in
the GARCH Framework», Journal of Futures Markets, 23, 2003, p.
915-929 |
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DUAN,
Jin-Chuan, Dudley EVAN, Geneviève GAUTHIER et
Jean-Guy SIMONATO, «Pricing Discretely Monitored Barrier Options
by a Markov Chain», Journal of Derivatives, Vol. 10, no
4, 2003, p. 9-32 |
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FAUBERT,
Jocelyn et François BELLAVANCE, «Temporal Modulation
Visual Fields, Normal Aging, Parkinson's Disease and Methyl-Mercury in
the James Bay Cree: A Feasibility Study», Brazilian Archives of
Ophthalmology (Arquivos Brasileiros de Oftalmologia), 6, 2003, p. 77-91 |
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FRANÇOIS, Pascal
et Erwan MORELLEC, «Capital Structure and Asset Prices: Some Effects of
Bankruptcy Procedures», Journal of Business, 77, no 2,
2004, p. 387-412, |
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FRANÇOIS, Pascal
et Georges HÜBNER, «Credit Derivatives with Multiple Debt Issues», Journal
of Banking and Finance 28, 2004, p. 997-1021 |
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FRYER, David
et Désiré VENCATACHELLUM, «Coordination Faiilure and
Employment in South Africa», Journal of Africa Finance and Economici
Development, Vol 6, no 1, 2004, p. 22-53 |
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GAUTHIER, Geneviève, Dano KAKO et Jean VAILLANCOURT, «Parmeter
Estimation in a Multilevel Hierarchy of SDEs», Comptes-rendus
mathématiques de l'Académie des sciences/Mathematical Report of the
Academy of Science, Vol. 25, no 3, 2003, p. 92-96 |
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GHOUDI, K. et
Bruno RÉMILLARD, «Empirical Processes Based on Pseudo-Observations II: The
Multivariate Case», Fields Institute Communications Series,
44, American Mathematical Society, 2004, p. 381-406 |
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JACQUIER, Éric,
Alan Marcus et Alex Kane «Geometric or Arithmetic Mean: A Reconsideration»,
Financial Analysts Journal. Vol. 59, no 6, Nov/Déc 2003, p. 49-53 |
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JASIAK,
Joann et Christian GOURIÉROUX, «Heterogeneous INAR (1) Model
with Application to Car Insurance», Insurance: Mathematics and
Economics, 34 2004, p. 177-192 |
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JASIAK,
Joann, E. GHYSELS et Christian GOURIÉROUX, «Stochastic
Volatility Duration Models», Journal of Econometrics, 119, 204,
p. 413-433 |
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JASIAK,
Joann, «First-Order Autoregressive Processes with Heterogeneous
Persistence», Journal of Time Series Analysis, Vol. 24, no
3, p. 283-311 |
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KRYZANOWSKI,
Lawrence et Arturo RUBALCAVA, «Valuation Effects of Domestic and International
Seasoned Canadian Offerings by Firms Cross-Listed on the NYSE/Amex or
Nasdaq »,Journal of Multinational Financial Management, 14:2,
Avril 2004, p. 171-186 |
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LABERGE-NADEAU, Claire, Urs MAAG, François BELLAVANCE,
Sophie LAPIERRE, Denise DESJARDINS, Stéphane MESSIER et Abdelnasser
SAIDI, «Wiereless Telephones and the Risk of Road Crashes», Accident
Analysis and Prevention, 35, 2003, p. 649-660 |
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LARA,
Nathalie, Wendy CHRAPKO, Stephen L. ARCHER, François BELLAVANCE,
Irvin MAYERS et Jean-Michel Le MELLEDO, «Pulmonary and Systemic Nitric
Oxide Measurements During CCK-5-Induced Panic Attacks»
Neuropsychopharmacology 28, 2003, p. 1810-1816 |
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LAROCQUE,
Denis, «An Affine-Invariant Multivariate Sign Test for Cluster
Correlated Data», Canadian Journal of Statistics, 31, 2003, p.
437-455 |
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LAROCQUE,
Denis, Serge TARDIF et Constance VAN EEDEN, «An Affine-Invariat
Generalization of the Wilcoxon Signed-Rank Test for the Bivariate
Location Problem», Australian & new Zealand Journal of Statistics,
45, 2003, p. 253-265 |
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LEFEBVRE,
Elisabeth, Luc CASSIVI, Louis-A. LEFEBVRE et Pierre-Majorique
LÉGER, «E-collaboration Within on Supply Chain and its
Impact on Firms' Innovativeness and Performance», Information Systems
and e-Business Management, Vol. 1, no 2, 2003, p. 157-173 |
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LEFEBVRE,
Elisabeth, Luc CASSIVI, Louis-A. LEFEBVRE et Pierre-Majorique
LÉGER, «Supply Chain Management e-Collaboration Tools and
Organizational Innovativeness», Journal on Chain and network Science,
Vol. 3, no 2, 2003, p. 81-94 |
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L'HER,
Jean-François, Oumar SY, Désiré VENCATACHELLUM, «Un
réaxamen de la relation entre le rendement et le risque des actions
canadiennes», Finance - Revue de l'Association française de finance,
Vol. 24, no 2, Décembre 2003, p. 7-28 |
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LÉGER, Pierre-Majorique,
«Les investissements relationnels électroniques et non électroniques de
la génération du capital relationnel : Un modèle de recherche», Actes
de l'Association des sciences administratives du Canada, juin 2003. |
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LORD,
Dominique, Hamidou Mamadou ABDOU, Antoine N'ZUE, Georges DIONNE
et Claire LABERGE-NADEAU, «Traffic Safety Diagnostics and Application of
Countermeasures for Rural Roads in Burkina Faso», Transportation
Research Record, no 1846, 2003, p. 39-43 |
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PAGANI, Linda
S, Denis LAROCQUE, Richard E. TREMBLAY et Pierre LAPOINTE, «The
Impact of Junior Kindergarten on Behavior in Elementary School Children»,
International Journal of Behavioral Development, 27, 2003, p.
423-427 |
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PAGANI, Linda
S, Denis LAROCQUE, Frank VITARO et Richard E. TREMBLAY «Verbal
and Physical Abuse Toward Mothers: The Role of Family Configuration,
Environment, and Coping Strategies», Journal of Youth and Adolescent,
32, 2003, p. 215-222 |
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POTVIN, J.-Y.,
Patrick SORIANO et M. VALLÉE, «Generating Trading Rules on the Stock
Markets with Genetic Programming», Computers and Operations Research
31, 2004, p. 1033-1047 |
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RENAUD,
Stéphane, Sylvie ST-ONGE, Michel MAGNAN, «The Impact
of Stock Purchase Plan Participation on Workers' Individual Cash
Compensation», Industrial Relations (Berkeley), 43-1, 2004, p.
120-147 |
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2003-2004 -
Actes de colloque scientifique avec arbitrage |
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JACQUIER, Éric, «Optimal
Forecasts of Long-Term Returns: More Bad News on the Equity Premium»,
CFS Conference on New Directions in Financial Risk Management,
Frankfurt, Novembre 2003 |
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LEFEBVRE,
Elisabeth, Luc CASSIVI, Louis-A. LEFEBVRE et Pierre-Majorique
LÉGER, «An Empirical Investigation of the Impact of
Electronic Collaboration Tools on the Performance of a Supply Chain»,
Hawaii International Conference on System Sciences (HICSS-36),
Hawaii 2003 |
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LÉGER,
Pierre-Majorique et Luc CASSIVI, «Electronic Commerce and
Internationalization: Empirical Evidence from the Wireless Communication
Sector», Proceedings of the Web 2003, 2nd Workshop on
e-Business, CD-ROM, Décembre 2003 |
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LÉGER,
Pierre-Majorique, «Les investissements relationnels
électroniques et non électroniques et la génération du capital
relationnel: Un modèle de recherche», Actes de la Conférence de
l'Association des sciences administratives du Canada, Cédérom, Juin
2003 |
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MAGNAN,
Michel, Sylvie ST-ONGE et Denis CORMIER, «Broad-Based
Profit-Sharing Plans in Strategic Business Units: A tool for Performance
Management», Eastern Academy of Management, Porto, Portugal, Juin
2003 |
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RENAULD,
Stéphane, Sylvie ST-ONGE et Michel MAGNAN «The
Impact of Stock Purchase Plan Participation on Employees' Annual Job
Performance Ratings», Eastern Academy of Management, Porto,
Portugal, Juin 2003 |
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