HEC Montréal
Risk Management Chair Version française

Welcome

Mission
Chairholder
Contacts
Activities

Seminars and activities
Research projects

Publications

Working papers
Annual reports
Five-year report (pdf version)
Handbook of Insurance

Studies

Courses
Financed students
Masters and Ph.D. students

External links

Department of Finance
Insurance and Risk Management Journal
Journal of risk and Insurance
Partners
Other sites
Gérard-Parizeau Foundation


 

News

Georges Dionne Appointed President Elect of the Canadian Economics Association

The Canada Research Chair in Risk Management receives a $714,000 grant

Seminars

Convergence, Interconnectedness, and Crises: Insurance and Banking

Structured Finance, Risk Management, and the Recent Financial Crisis

 

Research Documents

An Extension of the Consumption-based CAPM

Does Asymmetric Information Affect the Premium in Mergers and Acquisitions?

Performance Analysis of a Collateralized Fund Obligation (CFO) Equity Tranche

Credit Spread Changes Within Switching Regimes

On the Determinants of the Implied Default Barrier