22 April 2020

Prof. Scaillet’s research paper “Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures” in Management Science

We are delighted to announce that Prof. Olivier Scaillet’s research paper “Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures”, has been accepted for publication in Management […]
14 April 2020

Libra nous ? Chercheurs au Swiss Finance Institute, Tammaro Terracciano et Luciano Somoza, font le buzz

Libra nous ? Chercheurs au Swiss Finance Institute, Tammaro Terracciano et Luciano Somoza, font le buzz avec leur analyse de la crypto-monnaie Libra annoncée par Facebook.
8 April 2020

Prof. Trojani’s paper “The Price of the Smile and Variance Risk Premia” in Management Science

We are delighted to announce that Prof. Fabio Trojani’s research paper “The Price of the Smile and Variance Risk Premia”, with Peter Gruber and Claudio Tebaldi, […]
7 April 2020

Prof. Berrada awarded with “Best Discussion Award”

Prof. Tony Berrada was awarded with the “Best Discussion Award” at the HEC-McGill Winter Research Workshop held on March 18 2020.
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