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A close-up of some of the recent research work by faculty currently teaching in the MS

Gordon J. Alexander, Evren Ors, Mark A. Peterson et Paul J. Seguin (2004), Market Regulation and Market Quality: A Microstructure Analysis, Journal of Corporate Finance, v.10 (2) 549-574.

B. Bouchard et Nizar Touzi (2004), Discrete-time approximation and Monte Carlo simulation of backward stochastic differential equations, Stochastic Processes and their Applications, 111, 175-206.

Marcia M. Cornett, Evren Ors et Hassan Tehranian (2002), Bank Performance Around the Introduction of a Section 20 Subsidiary, Journal of Finance, v.57, 501-521.

Rose-Anne Dana et Marco Scarsini (2007), Optimal risk sharing with background risk. Journal of Economic Theory 133, 152–176.

François Degeorge, François Derrien et Kent Womack (2007), Analyst Hype in IPOs : Explaining the Popularity of Bookbuilding”, 2007, Review of Financial Studies, 20 (4), pp 1021-1058.

François Derrien et Ambrus Kecskés (2007), The Initial Public Offerings of Listed Firms”, 2007, Journal of Finance 62 (1), pp 447-479.

Thierry Foucault et Albert J. Menkveld (2007), Competition for Order Flow and Smart Order Routing Systems, for coming, Journal of Finance.

Thierry Foucault, Ohad Kadan et Eugene Kandel (2005), Limit Order Book as a Market for Liquidity, Review of Financial Studies, 18, 1171-1217.

Ai Ting Goh et Jacques Olivier (2004), Financing Decisions of Firms and Central Bank Policy, Journal of International Money and Finance, Vol 23 (7-8), pp. 1187-1207.

E. Jouini, W. Schachermayer et Nizar Touzi (2007), Optimal risk sharing for law invariant monetary utility functions, for coming, Mathematical Finance.

Jose Marin et Jacques Olivier (2007): "The Dog that Did Not Bark: Insider Trading and Crashes", for coming, Journal of Finance.

A. Mueller et Marco Scarsini (2006) Stochastic order relations and lattices of probability measures, SIAM Journal on Optimization 16, 1024–1043.

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