May 24, 2011
HEC Montréal hosted the 2011 Journées de la finance mathématique on May 9 and 10. A number of awards were presented at this event organized by the Institut de finance mathématique de Montréal (IFM2).
The Best Paper Award went to Alexandre Jeanneret, Assistant Professor with the Department of Finance. His paper, entitled Sovereign Default Risk and the U.S. Equity Market, earned him a $2,000 prize from the Caisse de dépôt et placement du Québec. The jury was made up of Michèle Breton (Management Sciences), Jean-Claude Cosset (International Business), Georges Dionne (Finance), Nabil Khoury and Maher Kooli, the latter two Full Professors at the École des sciences de la gestion at the Université du Québec à Montréal.
In addition, the three best MSc theses of 2010 were rewarded. Mourad El-Hila, of HEC Montréal, took first place. His thesis, entitled Estimation et calibrage du processus GARCH : une etude empirique, was directed by Michèle Breton and Lars Stentoft (Finance). Second and third places went to candidates from the Université de Montréal and Concordia University.