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Michèle Breton

Professor,  Department of Decision Sciences


Michèle Breton

Contact information

HEC Montréal
3000, chemin de la Côte-Sainte-Catherine
Montréal (Québec)
Canada H3T 2A7

Email: michele.breton@hec.ca
Phone: 514 340-6490
Secretary: 514 340-6205
Fax: 514 340-6915
Office: 5.443A

Personal page

Other title(s)

Education

  • M. Ing. (recherche opérationnelle), Polytechnique
  • Ph. D. (informatique), Université de Montréal

Expertise

  • Game theory
  • Operations research
  • Decision analysis
  • Mathematical models in finance and in energy

This publication selection covers the last five years.


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Journal articles (18)


BRETON, Michèle, MARZOUK, Oussama; « Evaluation of counterparty risk for derivatives with early-exercise features », Journal of Economic Dynamics & Control, vol. 88, 2018, p. 1-20.

BRETON, Michèle, BEN ABDALLAH, Ramzi; « Time is money: An empirical investigation of delivery behavior in the U.S. T‐Bond futures market », Journal of Futures Markets, vol. 38, no 1, 2018, p. 22-37.

BEN ABDALLAH, Ramzi, BRETON, Michèle; « History is Repeating Itself: Author Response », Financial Analysts Journal, vol. 74, no 1, 2018, p. 5-6.

BRETON, Michèle, GODIN, Frédéric; « Global Hedging through Post-Decision State Variables », Journal of Risk and Financial Management, vol. 10, no 3, 2017, p. 1-6.

BRETON, Michèle, SBRAGIA, Lucia; « Adaptation to Climate Change: Commitment and Timing Issues », Environmental & Resource Economics, vol. 68, no 4, 2017, p. 975-995.

BEN ABDALLAH, Ramzi, BRETON, Michèle; « History Is Repeating Itself: Get Ready for a Long Dry Spell », Financial Analysts Journal, vol. 73, no 3, 2017, p. 106-130.

BEN ABDALLAH, Ramzi, BRETON, Michèle; « An ex-post analysis of the CME Group’s solution to the 5-year gap issue », Applied Economics, vol. 49, no 60, 2017, p. 5992-6002.

BRETON, Michèle, MIRZAPOUR, Hossein; « Welfare Implication of Reforming Energy Consumption Subsidies », Energy Policy, vol. 98, 2016, p. 232-240.

BEN ABDALLAH, Ramzi, BRETON, Michèle; « To squeeze or not to squeeze? This is no longer the question », Journal of Futures Markets, vol. 36, no 7, 2016, p. 647-670.

BRETON, Michèle, KHARBACH, Mohammed; « Collusion and Demand Variability », Economics Bulletin, Vol. 35, no 1, 2015, p. 241-246.

BRETON, Michèle, GARRAB, Samar; « Evolutionary Farsightedness in International Environmental Agreements », International Transactions in Operational Research, Vol. 21, 2014, p. 21-39.

BRETON, Michèle, KEOULA, Michel Yevenunye; « A great fish war model with asymmetric players », Ecological Economics, vol. 97, Janvier 2014, p. 209-223.

BEN YOUSSEF, Slim, BRETON, Michèle, ZACCOUR, Georges; « Cooperating and Non-cooperating Firms in Inventive and Absorptive Research », Journal of Optimization Theory and Applications, vol. 157, no 1, Avril 2013, p. 229-251.

MAFAKHERI, Fereshteh, BRETON, Michèle, CHAUHAN, Satyaveer Singh; « Project-to-Organization Matching: An Integrated Risk Assessment Approach », International Journal of Information Technology Project Management, Vol. 3, no 3, 2012, p. 45-59.

BEN ABDALLAH, Ramzi, BEN AMEUR, Hatem, BRETON, Michèle; « Pricing the Chicago Board of Trade T-Bond futures », Quantitative Finance, vol. 12, no 11, Novembre 2012, p. 1663-1678.

BRETON, Michèle, KHARBACH, Mohammed; « Transportation and storage under a dynamic price cap regulation process », Energy Economics, vol. 34, no 4, Juillet 2012, p. 918-929.

ANNABI, Amira, BRETON, Michèle, FRANÇOIS, Pascal; « Resolution of financial distress under Chapter 11 », Journal of Economic Dynamics & Control, vol. 36, no 12, Décembre 2012, p. 1867-1887.

ANNABI, Amira, BRETON, Michèle, FRANÇOIS, Pascal; « Game theoretic analysis of negotiations under bankruptcy », European Journal of Operational Research, vol. 221, no 3, Septembre 2012, p. 603-613.

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Book chapters (2)


BRETON, Michèle; « Dynamic Games in Finance », Handbook of Dynamic Game Theory, Springer, 2018, p. 1-37 (status : in press).

BRETON, Michèle, SBRAGIA, Lucia, ZACCOUR, Georges; « A Dynamic Model for International Environmental Agreements », Game Theory and International Environmental Cooperation - Essential Readings, Edward Elgar Publishing, 2015, p. 911-934.



This award and honor selection covers the last five years.


BRETON, Michèle
Élue présidente, International Society of Dynamic Games


This selection of supervision activities covers the last five years.

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Supervised project supervision – MSc in Management (2)

Approche de théorie des jeux pour l'analyse des systèmes de paiements interbancaires , by Mohamed Moufid Eyitayo
September 2014

Implantation numérique de l'algorithme présenté dans "Resolution of Financial Distress under Chapter 11" de Annabi et al. , by Michaël Pedneault
January 2013


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