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Diego Amaya

diego.amaya@hec.ca

Local : 4.845

Téléphone : 340-6000 (2469)

 

INTÉRÊTS DE RECHERCHE :

  • Risque de crédit
  • Dérivés
  • Gestion de risque
  • Évaluation empirique des actifs financiers

 

PUBLICATIONS : 

Amaya, D., G. Gauthier and T.O. Léautier (2010). « Dynamic Risk Management: Capital Structure, Hedging and Uncertainty », Cahier de recherche du GERAD, G-2010-32, parution mai 2010.

Amaya, D., A. Vasquez, (2010). « Skewness from High-Frequency Data Predicts the Cross-Section of Stock Returns », Working paper.

Amaya, D., A. Vasquez, (2010). « Skewness from High-Frequency Data Predicts the Cross-Section of Stock Returns », Working paper.

 

PRÉSENTATIONS À DES CONFÉRENCES : 

Skewness from High-Frequency Data Predicts the Cross-Section of Stock Returns, Financial Management Association, New York, USA, October 2010.

Skewness from High-Frequency Data Predicts the Cross-Section of Stock, European Financial Management Association, Aarhus, Denmark, June 2010.

Estimation of Structural Models via Filtering Techniques, Mathematical Finance Days, Montreal, Canada, May 2010.

Dynamic Risk Management: Investment, Capital Structure, and Hedging, Midwest Finance Association, Las Vegas, USA, February 2010.

Coordinating Corporate Investment with Risk Management Policies, 22nd Australasian Banking and Finance Conference, Sydney, Australia, December 2009.

Coordinating Capital Structure with Risk Management, Risk Management and Corporate Governance Conference, Chicago, USA, October 2009.

Risk Appetite, Optimization Days, Montreal, Canada, May 2009.

Architecture of a Multi-agent System for recommending on the participation and negotiation in a auction market, The 7th World Multi-conference on Systemics, Cybernetics and Informatics, Orlando, USA, July 2003.

 
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