View a selection of theses and dissertations by HEC Montréal Finance students.
Modélisation du stress testing du risque de crédit appliqué à un portefeuille de prêts aux particuliers
By: Samir Saissi Hassani
Director: Georges Dionne
Mesure du mimétisme dans les marchés financiers : une étude comparative du NYSE et du NASDAQ
By: Sadok Laajimi
Director: Bennouri Moez
Analyse des probalitités de défaut des entreprises privées
By: Karima Ouederni
Director: Georges Dionne
Procédure de simulation de crise pour la détermination des fonds propres associés au portefeuille de crédit d'une institution financière québécoise
By: Jean-Charles Bouvrette
Director: Jean Roy
La cotation croisée et les fusions-acquisitions internationales
By: Siham Meknassi
Director: Jean-Claude Cosset
Évaluation de la performance des fonds de couverture et comportement des gestionnaires des fonds de couverture au regard de leur rémunération basée sur la performance
By: Serge Patrick Amvella Motaze
Director: Nicolas Papageorgiou
Codirector: Iwan Meier
Long-Horizon risk-return trade-offs with segregated jump components
By: Cédric Okou
Director: Éric Jacquier
Dette stratégique, barrière de défaut et structure de la dette: le rôle de l'asymétrie d'information entre les contractants
By: Anis Khalil
Director: Georges Dionne
Délégation de la gestion de portefeuille: choix d'investissement et des frais de gestion dans un cadre en temps continu
By: Tarek Masmoudi
Director: Michèle Breton
Extraction de la structure par terme des taux zéro coupon corporatifs à partir des prix des obligations
By: Sophia Zaanoun
Director: Geneviève Gauthier
Codirector: Jean-Guy Simonato
ADR Listings and the Financing Decisions of Foreign Firms
By: Anis Samet
Director: Jean-Claude Cosset
Codirector: Narjess Boubakri
Political connections: International Evidence from Newly Privatized Firms and Publicly Traded Firms
By: Walid Saffar
Director: Jean-Claude Cosset
Codirector: Narjess Boubakri
Managerial Opportunism and Directors and Officers' Liability Insurance
By: Nabil Ghalleb
Director: Narjess Boubakri
Essays on Governance, Managerial Opportunism and Debt Costs and Ratings
By: Hatem Ghouma
Director: Narjess Boubakri
Essays on Credit Risk and Portfolio Choice
By: Oussama Chakroun
Director: Georges Dionne
Three Essays on Corporate Credit Spreads
By: Khemaïs Hammami
Director: Georges Dionne
Codirector: Jean-Guy Simonato
Risk Management and its Effect on Mergers and Acquisitions
By: Marko Savor
Director: Georges Dionne
Three essays on High Frequency Financial Data and Their Use for Risk Management
By: Maria Pacurar
Director: Georges Dionne
Codirector: Pierre Duchesne
Three essays on Credit Derivatives Pricing
By: Nabil Tahani
Director: Georges Dionne
Three essays on Risk Management
By: Thouraya Triki
Director: Georges Dionne
Les options paniers sur actifs sous-jacents hétérogènes
By: Nadia Ouertani
Director: Georges Dionne
Codirector: Geneviève Gauthier
Analyst following and Long Term Performance of Privatized Firms around the World: The Role of Institutions and Ownership Structure
By: Lobna Bouslimi
Director: Narjess Boubakri
La quantification du risque opérationnel des institutions bancaires
By: Hela Dahen
Director: Georges Dionne
Codirector: Bruno Rémillard
Three Essays on Modeling Asset Co-Movement Asymmetries using Copula Functions
By: Denitsa Stefanova
Director: Georges Dionne
Risk Management and Efficiency of Insurers: Evidence from U.S. Property-Liability Insurance Industry
By: Abdelhakim Nouira
Director: Georges Dionne
Codirector: Robert Gagné
Three Essays on Corporate Credit Spreads and Default Risk
By: Olfa Maalaoui
Director: Georges Dionne
Codirector: Pascal François
Three Essays on the Valuation of Embedded Derivatives in Financial contracts
By: Karim Drira
Director: Michèle Breton
