Michèle Breton

This publication selection covers the last five years.

Journal articles (13)

BRETON, Michèle, ZACCOUR, Georges, ZAND, Fatemeh ; « A Survey of Trade-in Programs »,  4OR: A Quarterly Journal of Operations Research, 2026, p. 1-37 (statut : accepted) .

BRETON, Michèle, SBRAGIA, Lucia ; « Adaptation in Target-Based International Environmental Agreements »,  Environmental & Resource Economics,vol. 89, no 2,  2026, p. 1-37 .

TAVASOLI, Ahmadreza, BRETON, Michèle ; « Evaluation of counterparty credit risk under netting agreements »,  European Journal of Operational Research,vol. 320, no 2,  2025, p. 402-416 .

LIU, Hanchao, FIROOZI, Dena, BRETON, Michèle ; « LQG Risk-Sensitive Single-Agent and Major-Minor Mean-Field Game Systems: A Variational Framework »,  SIAM Journal on Control and Optimization,vol. 63, no 4,  2025, p. 2251-2281 .

BRETON, Michèle, NABASSAGA, Tiguene ; « Restrictive Clauses in Loan Contracts: A Sequential Stackelberg Game Interpretation »,  Dynamic Games and Applications,vol. 15, no 1,  2025, p. 28-47 .

PETROPOULOS, Fotios, ...,, LAPORTE, Gilbert, BRETON, Michèle, CHARLIN, Laurent, ZACCOUR, Georges, ET AL., ; « Operational Research: methods and applications »,  Journal of the Operational Research Society,vol. 75, no 3,  2024, p. 423-617 .

BRETON, Michèle, SBRAGIA, Lucia ; « Self-image and the stability of international environmental agreements »,  Ecological Economics,vol. 211,  2023, p. 1-13 .

BRETON, Michèle, SBRAGIA, Lucia ; « Intra-brand competition in a differentiated oligopoly »,  Journal of Economics,vol. 132, no 1,  2021, p. 1-40 .

BRETON, Michèle, CRETTEZ, Bertrand, HAYEK, Naïla ; « Corporate social responsibility, profits, and welfare in a duopolistic market »,  Applied Economics,vol. 53, no 59,  2021, p. 6897-6909 .

ANNABI, Amira, BRETON, Michèle, FRANÇOIS, Pascal ; « Could Chapter 11 redeem itself? Wealth and welfare effects of the redemption option »,  International Review of Law and Economics,vol. 67,  2021, p. 1-15 .

AKARI, Mohamed Ali, BEN ABDALLAH, Ramzi, BRETON, Michèle, DIONNE, Georges ; « The impact of central clearing on the market for single-name credit default swaps »,  The North American Journal of Economics and Finance,vol. 56,  2021, p. 1-21 .

BRETON, Michèle, NDOYE, Mbaye ; « Analytical Valuation of Compound Options Under Regime-Switching Dynamics »,  Journal of Derivatives,vol. 29, no 2,  2021, p. 120-148 .

ZACCOUR, Suzanne, BRETON, Michèle ; « Coopérer avec la nature: Que nous apprend la théorie des jeux sur la personnalité juridique de l’environnement? »,  Revue de droit et de développement durable de McGill/McGill Journal of Sustainable Development Law,vol. 17, no 1,  2020, p. 125-147 .

Book chapters (1)

BOYER, Martin, BRETON, Michèle, FRANÇOIS, Pascal ; « Designing Insurance Against Extreme Weather Risk: The Case of HuRLOs »,  Ecological, Societal, and Technological Risks and the Financial Sector,  Palgrave Macmillan, 2020, p. 91-122 .

This selection of supervision activities covers the last five years.

Thesis direction – Doctorate in Administration (4)

In codirection with :  FIROOZI, Dena

Essays on Mean Field Games : Risk-Sensitive Major-Minor and Infinite-Dimensional Systems, by Hanchao Liu

October 2025

Essays on the valuation of syndicated loans in the presence of covenants : Term loans, loans with performance pricing, and revolving credit lines, by Tiguene Nabassaga

May 2024

Evaluation of Counterparty Credit Risk under Netting Agreements, by Ahmadreza Tavasoli

May 2024

Essays on interest-rate derivatives: model risk, exercise strategies and credit-risk, by Mohamed Ali Akari

September 2020

Thesis direction – Master of Science in Management (4)

Fairness Incentives in Response to Unfair Dynamic Pricing, by Jesse Thibodeau

September 2024

Greenium Estimation using Machine Learning Algorithms, by Nihel Seghaier

August 2022

The impact of order book and market information on Bitcoin price movements, by Amin Nejat

March 2022

Model Risk in Stock Liquidation Strategies, by Ali Roshani Moghaddam

November 2021

Supervised project direction – Master of Science in Management (2)

In codirection with :  PERRON, Sylvain

Optimisation du processus de reconduction des horaires de cours à HEC Montréal, by Douglas Bancu

October 2024

Évaluation de billets à capital non garanti, by Simon Lacasse-Labelle

August 2022