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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: 4.322

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 (14)


BENCHEKROUN, Hassan, BRETON, Michèle, RAY CHAUDHURI, Amrita; « Mergers in nonrenewable resource oligopolies and environmental policies », European Economic Review, vol. 111, 2019, p. 35-52.

BRETON, Michèle, DAHMOUNI, Ilyass, ZACCOUR, Georges; « Equilibria in a two-species fishery », Mathematical Biosciences, vol. 309, 2019, p. 78-91.

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.

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.

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.

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

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

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

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

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Book chapters (2)


BRETON, Michèle; « Dynamic Games in Finance », Handbook of Dynamic Game Theory, Springer, 2018, p. 827-863.

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
Prix Jean-Guertin, Grand Prix de pédagogie, HEC Montréal, 2018


This selection of supervision activities covers the last five years.

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Supervised project supervision – MSc in Management (1)

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

Winter 2019

80-680-04
Dynamic Optimisation in Management

Winter 2018

80-680-04
Dynamic Optimisation in Management

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