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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 (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, Janvier 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, 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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