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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: 514 340-6472
Fax : 514 340-6915
Office : 4.628

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 (18)

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.

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

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.

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.

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

BRETON, Michèle, SBRAGIA, Lucia; « The Impact of Adaptation on the Stability of International Environmental Agreements », Environmental & Resource Economics, vol. 74, no 2, 2019, p. 697-725.

BEN ABDALLAH, Ramzi, BRETON, Michèle, MARZOUK, Oussama; « Wrong-way risk of interest rate instruments », Journal of Credit Risk, vol. 15, no 2, 2019, p. 21-44.

BRETON, Michèle, MARZOUK, Oussama; « Counterparty risk: credit valuation adjustment variability and value-at-risk », Journal of Risk, vol. 21, no 5, 2019, p. 1-28.

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, 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.

BEN ABDALLAH, Ramzi, BRETON, Michèle; « History is Repeating Itself: Author Response », Financial Analysts Journal, vol. 74, no 1, 2018, p. 5-6.

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: Get Ready for a Long Dry Spell », Financial Analysts Journal, vol. 73, no 3, 2017, p. 106-130.

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; « 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, GODIN, Frédéric; « Global Hedging through Post-Decision State Variables », Journal of Risk and Financial Management, vol. 10, no 3, 2017, p. 1-6.

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Book chapters (3)

BRETON, Michèle, ZACCOUR, Suzanne; « Human vs River: Cooperation in Environmental Games Through Environmental Personhood », Games in Management Science: Essays in Honor of Georges Zaccour, Springer, 2020, p. 231-247.

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.

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



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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Dissertation direction – PhD in Administration (4)
Essays on interest-rate derivatives: model risk, exercise strategies and credit-risk, by Mohamed Ali Akari
September 2020

Information structures and International Environmental Agreements, by Samar Garrab
March 2020

In codirection with : DIONNE, Georges
Essays on the CDS-Bond Basis, by Sahar Guesmi
October 2019

Essays on the valuation and the management of counterparty risk, by Oussama Marzouk
September 2017

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Master's thesis direction – MSc in Management (5)
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

In codirection with : BEN AMEUR, Hatem
Évaluation d'options bi-dimensionnelles par programmation dynamique et analyse en composantes principales, by Martin Blanchard
November 2019

In codirection with : GODIN, Frédéric
Couverture globale en présence de frais de transaction: analyse de la stratégie, by Édith Viau
January 2018

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Supervised project supervision – MSc in Management (1)
Évaluation de billets à capital non garanti , by Simon Lacasse-Labelle
August 2022


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