MS1 en-us
MS2 Associate Professor (m)
MS3 Associate Professor (m)
MS4 Associate Professor
MS2 Associate Professor (m)
MS3 Associate Professor (m)
MS4 Associate Professor
Piotr Orłowski
Associate Professor, Department of Finance

Contact information
HEC Montréal3000, chemin de la Côte-Sainte-Catherine
Montréal (Québec)
Canada H3T 2A7
Email : piotr.orlowski@hec.ca
Phone : 514 340-3828
Secretary: 514 340-6823
Fax : n/a
Office : 4.215
Personal page
Other title(s)
- Forthcoming
Education
- Ph. D. (économie), Università della Svizzera italiana
- Ph. D. (finance), Swiss Finance Institute
- M. A., Warsaw School of Economics
Current research
- Forthcoming
This publication selection covers the last five years.
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Journal articles (5)
ORLOWSKI, Piotr, SCHNEIDER, Paul, TROJANI, Fabio;
« On the Nature of (Jump) Skewness Risk Premia »,
Management Science, 2024, p. 1-21 (status : online).
FOURNIER, Mathieu, JACOBS, Kris, ORLOWSKI, Piotr;
« Modeling Conditional Factor Risk Premia Implied by Index Option Returns »,
Journal of Finance, 2024 (status : accepted).
ALMEIDA, Caio, ARDISON, Kym, FREIRE, Gustavo, GARCIA, René, ORLOWSKI, Piotr;
« High-Frequency Tail Risk Premium and Stock Return Predictability »,
Journal of Financial and Quantitative Analysis, 2024 (status : accepted).
AUGUSTIN, Patrick, BRENNER, Menachem, GRASS, Gunnar, ORLOWSKI, Piotr, SUBRAHMANYAM, Marti G.;
« Informed options strategies before corporate events »,
Journal of Financial Markets, vol. 63, 2023, p. 1-34.
ORLOWSKI, Piotr;
« Informative option portfolios in filter design for option pricing models »,
Quantitative Finance, vol. 21, no 6, 2021, p. 945-965.
This selection of supervision activities covers the last five years.
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Master's thesis direction – MSc in Management (3)
Corporate Diversification and Capital Structure: Evidence from Spin-offs, by William Gallego Blandon
January 2022
January 2022
In codirection with : SOKOLOVSKI, Valeri
Explaining the Returns to the Carry Trade: Currency Crash Risk and Equity Tail Risk, by Maya Bandia
September 2021
Explaining the Returns to the Carry Trade: Currency Crash Risk and Equity Tail Risk, by Maya Bandia
September 2021
Modélisation de la structure de la variance et du coefficient d'asymétrie d'options sur indice à l'aide d'un modèle GARCH, by Marc-André Lecours
March 2021
March 2021
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Supervised project supervision – MSc in Management (8)
Impact of volatile factor exposure on mutual fund performance , by Vasvi Malhotra
March 2023
March 2023
In codirection with : FOURNIER, Mathieu
Exposition des options d'équité aux risques de variance systématique , by Hong Kun Zhang
January 2023
Exposition des options d'équité aux risques de variance systématique , by Hong Kun Zhang
January 2023
Enquête sur la résilience des prix boursiers des entreprises canadiennes face à des crises économiques mondiales : une étude de la pertinence des caractéristiques pré-chocs des entreprises , by Yvanne Korine Mopewou
September 2021
September 2021
Analyzing stock market reactions to CEO tweets , by Dylan Bertus
September 2021
September 2021
Évaluation de la performance des méthodes de pénalisation des portefeuilles , by Samuel Normandeau
March 2021
March 2021
The efficiency and predictability of Canadian ETFs market , by Pan Yao
March 2021
March 2021
Étude d'événement : l'impact de la pandémie COVID-19 sur les revenus de l'activité de prêts de titres , by Camille Couture Gendron
March 2021
March 2021
Une approche par bootstrap pour l'analyse des alphas des fonds communs de placement canadiens , by Jahana Nayenka Jean-Jacques
January 2020
January 2020
Fall 2023
FINA 60211A
Winter 2023
FINA 60211A
Fall 2022
FINA 20201A
Winter 2022
FINA 60211A
Fall 2021
FINA 60200A