Projects

Activities Archive

CIRANO debate : Robert Gagné, La sous-performance économique du Québec : Leçons venues d’ailleurs
April 1st 2010

Leadership for Tomorrow Forum
March 26, 2008

Call for papers
Union of Risk Management for Preventive Medicine 2nd American Congress
Deadline for submissions : February 28th 2007

Conference on the control of the risks related to hazardous materials
December 4, 2006

Conférence sur la rivalité, la structure de marché, l'entrepreneuriat et la compétitivité
Cette conférence organisée conjointement par le CIRANO et Industrie Canada a regroupé 35 spécialistes (universitaires, hauts fonctionnaires, "think tanks"), afin de discuter sur la rivalité, la structure de marché, l'entrepreneuriat et la compétitivité.
17-18 novembre 2006

CEO seminar : Paul M. Tellier
November 1st, 2006

North American Regional Meeting of the Economic Science Association
Tucson, Arizona
The last meeting took place September 28th to October 1st 2006. In addition ot the usual program, the meeting had a field experiment theme.

CEO Seminar:
Thierry Vandal
September 26, 2006
By invitation only

World Economic Environment and Outlook for Year 2007
September 21, 2006

Great RCM2 Conference : H. W. Kuhn
September 11, 2006 at UdeM

Workshop on Macroeconomic Forecasting, Analysis and Policy with Data Revision
July 30, 2006
Call for papers

CEO Seminar:
Paul Desmarais jr
June 20, 2006
By invitation only

Gouvernance des grands projets publics
May 10, 2006
from 7:30 to 5:00

International Conference on Financial Econometrics
May 5th and 6th, 2006

Rencontre CIRANO
La pérennité du système de santé : un enjeu de finances publiques
April 28, 2006
from 8:00 to 12:30
On invitation only
Resume

Book lunch of Partage des coûts et tarification des infrastructures of M. Boyer, M. Moreaux, M. Truchon
March 7, 2006, at 11:45

Dejeuners-causeries Gestion des risques et de la qualité dans les établissements de santé
February 15, 2006

Le risque zéro n’existe pas : Apprendre à récupérer les erreurs et les dysfonctionnements du système de soins. Une application à la salle d’opération
October 26, 2005

L'évolution du transport aérien en Chine
Business luncheon
October 12, 2005

Short Courses in Quantitative Finance
Courses offered jointly with the Fields Institute.

Gestion des risques et de la qualité au laboratoire de biologie médicale
Déjeuner-causerie May 18,2005

Financement du budget de l'État québécois : Où en sommes-nous? Où allons-nous?
Conference December 3, 2004

Promotion de la gestion des risques et de la qualité dans les établissements de santé
Déjeuner-causerie April 22, 2005

Politique de l’effet de serre
Olivier Godard
Conférence CIRANO-CIREQ-GERME
Salle Transat, HEC Montréal
April 13, 2005

Forecasting in Macroeconomics and Finance
CIRANO-CIREQ Conference
April 8-9, 2005

La gestion de flottes de véhicules en temps réel: 4th lunch presentation CIRANO-CORS
March 16, 2005

Experimental Economics Workshop: John Dickhaut
March 7 2005

Perspectives in Finance, Financial Engineering and Risk Management in Quebec

Optimisation des horaires de personnel
February 16, 2005

Optimisation des horaires de personnel : 3rd CIRANO-CORS
February 16, 2005

Tarification et optimisation des revenus - Lunch-Presentation CIRANO-CORS
January 26, 2005

Presentation of Ludovic Phalippou - Wed. Jan 12th 2005

Ludovic Phalippou (University of Amsterdam) will join us on January 12 to present his article "Mutual Funds and The Market for Liquidity"


Financement du budget de l’État
Où en sommes-nous-? Où allons-nous?
Un colloque organisé par le CIRANO à Québec
December 3 2004

Lunch-Presentation CIRANO-CORS: keynote speaker Yoshua Bengio
December 1 2004

Experimental Economics Workshop: CLaudia Keser
November 26 2004

Experimental Economics Workshop: Charles Noussair at McGill University
November 19 2004

Montréal Econometrics Seminar (Ruey Tsay)
November 12, 2004

CIREQ-CIRANO Conference

Operator Methods in Microeconometrics, Time Series and Finance

 

Novembre 5-6, 2004

Working lunch – A debate on the management of government debt in Québec
(On invitation only) Working lunch jointly organized by the IRPP and CIRANO. Wednesday, October27, 2004, 11:45 a.m., University Club, Montreal, 2047 Mansfield Street, Montréal

Experimental Economics Workshop: Ann-Renée Blais
October 12 2004

Conference Series on Innovation and Competition
First Conference: Patent Policy: Using Abusing and Reforming
Place : Duke University
September 18th and 19th 2004

Experimental Economics Workshop: William Zame at Université de Mtl
September 16 2004

Atelier sur la « Gestion des sols contaminés à Montréal»
Stéphanie Uhde nous présentera les résultats de son projet de maitrîse (HEC Montréal) qui a pour but de faire une "Proposition d'un marché des sols contaminés pour la ville de Montréal". Elle nous exposera entre autre son étude de cas, qui porte sur le marché des sols contaminés aux Pays-Bas, qui fonctionne à travers les banques de sol. Une discussion suite à cette présentation portera sur l'analyse économique et sur les possibilités d'application du modèle de marché des sols néerlandais au contexte Montréalais.

Experimental Economics Workshop: Claudia Keser
June 4 2004

Real Options and Investment Evaluation
Intensive course for executives (animated by Marcel Boyer)

Experimental Economics Workshop: Catherine Eckel
May 28 2004

Experimental Economics Workshop: Pamela Peele
May 28 2004

Experimental Economics Workshop: Juan-Camilo Cardenas
May 20 2004

Environment : Risk and Modeling
May 6-7 2004 Workshop

CIRANO-CIREQ Conference on Financial Econometrics
May 7-8, 2004

Presentation CIRANO PRMIA: keynote speaker Jacques Lussier
May 5 2004

Montreal Econometrics Seminar (John Geweke)
April 30, 2004

Experimental Economics Workshop: Cary Deck
April 26 2004

Measurement and Management of Risk in Large Financial Institutions

Experimental Economics Workshop: John Dickhaut
April 20 2004

Experimental Economics Workshop: Bart Wilson
April 16 2004

Series of Preparation Workshops for the PRM Certificate
CIRANO is now offering training courses for the 4 PRM modules in Montreal.

Market Reactions to Tangible and Intangible Information

Dette publique et altruisme limité. L'équivalence Ricardienne est-elle possible quand l'altruisme est limité?

L'imposition des entreprises

Seminaire with David Laughton, University of Alberta
April 8 2004

Presentation CIRANO PRMIA: keynote speaker Robert D. Christensen
April 7 2004

Seminaire with David Laughton, University of Alberta
April 7 2004

Agent Heterogeneity and Learning : An Application to Labor Markets

CIRANO-CIREQ Conference on Macroeconomics and Finance: The Term Structure of Interest Rates
April 2, 2004

Montreal Econometrics Seminar (Ken West)
March 26, 2004

Montreal Econometrics Seminar (Werner Ploberger)
March 19, 2004

CEO Seminar: Jacques Lamarre
March 9 2004
By invitation only

Presentation: keynote speaker Alicia Zemanek
March 3rd 2004

Montreal Econometrics Seminar (Mark Watson)
February 27, 2004

CEO Seminar: Gérald Tremblay, mayor of Montreal, will be interviewed by Daniel Johnson.
By invitation only February 9th 2004

Conference by Mr. David A. Dodge, Governor of the Bank of Canada
February 11 2004

Which Volatility Model for Option Valuation?

Crushed by a Rational Stampede: Strategic Share Dumping and Shareholder Insurrections

TBA

TBA

Optimal Forecasts of Long-Term Returns and Asset Allocation: Geomeric, Arithmetic, or Means? // Growth Opportunities and Assets in Place: Implications for Equity Betas

TBA

TBA

TBA

Deliberation and Voting Rules

TBA

TBA

TBA

Transparency in the Budget Process: A theoretical Model

TBA

TBA

TBA

Exponential Tilting with Weak Identification

TBA

TBA

TBA

House prices, Consumption Volatility and Risk Premia: The Collateral Channel

TBA

Does Democracy Engender Equality?

A Bootstrap Approach to Moment Selection

The Decline in US Output Volatility: Structural Changes in Inventories or Sales?”

TBA

TBA

TBA

TBA

Presentation: keynote speaker David Dougherty
February 4 2004

TBA

TBA

The Stochastic Implications of Rent Maximization: An Application to Stumpage Rates for Timber in British Columbia

Optimal Fall and Recovery of Output in Transition Economies

Fiscal Policy and the Contraction of Real Activity in Nexico in 1995

A Dynamic Model of Volting

TBA

TBA

TBA

TBA

TBA

TBA

The Valuation Effects of Overseas Listing: Market Sequencing and Selection

Short Courses Series in Quantitative Finance
Courses offered by CIRANO and the Fields Institute

To be announced
December 11, 2003

To be announced
December 9, 2003

To be announced
December 4, 2003

Symposium on Pesticides and Health
November 19, 20 and 21, 2003

Fund Management Conference
December 5, 2003

Montreal Econometrics Seminar (James MacKinnon)
November 28, 2003

CIRANO-Desjardins Global Asset Management Conference on Hedge Funds
December 4, 2003

Lunch on Developments in Canadian Risk Management (Louis Vachon)
December 3, 2003

To be announced
November 25, 2003

Montreal Econometrics Seminar (Chuck Manski)
November 21, 2003

Large Investors: Implications for Equilibrium Asset Returns, Shock Absorption, and Liquidity
November 21, 2003

To be announced
November 20, 2003

All that Glitters: The Effect of Attention & News on the Buying Behavior of Individual & Institutional Investors
Novembre 14, 2003

Spred Term Structure and Default Correlation
November 14, 2003

Privacy, Exposure and Price Discrimination
November 11, 2003

Agency Contracts with Long-Term Customer Relationships
November 6, 2003

Mutual Funds Conference
December 5, 2003

TBA

TBA

A beautiful Mind: John F. Nash Jr.

TBA

A Multiple-State Non-Stationary Model of Welfare Exit

CEO Seminar: André Marcheterre
Novembre 6, 2003
By invitation only

CIREQ and CIRANO-MITACS Conference on Realized Volatility
November 7-8, 2003

Montreal Econometrics Seminar (Alastair Hall)
October 31, 2003

Richard Guay Inaugurates the CIRANO-PRMIA Lunches on Developments in Canadian Risk Management
November 5, 2003

To be announced
November 27, 2003

Montreal Econometrics Seminar (Timothy J. Vogelsang)
October 24, 2003

Privacy, Security & Trust Workshop
October 27, 2003 (by invitation only)

Are Jumps in Corporate Bond Yields Priced? Modeling Contagion via the Updating of Beliefs

Optimal Forecasts of Long-Term Returns and Asset Allocation: Geometric, Arithmetic, or Other Mean? & Growth Opportunities and Assets in Place: Implications for Equity Betas

TBA

Corporate Governance Convergence by Contract: Evidence from Cross-Border Mergers

Irreversible Investment with Regime Shifts

Bayesian Inference for Hospital Quality in a Selection Model

Do Multinational Enterprises Substitute Parent Jobs for Foreign Ones? Evidence from European Firm-Level Panel Data

TBA

Déterminants de la retraite

TBA

TBA

TBA

TBA

Effects of Raising the Social Security Retirement Ages on Retirement and Disability

Contracting Productivity Growth and Relationships, Commitment, and Labour Productivity Growth

TBA

Extremal Events in Finance

• Earnings Volatility, Cash Flow Volatility and Firm Value

How Do Buyers and Sellers Divide the Surplus? Evidence From Tax Arbitrage

TBA

TBA

TBA

TBA

TBA

TBA

TBA

TBA

TBA

TBA

TBA

TBA

TBA

TBA

TBA

TBA

Predictability and Predictiveness in Health Care Spending

Mutual Fund Flows and Performance in Rational Markets

UdeM Seminar: Testing for Weak Instruments in Linear IV Regression

UdeM Seminar: Normalization in Econometrics

TBA

TBA

The Present Value Model of the Current Account Has Been Rejected: Round Up the Usual Suspects

TBA

The External Dimension of the Euro Area

The Behavioral Dynamics of Youth Smoking

Equidependence for Qualitative and Duration Models With Application To Credit Risk

Accounting for Technology Diffusion: The Tractor in American Historical Perspective

Auditing Policies and Information Systems in Principal-Agent Analysis

Delegated Monitoring of Fund Managers

Investment policy, financial policies, and the control of agency conflicts

Retrading and Constrained Optimality in Incomplete Markets

Developments in Bayesian Time Series Analysis

Predatory Trading

Seminar McGill: The Real Effects of Investor Sentiment

Capital Structure & Transparency

Montreal Econometrics Seminar (Ariel Pakes)
October 10, 2003

Workshop: The Precautionary Principle
October 6, 2003

Elke U. Weber at CIRANO
October 6, 2003

CEO Seminar: Henri-Paul Rousseau
September 30, 2003
By invitation only

Structural Equations, Treatment Effects and Econometric Policy Evaluation
September 12, 2003

TBA

TBA

Conference on Numerical and Simulation Methods in Finance
April 4, 2003

Conference on Learning Methods
February 28, 2003

"Performance Measures In A Knowledge-Based Economy" Conference
June 26, 2003

Montral Econometrics Seminar - Aman Ullah
June 19, 2003

"Regulation, Liability and the Management of Major Industrial/Environmental Risks" Conference
June 10-12, 2003
Université de Toulouse

Ravi Bansal Seminar
June 9, 2003

Conference on the Links Between Macroeconomics and Finance
June 6, 2003

2003 Golf Tournament
August 28, 2003
Club de golf Chantecler


Montreal Econometrics Seminar

Asset Pricing and Microstructure

RM 2003 - Revenue Management Workshop
May 15 and 16, 2003

Conference on Financial Econometrics

Simulation Based and Finite Sample Inference in Finance
May 2-3, 2003

Montreal Econometrics Seminar

TBA

"Bounded Rationality, Production Habits and Routines" Conference
May 1-2, 2003

Recent Advances in Microeconometrics
May 8, 2003

Valorization and Pricing of Infrastructures
April 9, 2003

CIREQ-CIRANO-MITACS Conference on Monte Carlo and Numerical Methods in Finance
Friday April 4, 2003

Risk and Opportunity in North American Integration : A Canadian Perspective

Montreal Econometrics Seminar

Towards a New Dimension for Process-Aware Information Systems
March 20, 2003

CIRANO-MITACS-RCM2 Conference on Portfolio Choice

Conferences by Drs. Pamela Peele and Raewyn Bassett
Drs. Pamela Peele and Raewyn Basset will make presentations entitled "Market and Patient Co-Morbidity in Health Care" and "An introduction to qualitative research: It’s NOT what you do when you don’t have data or don’t know statistics" at CIRANO on February 26, 2003 at 11:00.

Common Cost Sharing and the Pricing of Infrastructures
February 25, 2003

Common Cost Sharing and the Pricing of Infrastructures
February 24, 2003

CEO's Seminar
Guy Marier will present this seminar on February 5,  2003 at CIRANO
By invitation only

TBA

The Social Impact of the Earned Income Tax Credit

TBA

Seminar of the Canadian Operationnal Research Society (CORS)
Jeudi, 9 janvier 2003

"On Representative Trust" Workshop, by Charles Bellemare
Wednesday December 18th, 2002, at 3:30 PM

Portfolio Management: Fund Performance and Flows
December 6, 2002

First Canadian Workshop on Laboratory Experimental Methods in Behavioral-Economic-Social Sciences
November 29-30, 2002

Workshop in Financial Econometrics 2002
October 25-26, 2002

Normalization in Econometrics
James HAMILTON at CIRANO on November 15, 2002

CEO's Seminar
Serge Saucier will present this seminar on Monday, November 11, 2002 at CIRANO (  By invitation only ).

Mutual Fund Flows and Perfomrmance in Rational Markets

TBA

Testing for Weak Instruments in Linear IV Regression
James STOCK at McGill University on Friday, November 8, 2002

Capital Structure & Transparency

The Real Effects of Investor Sentiment

The Fifth International Conference on Electronic Commerce Research (ICECR-5)
October 23-27, 2002

Extreme Weather, Climate and Finance
October 24, 2002, McGill University, Montreal, 2-5:15pm

"Ostracism Applied to a Public Good Game"
David Masclet will present this seminar on Friday, October, 25, 2002 from 11:30 to 13:00

13th International Conference on Distributed Systems: Operations & Management
October 21 to 23, 2002

End-of-sample Instability Tests /
End-of-sample Cointegration Breakdown Tests
Donald ANDREWS at the Université de Montréal on Friday, October 18, 2002

Verifiability, Generalized Information Correspondences, and Optimal Contracts

Financial Globalization and Real Regionalization

Identification and Inference in Nonlinear Difference-In-Differences Models
Guido IMBENS at Concordia on Friday, October 11, 2002

Workshop : "Productivity and R&D"
Thursday octobrer 10th, 2002 from 8:30 to 11:45
, CIRANO

Colloquium on Credit Derivatives
Tuesday, September 17, 2002 at CIRANO

Conference on Innovation Strategy at The Université de Montréal, Septembre 20th

Seminar in Finance
Monday september 16, 16h30-18h00

Ken Singleton at the CIRANO : " Term Structure Modeling in Theory and Reality"

Conference on Bounded Rationality and Learning
June 20-21, 2002 at the Université de Aix-Marseille, Aix-en-Provence, France

CIRANO, CIREQ and MITACS Conference on Forecasting in Macroeconomics and Finance
June 17, 2002 from 9:00 AM to 5:00 PM at CIRANO.

Seminar on an Experimental Evaluation of Partnerships as Common Pool Resource Management Instruments
Stuart Mestelman will present this conference on Tuesday, June 18, 2002 from 11:30 A.M. to 13:00 P.M.

Conference: "New Trends in Competitive Strategy and Economics"
June 13-14, 2002

Conference-Workshop on Real Options
Friday, May 24, 2002 from 9 A.M. to 5 P.M.

CRDE Seminars
March 8th an 22nd, April 5th and 19th and May 10th 

Seminar on Trust in Electronic Negociations
Tuesday, May 21, 2002 from 11:30 to 12:30 at CIRANO

Course: The Elements of Financial Risk Management
During the Winter Term every wednesday from 9:30 a.m. to 12:30. p.m.

CIREQ-CIRANO-MITACS Conference
Univariate and Multivariate Models for Asset Pricing. May 3, from 11:30 A.M. to 6 P.M. and May 4, from 08:30 A.M. to 5:30 P.M. at the Université de Montréal

Conference on The Econometrics of Education: Modeling Selectivity and Outcomes
Download the PDF documents from the conference held April 26-27.  

CEO's Seminar

Thursday, April 25, 2002, from 17h00 to 19h00 at CIRANO, Mr. Malcolm D. Knight, Senior Deputy Governor of the Bank of Canada. The presentation will focus on the international financial system and Canadian monetary policy. (On Invitation Only)


Seminar: "Binary Variables and Fixed Effects: Generalizing Conditional Logit"
Presented by Thierry Magnac (INRA, Paris-Jourdan et CREST) at CIRANO on Friday, April 12, 2002, from 11:30 A.M. to 13:00 P.M.

Seminars at the Université de Montréal
March 28th at 4PM Nick Polson ( U of Chicago)

CIRANO-MITACS Conference On Monte Carlo and Numerical Methods in Finance
Friday, march 15 th, from 9 AM to 5 PM At CIRANO. For registration send email or call Eveline Dufort eveline.dufort@cirano.qc.ca 514-985-4000, extention 3110

Corporate Governance Workshop (past event)
The governance of innovation


Seminar on “Long Run Energy Trajectories: Assessing The Nuclear Option In Response To Global Warming”
Offered in french by Michel Moreaux, Thursday, march 7th 2002 from 11:30 AM to 1PM at CIRANO Please confirm your presence

Scientific seminars in electronic commerce
Title: "Electronic Business models: Conceptual foundations and research process" March 1 st, from 12:30 to 02:30 pm Speaker: Vincent Sabourin, UQAM and CIRANO

CEO's Seminar
Wednesday, February 6 2002, from 17h00 to 19h00 at CIRANO, Mr. Pierre Boivin, President of Les Canadiens Hockey Club and of the Molson Centre, will present a conference entitled Les enjeux du sport professionnel au Canada. (On invitation only)

Seminar - Experimental Analysis

Title: "Trust and reputation building in E-commerce"

Speaker: Claudia Keser, IBM T.J. Watson Research Center

Time and date: February 28, 12h30-14h00

Location: CIRANO, 2020 University, 25th floor (University/Maisonneuve, métro McGill)

 


Scientific seminars in electronic commerce

Title: "Design for Optimized Multi-lateral Multi-commodity Markets"

Speaker: Jacques Robert, HEC-Montréal, CIRANO (with B Bourbeau, T.G.Crainic, M Gendreau)

Time and date: January 11th, 12h30-2h00 PM

Location: CIRANO, 2020 University, 25th floor (corner University/Maisonneuve- métro McGill )



Past CEO's semminars before january 2002

DateConférencier(e)Titre
Lundi, 3 décembre 2001Monsieur Alban D'Amours
Président du Mouvement des caisses Desjardins
« Desjardins et les gens d'affaires :
catalyseur de la croissance et du développement économique  »
20 septembre 2001Madame Suzanne Labarge,
Membre du Directoire et chef de la gestion des risques, Banque Royale du Canada
« Risk Management: An Integrated Approach »
28 février 2001L. Jacques Ménard,
Président du Groupe de sociétés de la Banque de Montréal
« L'entreprise en crise : un modèle de gestion de risques »
3 mai 2000Serge Godin,
Président du conseil et chef de la direction, Le Groupe CGI inc.
« Bâtir une entreprise sur des valeurs durables »
22 mars 2000Germain Lamonde,
Président, EXFO Ingénierie électro-optique inc.
« Conquérir les marchés... une planète à la fois! »
14 décembre 1999Francesco Bellini, Ph. D.
Chef de la direction, Biochem Pharma inc.
« Relever le défi de la croissance dans l'économie du savoir : l'expérience biopharmaceutique »
17 mai 1999Louis-A. Tanguay,
Bell Canada International
« Le défi de la globalisation : L'expérience de Bell Canada International »
10 mars 1999Pierre Lortie,
Bombardier International
« La dynamique des marchés globaux : Quelques leçons »
8 octobre 1998Paul Delage Roberge,
Président et chef de la direction, Les boutiques San Francisco inc.
« L'importance de se distinguer »
4 juin 1998André Caillé,
Président-directeur général, Hydro-Québec
« La gestion des risques - Les enseignements du verglas »
19 février 1998Pierre Mignault,
Président et chef de la direction, Provigo Distribution inc.
« La remise en forme de Provigo »
12 novembre 1997Pierre Péladeau,
Président du Conseil et chef de la direction, Quebecor inc.
« Quebecor : son passé et son avenir »
23 avril 1997Marcel Dutil,
Président et chef de la direction, Le Groupe CANAM MANAC inc., et
Marc E. Dutil,
Vice-président et directeur général, Division Réseau Acier Plus
« Assurer notre succès en bâtissant celui de nos clients »
26 février 1997Charles Sirois,
Président du Conseil et chef de la direction, Téléglobe inc.,
Président du Conseil et chef de la direction, Télésystème ltée.
« La transformation de Téléglobe en une entreprise mondiale »
12 décembre 1996Jean Coutu,
Président du Conseil et chef de la direction, Groupe Jean Coutu inc.
« De la pharmacie de quartier à une multinationale de pharmacies »
7 juin 1996Jean Monty,
Président du Conseil et chef de la direction, Northern Telecom
« Traitement de choc et stratégie de croissance »
18 avril 1996Jacques Bougie,
Président et chef de la direction, Alcan Aluminium ltée
« Alcan - Réponse au choc russe »
7 novembre 1995Paul E. Gagné,
Président et chef de la direction, Avenor inc.
« Changer pour survivre : Le choix de Avenor »
4 mai 1995Raymond Royer,
Président et chef de l'exploitation, Bombardier
« La gestion multiculturelle dans un contexte de mondialisation des marchés »
9 février 1995Léon Courville,
Président et chef des opérations, Banque Nationale du Canada
« Piloter dans la tempête... de la théorie à la pratique »

Past activities in Finance between February 2000 and january 2002

Ateliers portant sur le risque de crédit (Oct.-Nov. 200)

Date Lieu/Location Titre/Title Conférencier(e)/Speaker
7 décembre 2001 13h30 - 17h00CIRANOFinancial Derivatives
9 novembre 2001 13h30 - 16h45CIRANOEmerging Market Risk Management
19 octobre 2001 13h30 - 16h45CIRANONew Statistical Methotds for Old Financial problems
26 au 30 juin 2001Hôtel Delta Centre-VilleWorkshop on Financial Mathematics & Econometrics
14 et 15 mai 2001CIRANOAtelier CIRANO - IFM2 Le modèle de Black-Scholes : l'esprit ou la lettreRené Garcia et Éric Renault, Université de Montréal et CIRANO
11 mai 2001CIRANOJournée Finance DayProgramme et conférenciers
12 avril 2001 15h00 - 18h00CIRANOAtelier de finance mathématique UdeM - CIRANO - IFM2
Mesure de risque scalaire et vectorielle : axiomatique et caractérisation duale
Nizar Touzi, Université de Paris I - Panthéon-Sorbonne et CIRANO
11 avril 2001 16h00 - 17h30CIRANOWhen Does Microstructure Noise Affect the Estimation of Asset Pricing Models?
Article PDF
Eric Ghysels, University of North Carolina
9 avril 2001 15h00 - 18h00CIRANOAtelier de finance mathématique UdeM - CIRANO - IFM2
Marchés financiers avec coûts de transaction
Nizar Touzi, Université de Paris I - Panthéon-Sorbonne et CIRANO
6 avril 2001 13h30 - 17h45CIRANOJournée Finance DayProgramme et conférenciers
2 avril 2001 15h00 - 18h00CIRANOAtelier de finance mathématique UdeM - CIRANO - IFM2
Évaluation et couverture dans le modèle d'utilité exponentielle
Nizar Touzi, Université de Paris I - Panthéon-Sorbonne et CIRANO
2 et 3 avril 2001CIRANOAtelier CIRANO - IFM2 La valeur à risque et ses extensionsPeter Christoffersen, McGill University et CIRANO
26 mars 2001CIRANOAtelier de finance mathématique UdeM - CIRANO - IFM2 Exemples : Modèles de Black et Scholes avec contraintes de portefeuille et Modèle à volatilité stochastiqueNizar Touzi, Université de Paris I - Panthéon-Sorbonne et CIRANO
22 mars 2001CIRANOGestion de portefeuille par la méthode Monte CarloJérôme Detemple, Boston University et CIRANO
21 mars 2001CIRANOAtelier de finance mathématique UdeM - CIRANO - IFM2 Formulation duale du problème de sur-couverture en présence de contraintes de portefeuilleNizar Touzi, Université de Paris I - Panthéon-Sorbonne et CIRANO
12 mars 2001CIRANOAtelier de finance mathématique UdeM - CIRANO - IFM2 Couverture dans un marché financier complet en temps continuNizar Touzi, Université de Paris I - Panthéon-Sorbonne et CIRANO
5 et 6 mars 2001CIRANOAtelier CIRANO - IFM2 Volatilité des marchés financiers : Bêtas et construction de portefeuilles optimauxÉric Jacquier, Boston College et CIRANO
26 février 2001CIRANODébat informel autour des exposés de la Journée Finance du 23 févrierÉric Renault, UdeM, IFM2, CRDE et CIRANO
23 février 2001CIRANOJournée Finance DayProgramme et conférenciers
22 février 2001CIRANORisque de modèle de volatilitéÉric Renault, UdeM, IFM2, CRDE et CIRANO
22 février 2001CIRANORisque de modèle de volatilitéÉric Renault, UdeM, IFM2, CRDE et CIRANO
8 décembre 2000McGillPooling, Splitting, and Security Design in the Auctioning of Financial AssetsUlf Axelson, University of Chicago
8 décembre 2000UdeMEmpirical Likelihood-Based Inference in Conditional Moment Restriction ModelsYuichi Kitamura, University of Wisconsin
1er décembre 2000McGillThe Private Equity Premium PuzzleTobias J. Moskowitz, University of Chicago
1er décembre 2000CIRANOJournée « Finance » Day Volatility Modeling and Financial Applications
Programme
1er décembre 2000UQAMFinancial Modelling and ProbabilityMarco Avellaneda, Courant Institute of Mathematical Sciences
21 novembre 2000UdeMAtelier en économétrie financière  La valeur à risque (VaR)Christian Gouriéroux, U Paris IX, INSAE et CREST
17 novembre 2000McGillCorporate Control Contests and the Disciplining Effect of Spin-offs: A Theory of Performance and Value Improvements in Spin-offsThomas Chemmanur, Boston College
13 novembre 2000UdeMAtelier en économétrie financière : La valeur à risque (VaR)Christian Gouriéroux, U Paris IX, INSAE et CREST
10 novembre 2000UdeMRobustness and Pricing with Uncertain GrowthLars Peter Hansen, U of Chicago, NBER & NORC
10 novembre 2000McGillThe Role of Trading Halts in Monitoring a Specialist MarketSimon Gervais, Wharton School, University of Pennsylvania
8 novembre 2000CIRANOLeast Squares Predictions and Mean-Variance AnalysisEnrique Sentant, CEMFI, CEPR et LSE FMG
7 novembre 2000UdeMAtelier en économétrie financière : La valeur à risque (VaR)Christian Gouriéroux, U Paris IX, INSAE et CREST
3 novembre 2000McGillPricing Discretely Monitored Barrier Options by a Markov ChainJean-Guy Simonato, École des HEC
3 novembre 2000CIRANOJournée « Finance » Day Estimation des diffusions
Programme
27 octobre 2000McGillSemi-Parametric Pricing of Derivative WarrantsJin-Chuan Duan, University of Toronto
20 octobre 2000McGillTesting Portfolio Efficiency With Conditioning InformationWayne Ferson, Pigott-PACCAR Professor of Finance, University of Washington
13 octobre 2000CIRANOJournée « Finance » Day New Methods in Financial Risk Management
Programme
6 octobre 2000McGillOn the Perils of Security by Financial Intermediaries: The Case of Open-end Mutual FundsRoger M. Edelen, Wharton School, U. of Pennsylvania
Vendredi / Friday 19 mai 2000CIRANOThe Basis Risk of Catastrophic-Loss Index SecuritiesRichard D. Phillips, Georgia State University
Vendredi / Friday 12 mai 2000CIRANOIntroduction to Bayesian Econometrics and Some Applications to Finance, part 3Eric Jacquier, Boston College et CIRANO
Lundi / Monday 8 mai 2000CIRANOIntroduction to Bayesian Econometrics and Some Applications to Finance, part 2Eric Jacquier, Boston College et CIRANO
Vendredi / Friday 5 mai 2000CIRANOIntroduction to Bayesian Econometrics and Some Applications to Finance, part 1Eric Jacquier, Boston College et CIRANO
Vendredi / Friday 28 avril 2000CIRANOA Reality Check for Data Snooping
Paper 1
Paper 2
Halbert White, U of California at San Diego
Mercredi / Wednesday 26 avril 2000CIRANOLa prévision économique et financièreRené Garcia, Université de Montréal et CIRANO
Mardi / Tuesday 25 avril 2000ConcordiaRational Pricing of Internet CompaniesDr. Eduardo Schwartz, UCLA Dept. of Finance
Jeudi / Thursday 13 avril 2000McGillA New Approach to Measuring Financial ContagionRené Stulz, Ohio State U.
Vendredi / Friday 7 avril 2000CIRANOCIRANO-MITACS Afternoon on Option Data
Vendredi / Friday 7 avril 2000McGillThe Price of Global Industry RiskFrancesca Carrieri & Sergei Sarkissian, McGill
Mercredi / Wednesday 5 avril 2000HECAsset Market Data Do Not Imply High Risk Aversion: Reassessing the Evidence on Asset Pricing PuzzlesKris Jacobs, McGill
Mardi / Tuesday 4 avril 2000HECLe risque de crédit et la stabilité du système financier internationalMichel Crouhy, Banque canadienne impériale de commerce
Mardi / Tuesday 4 avril 2000UdeMRégression instrumentale non paramétriqueÉric Renault, CREST-INSEE
Vendredi / Friday 31 mars 2000UQAMSpring Montreal Econometric WorkshopOrganisé par Alain Guay, UQAM et CIRANO
Vendredi / Friday 31 mars 2000McGillUsing Estimates of Realized FX Volatility to Assess Volatility ModelsTom McCurdy, U. of Toronto
Vendredi / Friday 31 mars 2000ConcordiaIncentives for Banking Megamergers: What Motives Might Regulators Infer from Event-Study Evidence?Dr. Edward Kane, Boston College Dept. of Finance
Jeudi / Thursday 30 mars 2000UdeMAccelerated Asymptotics for Diffusion Model EstimationFederico Bandi, U. of Chicago
Vendredi / Friday 24 mars 2000ConcordiaMyopic Loss Aversion and the Value of Strategy AnomalyGordon Fisher, Concordia U. Dept. of Finance
Vendredi / Friday 17 mars 2000ConcordiaMergers and AcquisitionsSandra Betton, Concordia U. Dept. of Finance
Vendredi / Friday 10 mars 2000UdeMEstimation de primes d'assurance-dépôt dans le cadre d'un modèle à taux d'intérêt stochastiqueJean-Guy Simonato, HEC et CIRANO
Vendredi / Friday 10 mars 2000ConcordiaVolatility and Bid-Ask Spreads in Bond MarketsDr. Madhu Kalimipali, McGill U. Dept. of Finance
Vendredi / Friday 3 mars 2000ConcordiaCountry Risk and Risk Neutral Default ProbabilitiesAlexander Karmann, conférencier invité d'Allemagne / Guest speaker form Germay
Vendredi / Friday 3 mars 2000CIRANOLes services financiers en ligne : Défis et menacesJean-Marc Suret, Université Laval et CIRANO
Vendredi / Friday 18 février 2000ConcordiaThe Optimal Mix of Public and Private DebtSanjay Banerji, McGill U. Dept. of Finance

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