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Content
2024
2023
- 23-5 Adverse selection in insurance
by Dionne, Georges & Fombaron, Nathalie & Mimra, Wanda
- 23-4 Causality in empirical analyses with emphasis on asymmetric information and risk management
by Dionne, Georges
- 23-3 Determinants and real effects of joint hedging: An empirical analysis of US oil and gas producers
by Dionne, Georges & El Hraiki, Rayane & Mnasri, Mohamed
- 23-2 Using skewed exponential power mixture for VaR and CVaR forecasts to comply with market risk regulation
by Saissi Hassani, Samir & Dionne, Georges
- 23-1 Consolidation of the US property and casualty insurance industry: Is climate risk a causal factor for mergers and acquisitions?
by Dionne, Georges & Fenou, Akouété & Mnasri, Mohamed
- 12-4 An extension of the consumption-based CAPM model
by Dionne, Georges & Li, Jingyuan & Okou, Cédric
2022
- 22-5 The Profitability of Lead-Lag Arbitrage at High-Frequency
by Poutré, Cédric & Dionne, Georges & Yergeau, Gabriel
- 22-4 Determinants and real effects of joint hedging: An empirical analysis of the US petroleum industry
by Dionne, Georges & El Hraiki, Rayane & Mnasri, Mohamed
- 22-3 Forecasting VaR and CVaR based on a skewed exponential power mixture, in compliance with the new market risk regulation
by Saissi Hassani, Samir & Dionne, Georges
- 22-2 A re-examination of the U.S. insurance market’s capacity to pay catastrophe losses
by Dionne, Georges & Desjardins, Denise
- 21-5 Précisions importantes sur le backtesting comparatif de la VaR
by Saissi Hassani, Samir
2021
- 21-4 International High-Frequency Arbitrage for Cross-Listed Stocks
by Poutré, Cédric & Dionne, Georges & Yergeau, Gabriel
- 21-3 Road safety for fleets of vehicles
by Dionne, Georges & Desjardins, Denise & Angers, Jean-François
- 21-2 Hierarchical random effects model for insurance pricing of vehicles belonging to a fleet
by Desjardins, Denise & Dionne, Georges & Lu, Yang
- 21-1 The New International Regulation of Market Risk: Roles of VaR and CVaR in Model Validation
by Saissi Hassani, Samir & Dionne, Georges
- 20-3 The new international regulation of market risk: Roles of VaR and CVaR in model validation
by Saissi Hassani, Samir & Dionne, Georges
- 08-1 The costs and benefits of reinsurance
by Cummins, J. David & Dionne, Georges & Gagné, Robert & Nouira, Abdelhakim
2020
2019
- 19-4 The CDS-bond Basis: Negativity Persistence and Limits to Arbitrage
by Guesmi, Sahar & Ben-Abdallah, Ramzi & Breton, Michèle & Dionne, Georges
- 19-3 Information Environments and High Price Impact Trades: Implication for Volatility and Price Efficiency
by Dionne, Georges & Zhou, Xiaozhou
- 19-2 Coherent diversification measures in portfolio theory: An axiomatic foundation
by Koumou, Gilles Boevi & Dionne, Georges
- 19-1 Nonparametric testing for information asymmetry in the mortgage servicing market
by Jedidi, Helmi & Dionne, Georges
2018
- 18-7 The Governance of Risk Management: The Importance of Directors’ Independence and Financial Knowledge
by Dionne, Georges & Maalaoui Chun, Olfa & Triki, Thouraya
- 18-6 Machine Learning and Risk Management: SVDD Meets RQE
by Dionne, Georges & Koumou, Gilles Boevi
- 18-5 Real implications of corporate risk management: Evidence from U.S. oil producers
by Dionne, Georges & Mnasri, Mohamed
- 18-4 Forecasting Expected Shortfall: Should we use a Multivariate Model for Stock Market Factors?
by Fortin, Alain-Philippe & Simonato, Jean-Guy & Dionne, Georges
- 18-3 Cyclical variations in liquidity risk of corporate bonds
by Anténor-Habazac, Cassandre & Dionne, Georges & Guesmi, Sahar
- 18-1 The impact of central clearing on the market for single-name credit default swaps
by Akari, Mohamed-Ali & Ben-Abdallah, Ramzi & Breton, Michèle & Dionne, Georges
- 15-2 Modelling and Estimating Individual and Firm Effects with Count Panel Data
by Angers, Jean-François & Desjardins, Denise & Dionne, Georges & Guertin, François
2017
2016
- 16-5 Asymmetric Effects of the Limit Order Book on Price Dynamics
by Cenesizoglu, Tolga & Dionne, Georges & Zhou, Xiaozhou
- 16-4 The Dynamics of Ex-ante Weighted Spread: An Empirical Analysis
by Dionne, Georges & Zhou, Xiaozhou
- 16-3 Profitability and Market Quality of High Frequency Market-makers: An Empirical Investigation
by Yergeau, Gabriel
- 16-2 Dynamic Corporate Risk Management: Motivations and Real Implications
by Dionne, Georges & Gueyie, Jean-Pierre & Mnasri, Mohamed
- 16-1 Can Higher-Order Risks Explain the Credit Spread Puzzle?
by Okou, Cedric & Maalaoui Chun, Olfa & Dionne, Georges & Li, Jingyuan
- 15-5 The Dynamics of Ex-ante High-Frequency Liquidity: An Empirical Analysis
by Dionne, Georges & Zhou, Xiaozhou
- 15-3 Hidden Markov Regimes in Operational Loss Data: Application to the Recent Financial Crisis
by Dionne, Georges & Saissi-Hassani, Samir
2015
2014
- 14-5 Effects of the Limit Order Book on Price Dynamics
by Cenesizoglu, Tolga & Dionne, Georges & Zhou, Xiaozhou
- 14-4 Economic Effects of Risk Classification Bans
by Dionne, Georges & Rothschild, Casey
- 14-3 Production Flexibility and Hedging
by Dionne, Georges & Santugini, Marc
- 14-2 Health care workers’ risk perceptions of personal and work activities and willingness to report for work during an influenza pandemic
by Dionne, Georges & Desjardins, Denise & Lebeau, Martin & Messier, Stéphane & Dascal, André
- 14-1 Liquidity-adjusted Intraday Value at Risk modeling and risk management: An application to data from Deutsche Börse
by Dionne, Georges & Pacurar, Maria & Zhou, Xiaozhou
- 11-1 When can expected utility handle first-order risk aversion?
by Dionne, Georges & Li, Jingyuan
- 10-3 Does asymmetric information affect the premium in mergers and acquisitions?
by Dionne, Georges & La Haye, Mélissa & Bergerès, Anne-Sophie
2013
- 13-5 The maturity structure of corporate hedging: The case of the U.S. oil and gas industry
by Mnasri, Mohamed & Dionne, Georges & Gueyie, Jean-Pierre
- 13-4 Default and liquidity regimes in the bond market during the 2002-2012 period
by Dionne, Georges & Maalaoui Chun, Olfa
- 13-3 How do firms hedge risks? Empirical evidence from U.S. oil and gas producers
by Mnasri, Mohamed & Dionne, Georges & Gueyie, Jean-Pierre
- 13-2 Risk management: History, definition and critique
by Dionne, Georges
- 13-1 Gestion des risques : histoire, définition et critique
by Dionne, Georges
- 12-5 Entry, imperfect competition, and futures market for the input
by Dionne, Georges & Santugini, Marc
- 12-2 Comparative Ross risk aversion in the presence of mean dependent risks
by Dionne, Georges & Li, Jingyuan
- 11-3 Is there any dependence between consumer credit line utilization and default probability on a term loan? Evidence from bank-level data
by Bergerès, Anne-Sophie & D'Astous, Philippe & Dionne, Georges
2012
- 12-10 The empirical measure of information problems with emphasis on insurance fraud and dynamic data
by Dionne, Georges
- 12-9 Risk classification and health insurance
by Dionne, Georges & Rothschild, Casey
- 12-8 Adverse selection in insurance contracting
by Dionne, Georges & Fombaron, Nathalie & Doherty, Neil
- 12-7 Comparative Ross risk aversion in the presence of quadrant dependent risks
by Dionne, Georges & Li, Jingyuan
- 12-6 Securitization and optimal retention under moral hazard
by Malekan, Sara & Dionne, Georges
- 12-1 A review of recent theoretical and empirical analyses of asymmetric information in road safety and automobile insurance
by Dionne, Georges & Michaud, Pierre-Carl & Pinquet, Jean
- 11-5 Risk classification in insurance contracting
by Dionne, Georges & Rothschild, Casey
2011
2010
- 10-7 Le cacul de la valeur statistique d'une vie humaine
by Dionne, Georges & Lebeau, Martin
- 10-6 A reduced form model of default spreads with Markov-switching macroeconomic factors
by Dionne, Georges & Gauthier, Geneviève & Hammami, Khemais & Maurice, Mathieu & Simonato, Jean-Guy
- 10-5 Separating moral hazard from adverse selection and learning in automobile insurance: Longitudinal evidence from France
by Dionne, Georges & Michaud, Pierre-Carl & Dahchour, Maki
- 10-4 The impact of prudence on optimal prevention revisited
by Li, Jingyuan & Dionne, Georges
- 10-2 Extremal events in a bank operational losses
by Dahen, Hela & Dionne, Georges & Zajdenweber, Daniel
- 10-1 Corporate risk management and dividend signaling theory
by Dionne, Georges & Ouederni, Karima
- 09-5 Analyse empirique du pouvoir prédictif des infractions au Code de la sécurité routière sur les risques d’accident
by Dionne, Georges & Pinquet, Jean
- 09-1 Credit spread changes within switching regimes
by Maalaoui Chun, Olfa & Dionne, Georges & François, Pascal
2009
- 09-6 Structured finance, risk management, and the recent financial crisis
by Dionne, Georges
- 09-4 Performance analysis of a collateralized fund obligation (CFO) equity tranche
by Aboul-Enein, Shady & Dionne, Georges & Papageorgiou, Nicolas
- 09-3 Basket options on heterogeneous underlying assets
by Dionne, Georges & Gauthier, Geneviève & Ouertani, Nadia
- 05-8 Default risk in corporate yield spreads
by Dionne, Georges & Gauthier, Geneviève & Hammami, Khemais & Maurice, Mathieu & Simonato, Jean-Guy
2008
- 08-3 Correlated Poisson processes with unobserved Heterogeneity: Estimating the determinants of paid and unpaid leave
by Dionne, Georges & Dostie, Benoit
- 08-2 Detecting regime shifts in credit spreads
by Maalaoui Chun, Olfa & Dionne, Georges & François, Pascal
- 06-2 Asymmetric information and adverse selection in Mauritian slave auctions
by Dionne, Georges & St-Amour, Pascal & Vencatachellum, Désiré
- 02-5 Optimal auditing with ccoring: Theory and application to insurance fraud
by Dionne, Georges & Giuliano, Florence & Picard, Pierre
2007
- 06-12 The value of a statistical life: A meta-analysis with a mixed effects regression model
by Bellavance, François & Dionne, Georges & Lebeau, Martin
- 07-8 A reduced form model of default spreads with Markov switching macroeconomic factors
by Dionne, Georges & Gauthier, Geneviève & Hammami, Khemais & Maurice, Mathieu & Simonato, Jean-Guy
- 07-7 On debt service and renegotiation when debt-holders are more strategic
by Bourgeon, Jean-Marc & Dionne, Georges
- 07-6 Estimating the effect of a change in insurance pricing regime on accidents with endogenous mobility
by Dionne, Georges & Dostie, Benoit
- 07-5 What about underevaluating operational value at risk in the banking sector?
by Dionne, Georges & Dahen, Hela
- 07-4 Determinants of insurers’ performance in risk pooling, risk management, and financial intermediation activities
by Dionne, Georges & Gagné, Robert & Nouira, Abdelhakim
- 07-3 Poisson models with employer-employee unobserved heterogeneity: An application to absence data
by Angers, Jean-François & Desjardins, Denise & Dionne, Georges & Dostie, Benoit & Guertin, François
- 07-1 Scaling models for the severity and frequency of external operational loss data
by Dahen, Hela & Dionne, Georges
- 06-4 Predicted risk perception and risk-taking behavior: The case of impaired driving
by Dionne, Georges & Fluet, Claude & Desjardins, Denise
2006
- 06-11 Empirical evaluation of investor rationality in the asset allocation puzzle
by Chakroun, Oussama & Dionne, Georges & Dugas-Sampara, Amélie
- 06-9 Book review of Foundations of Economic Analysis of Law, by Steven Shavell
by Dionne, Georges
- 06-8 Consolidation and value creation in the insurance industry: The role of governance
by Boubakri, Narjess & Dionne, Georges & Triki, Thouraya
- 06-7 Lottery qualities
by Alarie, Yves & Dionne, Georges
- 06-6 Efficiency of insurance firms with endogenous risk management and financial intermediation activities
by Cummins, David & Dionne, Georges & Gagné, Robert & Nouira, Abdelhakim
- 06-5 Estimation of the default risk of publicly traded Canadian companies
by Dionne, Georges & Laajimi, Sadok & Mejri, Sofiane & Petrescu, Madalina
- 06-1 Heterogeneous basket options pricing using analytical approximations
by Dionne, Georges & Gauthier, Geneviève & Ouertani, Nadia & Tahani, Nabil
- 04-1 Conditions ensuring the decomposition of asset demand for all risk-averse investors
by Dachraoui, Khaïs & Dionne, Georges
2005
- 05-9 Intraday Value at Risk (IVaR) using tick-by-tick data with application to the Toronto Stock Exchange
by Dionne, Georges & Duchesne, Pierre & Pacurar, Maria
- 05-7 Modélisation et estimation des effets individuels et d’entreprise avec des données de panel : une application aux flottes de véhicules
by Angers, Jean-François & Desjardins, Denise & Dionne, Georges & Guertin, François
- 05-6 Mesure des effets incitatifs à la prudence au volant créés par les sanctions et évaluation du pouvoir prédictif des infractions sur le risque routier
by Dionne, Georges & Pinquet, Jean
- 05-5 New evidence on the determinants of absenteeism using linked employer-employee
by Dionne, Georges & Dostie, Benoit
- 05-3 Risk management and corporate governance: The importance of independence and financial knowledge for the board and the audit committee
by Dionne, Georges & Triki, Thouraya
- 05-2 Testing explanations of preference reversal: A model
by Alarie, Yves & Dionne, Georges
- 04-7 Vehicle and fleet random effects in a model of insurance rating for fleets of vehicles
by Angers, Jean-François & Desjardins, Denise & Dionne, Georges & Guertin, François
2004
- 04-6 Book review of: Credit risk: Pricing, measurement, and management
by Dionne, Georges
- 04-5 Separating moral hazard from adverse selection in automobile insurance: Longitudinal evidence from France
by Dionne, Georges & Michaud, Pierre-Carl & Dahchour, Maki
- 04-4 On risk management determinants: What really matters?
by Dionne, Georges & Triki, Thouraya
- 04-3 On the necessity of using lottery qualities
by Alarie, Yves & Dionne, Georges
- 04-2 La perception des risques d'accident et d'arrestation lors de conduite avec facultés affaiblies
by Dionne, Georges & Fluet, Claude-Denys & Desjardins, Denise & Messier, Stéphane
- 03-8 The foundations of banks’ risk regulation: A review of the literature
by Dionne, Georges
- 03-7 The (1992) bonus-malus system in Tunisia: An empirical evaluation
by Dionne, Georges & Ghali, Olfa
- 03-2 Comparative mixed risk aversion: Definition and application to self-protection and willingness to pay
by Dachraoui, Kais & Dionne, Georges & Eeckhoudt, Louis & Godfroid, Philippe
2003
2002
- 02-6 Traffic safety diagnostic and application of countermeasures for rural roads in Burkina Faso
by Lord, Dominique & Abdou, Hamidou Mamadou & N’Zué, Antoine & Dionne, Georges & Laberge-Nadeau, Claire
- 02-4 Les déterminants du comportement des banques canadiennes en matière de titrisation
by Aqdim, Rachid & Dionne, Georges & Harchaoui, Tarek
- 02-3 Book Review of: Risk Management, by Michel Crouhy, Dan Galai and Robert Mark
by Dahen, Héla & Dionne, Georges
- 02-2 How to make a public choice about the value of a statistical life: The case of road safety
by Dionne, Georges & Lanoie, Paul
- 02-1 Statistical analysis of value-of-life estimates using hedonic wage method
by Dionne, Georges & Michaud, Pierre-Carl
- 01-6 Pricing of Automobile Insurance Under Asymmetric Information: a Study on Panel Data
by Dahchour, Maki & Dionne, Georges
2001
- 99-3 Capital structures and compensation policies
by Dachraoui, Kais & Dionne, Georges
- 01-5 The Role of Memory in Long-Term Contracting with Moral Hazard: Empirical Evidence in Automobile Insurance
by Dionne, Georges & Maurice, Mathieu & Pinquet, Jean & Vanasse, Charles
- 01-4 Commitment and automobile insurance regulation in France, Quebec and Japan
by Dionne, Georges
- 01-3 La perception du risque d'être arrêté chez les camionneurs et transporteurs routiers
by Dionne, Georges & Desjardins, Denise & Ingabire, Marie-Gloriose & Aqdim, Rachid
- 01-2 Optimal cognitive processes for lotteries
by Alarie, Yves & Dionne, Georges
- 01-1 Stochastic dominance and optimal portfolio
by Dachraoui, Kais & Dionne, Georges
2000
- 00-12 Optimal financial portfolio and dependence of risky assets
by Dachraoui, Kais & Dionne, Georges
- 00-11 Risk Management Determinants Affecting Firms' Values in the Gold Mining Industry: New Empirical Results
by Dionne, Georges & Garand, Martin
- 00-10 Comparative mixed risk aversion
by Dachraoui, Kais & Dionne, Georges & Eeckhoudt, Louis & Godfroid, Philippe
- 00-9 Une mesure empirique des déterminants qui affectent la gestion des risques des entreprises non financières
by Dionne, Georges & Garand, Martin
- 00-5 Adverse Selection in Insurance Markets
by Dionne, Georges & Doherty, Neil & Fombaron, Nathalie
- 00-4 The Empirical Measure of Information Problems with Emphasis on Insurance Fraud
by Dionne, Georges
- 00-3 Experience Rating Schemes for Fleets of Vehicles
by Desjardins, Denise & Dionne, Georges & Pinquet, Jean
- 00-1 Replacement Cost Endorsement and Opportunistic Fraud in Automobile Insurance
by Dionne, Georges & Gagné, Robert
1999
- 99-4 Full Pooling in Multi-Period Contracting with Adverse Selection and Noncommitment
by Dionne, Georges & Fluet, Claude
- 99-2 L’évaluation des risques d’accidents des transporteurs routiers : des résultats préliminaires
by Dionne, Georges & Desjardins, Denise & Pinquet, Jean
- 99-1 Proper risk behavior
by Dachraoui, Kais & Dionne, Georges & Eeckhoudt, Louis & Godfroid, Philippe
- 98-3 Information structure, labor contracts and the strategic use of debt
by Dachraoui, Kais & Dionne, Georges
- 97-9 Diffidence theorem and state dependent preferences
by Dionne, Georges & hW
- 96-1 Corporate insurance with optimal financial contracting
by Caillaud, Bernard & Dionne, Georges & Jullien, Bruno
1998
- 98-18 Le non-respect du code de la sécurité par les conducteurs professionnels en fonction des caractéristiques des individus, des transporteurs et de l'environnement routier
by Dionne, Georges & Laberge-Nadeau, Claire & Maag, Urs & Desjardins, Denise & Messier, Stéphane
- 98-17 Some remarks about the probability weighting function
by Alarie, Yves & Dionne, Georges
- 98-16 La mesure empirique des problèmes d'information
by Dionne, Georges
- 98-12 Environmental risk and extended liability: The case of green technologies
by Dionne, Georges & Spaeter, Sandrine
- 97-11 Increases in risk and optimal portfolio
by Dionne, Georges & Gagnon, François & Dachraoui, Kaïs
- 98-9 Evidence of adverse selection in automobile insurance markets
by Dionne, Georges & Gouriéroux, Christian & Vanasse, Charles
- 98-8 Portfolio response to a shift in a return distribution: Comment
by Dachraoui, Kais & Dionne, Georges
- 98-6 Analysis of the economic impact of medical and optometric driving standards on costs incurred by trucking firms and on the social costs of traffic accidents
by Dionne, Georges & Laberge-Nadeau, Claire & Desjardins, Denise & Messier, Stéphane & Maag, Urs
- 98-1 Offre d'assurance non vie: une revue de la littérature récente
by Dionne, Georges
- 00-0 The informational content of household decisions with applications to insurance under asymmetric information
by Dionne, Georges & Gouriéroux, Christian & Vanasse, Charles
1997
- 97-6 Development of an expert system for the automatic detection of automobile insurance fraud
by El Bachir, Belhadji & Dionne, Georges
- 97-5 The non-optimality of deductible contracts against fraudulent claims: an empirical evidence in automobile insurance
by Dionne, Georges & Gagné, Robert
- 97-4 Développement d'un système expert de détection automatique de la fraude à l'assurance automobile
by El Bachir, Belhadji & Dionne, Georges
- 97-2 Analyse de l'effet des règles d'obtention d'un permis de conduire au Québec (1991) sur la sécurité routière
by Dionne, Georges & Laberge-Nadeau, Claire & Maag, Urs & Desjardins, Denise & Messier, Stéphane
- 97-1 Assurance valeur à neuf et vols d’automobiles: une étude statistique
by Bujold, Louis & Dionne, Georges & Gagné, Robert
- 96-3 Une évaluation empirique de la nouvelle tarification de l'assurance automobile (1992) au Québec
by Dionne, Georges & Vanasse, Charles
- 96-2 Insurance Fraud Estimation: More Evidence from the Quebec Automobile Insurance Industry
by Caron, Louis & Dionne, Georges
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