Students supervised by Georges Dionne

Currently supervised

M. Sc. HEC ASSOR, Yannick
M. Sc. HEC HASSANI, Hassane
M. Sc. HEC LABDI, Rim
M. Sc. HEC LEFEBVRE-SIGOUIN, Guillaume
M. Sc. HEC OUELLET, Alexandre
M. Sc. HEC ST-JEAN, Steven
Ph. D. HEC AKARI, Mohamed-Ali
Ph. D. HEC BILODEAU, Yann
Ph. D. HEC GALZIN, Stéphane
Ph. D. HEC GUESMI, Sahar
Ph. D. HEC JEDIDI, Helmi
Ph. D. HEC OUEDERNI, Karima
Ph. D. HEC SLIM, Nahla
Ph. D. McGill T.-BLAIS, Mathieu

Completed scholarship since 1996

ABDULNOUR GRONDIN, Antoine
M. Sc. HEC ABOUL-ENEIN, Shady (lauréat d’une bourse de CFA Montréal) (prix du meilleur mémoire de maîtrise 2009, option économie financière appliquée, de HEC Montréal)
M. Sc. HEC AKBULUT, Ali
M. Sc. HEC ALINASAB, Soodeh
M. Sc. HEC AMAR, Jonathan
M. Sc. HEC ANTENOR-HABAZAC, Cassandre
M. Sc. HEC AQDIM, Rachid
M. Sc. HEC AZZOPARDI, Mary
M. Sc. HEC BASTIEN, Laurence
M. Sc. HEC BEAUDOIN, Julie
M. Sc. HEC BEAULIEU, Simon
M. Sc. HEC BELEM, Frederic
M. Sc. HEC BELMAMOUN, Mohamed Othmane
M. Sc. HEC BERGERÈS, Anne-Sophie
M. Sc. HEC BERGEVIN, Philippe
M. Sc. HEC CARBONI, Alexandre
M. Sc. HEC CHAKIR, Imane
M. Sc. HEC CHAUSSEGROS DE LÉRY, Éric
M. Sc. HEC CLARISSE, Anne-Sophie
M. Sc. HEC CLICHE, Jo-Anne
M. Sc. HEC D’ASTOUS, Philippe (prix du meilleur mémoire de maîtrise 2011 de HEC Montréal)
M. Sc. HEC DELLAGI, Skander
M. Sc. HEC DIBOUNE, Hind
M. Sc. HEC DION, Frédéric
M. Sc. HEC DRAOUI, Said
M. Sc. HEC DROLET-MAILHOT, Marie-Ève
M. Sc. HEC DUGAS-SAMPARA, Amélie
M. Sc. HEC DUMONT, Jean-Philip
M. Sc. HEC DUSSAULT, Geneviève
M. Sc. HEC FORTIN, Alain-Philippe
M. Sc. HEC FURIC, Yann
M. Sc. HEC GAGNÉ, Claudia
M. Sc. HEC GAGNÉ, Jean-Sébastien
M. Sc. HEC GARAND, Martin (prix du meilleur mémoire de maîtrise 2001 de HEC Montréal)
M. Sc. HEC GENDRON, Martin
M. Sc. HEC GHALLEB, Nabil
M. Sc. HEC GONZALEZ, Caroline
M. SC. HEC HENIMANN, Victor
M. Sc. HEC JALBERT, Marie-Claude
M. Sc. HEC KHALIL, Anis
M. Sc. HEC LAPOINTE, Claude
M. Sc. HEC LAPORTE, Nathalie
M. Sc. HEC LASALLE, Geneviève
M. Sc. HEC LA HAYE, Mélissa
M. Sc. HEC LEBEAU, Martin
M. Sc. HEC LEFEBVRE SIGOUIN, Guillaume
M. Sc. HEC MAROUK, Nissrine
M. Sc. HEC MASSON-ROY, Jérôme
M. Sc. HEC MICHAUD, Pierre-Carl
M. Sc. HEC MIMOUNI, Karim
M. Sc. HEC MUTSHIOKO, Jeanne
M. Sc. HEC MOUNJIB, Hanaa
M. Sc. HEC MSEDDI, Hassen
M. Sc. HEC NADEAU, Xavier
M. Sc. HEC NGUYEN, Nga
M. Sc. HEC OUATTARA, Myriam
M. Sc. HEC PARENT, Mathieu
M. Sc. HEC PARENTEAU, Elissa
M. Sc. HEC PETRESCU, Madalina
M. Sc. HEC ROY-BLANCHETTE, Dominique
M.Sc. HEC  SADDIKI, Hassane
M. Sc. HEC SAISSI HASSANI, Samir
M. Sc. HEC SAWADOGO, Delphine
M. Sc. HEC SIMARD, Andréanne
M. Sc. HEC SIMITZIS, John Ioannis
M. Sc. HEC SIROIS, Pierre-Michel
M. Sc. HEC ST-CYR, François
M. Sc. HEC TARKHANI, Faouzi
M. Sc. HEC TOURÉ, Fatoumata A dite Woybi (deuxième prix IFM2, 2014)
M. Sc. HEC TREMBLAY, Stéphanie
M. Sc. HEC VIAU, Sébastien
M. Sc. HEC WADEL, Régis
M. Sc. HEC YAGHI, Maher
M. Sc. HEC YÉ, Marie
M. Sc. HEC ZERBATO, Raphael
M. Sc. U. de Montréal MAURICE, Mathieu
M. Sc. U. de Montréal SÉNÉCAL, Charles
Ph. D. HEC BOUVRETTE, Jean-Charles
Ph. D. HEC CHAKROUN, Oussama
Ph. D. HEC DAHEN, Hela
Ph. D. HEC HAMMAMI, Khemais
Ph. D. HEC LAAJIMI, Sadok
Ph. D. HEC MAALAOUI, Olfa
Ph. D. HEC MALEKAN, Sara
Ph. D. HEC NOUIRA, Abdelhakim
Ph. D. HEC OUERTANI, Nadia
Ph. D. HEC PACURAR, Maria (prix de la meilleure thèse de doctorat 2006 HEC Montréal)
Ph. D. HEC SAISSI HASSANI, Samir
Ph. D. HEC SAVOR, Marko
Ph. D. HEC STEFANOVA, Denitsa
Ph. D. HEC TAHANI, Nabil
Ph. D. HEC TRIKI, Thouraya
Ph. D. HEC YERGEAU, Gabriel
Ph. D. HEC ZHOU, Xiao-Zhou
Ph. D. U. de Montréal ALARIE, Yves
Ph. D. U. de Montréal DACHRAOUI, Kaïs
Ph. D. U. de Montréal INGABIRE, Marie-Gloriose
Ph. D. U. Paris X Nanterre DAHCHOUR, Maki
Ph. D. U. Paris X Nanterre FOMBARON, Nathalie
Ph. D. U. Paris X Nanterre GHALI, Olfa
Ph. D. U. Paris X Nanterre GIULIANO, Florence
Ph. D. UQAM MNASRI, Mohamed

Postdoctoral students since 1996

ALARIE, Yves, Université de Montréal
COESTIER, Bénédicte, Université Paris X Nanterre
DACHRAOUI, Kaïs, Université de Montréal
GODFROID, Philippe, Université Catholique de Mons
KAMBIA-CHOPIN, Bidénam, Université Paris X Nanterre
LIU, Ying, Shandong University
MNASRI, Mohamed, Université du Québec à Montréal
SPAETER, Sandrine, Université de Strasbourg

Articles coauthored with students since 1996

Dionne, G., Gueyie, J.P., Mnasri, M., Dynamic Corporate Risk Management: Motivations and Real Implications, forthcoming in Journal of Banking and Finance.

Dionne, G., Malekan, S., Optimal Form of Retention for Securitized Loans under Moral Hazard, Risks 5, 4, 55-67, October 2017.

Mnasri, M., Dionne, G., Gueyie, J.P., The use of Nonlinear Hedging Strategies by US oil Producers: Motivations and Implications, Energy Economics 63, 348-364, March 2017.

Dionne, G., Saissi Hassani, S., Hidden Markov Regimes in Operational Loss Data: Application to the Recent Financial Crisis, Journal of Operational Risk 12, 1, 23-51, March 2017.

Bergerès, A.S., d’Astous, P., Dionne, G., Is There Any Dependence between Consumer Credit Line Utilization and Default Probability on a Term Loan? Evidence from Bank-customer Data, Journal of Empirical Finance 33, 276-286, September 2015.

Dionne, G., La Haye, M., Bergerès, A.S., Does Asymmetric Information Affect the Premium in Mergers and Acquisitions? Canadian Journal of Economics 48, 3, 819-852, August 2015.

Dionne, G., Pacurar, M., Zhou, X., Liquidity-Adjusted Intraday Value at Risk Modeling and Risk Management: An Application to Data from Deutsche Börse, Journal of Banking and Finance, 59, 202-219, June 2015.

Maalaoui Chun, O., Dionne, G., François, P., Detecting Regime Shifts in Credit Spreads, Journal of Financial and Quantitative Analysis, 49, 5/6, 1339-1364, October/December 2014.

Malekan, S., Dionne, G., Securitization and Optimal Retention under Moral Hazard, Journal of Mathematical Economics, 55, 74-85, December 2014.

Maalaoui Chun, O., Dionne, G., François, P., Credit Spread Changes within Switching Regimes, Journal of Banking and Finance, 49, 41-55, December 2014.

Dionne, G., Fombaron, N., Doherty, N., Adverse Selection in Insurance Contracting, in Handbook of Insurance, 2nd Edition, G. Dionne (Ed.), Springer, New York, 231-280, 2013.

Dionne, G., Maalaoui Chun, O., Default and Liquidity Regimes in the Bond Market during the 2002-2012 Period, Canadian Journal of Economics, 46, 4, 1160-1195, November 2013.

Dionne, G., Michaud, P.C., Dahchour, M., Separating Moral Hazard from Adverse Selection and Learning in Automobile Insurance: Longitudinal Evidence from France, Journal of the European Economic Association 11, 4, 897-917, August 2013.

Aboul-Enein, S., Dionne, G., Papageorgiou, N., Performance Analysis of a Collateralized Fund Obligation (CFO) Equity Tranche, The European Journal of Finance 19, 6, 518-553, July 2013.

Dionne, G., Gauthier, G., Ouertani, N., Risk Management of Nonstandard Basket Options with Different Underlying Assets, Journal of Futures Markets 33, 4, 299-326, April 2013.

Dionne, G., Triki, T., On Risk Management Determinants: What Really Matters?, European Journal of Finance 19, 2, 145-164, January 2013.

Dionne, G., Laajimi, S., On the Determinants of the Implied Default Barrier, Journal of Empirical Finance 19, 395-408, June 2012.

Dionne, G., Ouederni, K., Corporate Risk Management and Dividend Signaling Theory, Finance Research Letters 8, 188-195, December 2011.

Dionne, G., Gauthier, G., Hammami, K., Maurice, M., Simonato, J.G., A Reduced Form Model of Default Spreads with Markov-Switching Macroeconomic Factors, Journal of Banking and Finance 35, 8, 1984-2000, August 2011.

Dionne, G., Gauthier, G., Ouertani, N., Tahani, N., Heterogeneous Basket Options Pricing Using Analytical Approximations, Multinational Finance Journal 15, no. 1/2, 47-85, March/June 2011.

Dionne, G., Lebeau, M., Le calcul de la valeur statistique d’une vie humaine, L’Actualité économique 86, 4, 487-530, December 2010.

Dahen, H., Dionne, G., Zajdenweber, D., A Practical Application of Extreme Value Theory to Operational Risk in Banks, Journal of Operational Risk 5, 2, 63-78, Summer 2010.

Dahen, H., Dionne, G., Scaling Models for the Severity and Frequency of External Operational Loss Data, Journal of Banking and Finance 34, 1484-1496, July 2010.

Dionne, G., Hammami, K., Gauthier, G., Maurice, M., Simonato, J.G., Default Risk in Corporate Yield Spreads, Financial Management 39, 2, 707-731, June 2010.

Dionne, G., Duchesne, P., Pacurar, M., Intraday Value at Risk (IVaR) Using Tick-by-Tick Data with Application to the Toronto Stock Exchange, Journal of Empirical Finance 16, 5, 777-792, December 2009.

Cummins, D., Dionne, G., Gagné, R., Nouira, A., Efficiency of Insurance Firms with Endogenous Risk Management and Financial Intermediation Activities, Journal of Productivity Analysis 32, 2, 145-159, October 2009.

Bellavance, F., Dionne, G., Lebeau, M., The Value of a Statistical Life: A Meta-Analysis with a Mixed Effects Regression Model, Journal of Health Economics 28, 2, 444-464, March 2009.

Dionne, G., Giuliano, F., Picard, P., Optimal Auditing with Scoring: Theory and Application to Insurance Fraud, Management Science 55, 58-70, January 2009.

Chakroun, O., Dionne, G., Dugas-Sampara, A., Empirical Evaluation of the Asset Allocation Puzzle, Economics Letters 100, 304-307, August 2008.

Dionne, G., Laajimi, S., Mejri, S., Petrescu, M., Estimation of the Default Risk of Publicly Traded Companies: Evidence from Canadian Data, Canadian Journal of Administrative Sciences 25, 2, 134-152, June 2008.

Boubakri, N., Dionne, G., Triki, T., Consolidation and Value Creation in the Insurance Industry: The Role of Governance, Journal of Banking and Finance 32, 56-68, January 2008.

Dachraoui, K., Dionne, G., Conditions Ensuring the Separability of Asset Demand for All Risk-Averse Investors, European Journal of Finance 13, 397-404, July 2007.

Alarie, Y., Dionne, G., Lottery Qualities, Journal of Risk and Uncertainty 32, 195-216, May 2006.

Dionne, G., Ghali, O. The (1992) Bonus-Malus System in Tunisia: An Empirical Evaluation, Journal of Risk and Insurance 72, 4, 609-633, 2005.

Dachraoui, K., Dionne, G., Eeckhoudt, L., Godfroid, P. Comparative Mixed Risk Aversion : Definition and Application to Self-Protection and Willingness to Pay, Journal of Risk and Uncertainty 29, 3, 261-276, 2004.

Dionne, G., Spaeter, S., Environmental Risk and Extended Liability: The Case of Green Technologies, Journal of Public Economics 87, 5-6, 1025-1060, 2003.

Dionne, G., Garand, M., Risk Management Determinants Affecting Firms’ Values in the Gold Mining Industry: New Empirical Results, Economics Letters 79, 1, 43-52, 2003.

Aqdim, R., Dionne, G., Harchaoui, T.M., Les déterminants du comportement des banques canadiennes en matière de capitalisation : la pratique de titrisation, Assurances 70, 4, 649-676, 2003.

Dionne, G., Ingabire, M.-G., Diffidence Theorem, State-Dependent Preferences, and DARA, Geneva Papers on Risk and Insurance Theory 26, 2, 139-154, 2001.

Dachraoui, K., Dionne, G., Stochastic Dominance and Optimal Portfolio, Economics Letters 71, 347-354, June 2001.

Alarie, Y., Dionne, G., Lottery Decisions and Probability Weighting Function, Journal of Risk and Uncertainty 22, 1, 21-33, 2001.

Dionne, G., Desjardins, D., Ingabire, M.G., Aqdim, R., La perception du risque d’être arrêté chez les camionneurs et transporteurs routiers, Assurances 69, 1, 61-104, April 2001.

Dionne, G., Garand, M., Une mesure empirique des déterminants qui affectent la gestion des risques des entreprises non financières, Assurances 68, 4, 475-492, January 2001.

Belhadji, E.B., Dionne, G., Tarkhani, F., A Model for the Detection of Insurance Fraud, Geneva Papers on Risk and Insurance Issues and Practice 25, 4, 517-538, 2000.

Caron, L., Dionne, G., Insurance Fraud Estimation: More Evidence from the Quebec Automobile Insurance Industry, dans Automobile Insurance: Road Safety, New Drivers, Risks, Insurance Fraud and Regulation, G. Dionne et C. Laberge-Nadeau (Eds.), 175-182, 1999.

Dionne, G., Gagné, R., Gagnon, F., Vanasse, C., Debt, Moral Hazard and Airline Safety: An Empirical Evidence, Journal of Econometrics 79, 379-402, 1997.

Bujold, L., Dionne, G., Gagné, R., Assurance valeur à neuf et vols d’automobiles : une étude statistique, Assurances 65, 1, 49-62, 1997.

Caron, L., Dionne, G., Insurance Fraud Estimation: More Evidence from Quebec Automobile Insurance Industry, Assurances 64, 4, 567-578, 1997.

Dionne, G., Mouncif, T., Investment under Uncertainty: the Newsboy Problem Revisited, Geneva Papers on Risk and Insurance Theory 21, 179-189, 1996.

Dionne, G., Belhadji, E.B., Évaluation de la fraude à l’assurance automobile au Québec, Assurances 64, 3, 365-394, 1996.

Dionne, G., Fombaron, N., Non-convexities and Efficiency of Equilibria in Insurance Markets with Asymmetric Information, Economics Letters 52, 31-40, 1996.

Students financed since 1996

Master’s students

ABDULNOUR GRONDIN, Antoine : Canada Research Chair in Risk Management and MESRST
ABOUL-ENEIN, Shady : Canada Research Chair in Risk Management
AQDIM, Rachid : Risk Management Chair
ALINASAB, Soodeh : Canada Research Chair in Risk Management
AMAR, Johathan : Canada Research Chair in Risk Management
ANTENOR-HABAZAC, Cassandre : Canada Research Chair in Risk Management
BASTIEN, Laurence : Risk Management Chair
BEAUDOIN, Julie : Canada Research Chair in Risk Management
BELEM, Frédéric : Canada Research Chair in Risk Management
BENGA, Patrick : Canada Research Chair in Risk Management
BERGÈRES, Anne-Sophie : Canada Research Chair in Risk Management
BERGEVIN, Philippe : Canada Research Chair in Risk Management and CREF
CARBONI, Alexandre : Canada Research Chair in Risk Management
CHAMPAGNE, Claudia : Risk Management Chair and IFM2
CLARISSE, Anne-Sophie: Canada Research Chair in Risk Management
DAHEN, Héla : Risk Management Chair
DAMIAN, Oana-Alexandra : Canada Research Chair in Risk Management
D’ASTOUS, Philippe : Canada Research Chair in Risk Management
DIARRA, Aliou : Risk Management Chair
DIBOUNE, Hind : Canada Research Chair in Risk Management
DROLET-MAILHOT, Marie-Ève : Canada Research Chair in Risk Management
DUDLEY, Evan : Risk Management Chair
DUGAS-SAMPARA, Amélie : Risk Management Chair
DUSSAULT, Geneviève : MITACS
FORTIN, Alain-Philippe : Canada Research Chair in Risk Management
FOURNIER, Jean-David : Canada Research Chair in Risk Management
GAGNÉ, Claudia : Canada Research Chair in Risk Management
GARAND, Martin : Risk Management Chair
GENDRON, Martin : Canada Research Chair in Risk Management
GONZALEZ, Caroline : Canada Research Chair in Risk Management
GUTKOVSKY, David : Canada Research Chair in Risk Management
JALBERT, Marie-Claude : Canada Research Chair in Risk Management
KHALIL, Anis : Canada Research Chair in Risk Management
LAHAYE, Mélissa : Canada Research Chair in Risk Management
LAPORTE, Nathalie : Risk Management Chair
LASALLE, Geneviève : Risk Management Chair
LAURIN, Frédéric : Risk Management Chair
LEBEAU, Martin : Canada Research Chair in Risk Management and CREF
LEHLOU, Samira : Canada Research Chair in Risk Management
MAROUK, Nissrine : CREF
MASSON-ROY, Jérôme : Canada Research Chair in Risk Management
MIMOUNI, Karim : Risk Management Chair
MOUNJIB, Hanaa : Canada Research Chair in Risk Management
NGUYEN, Nga : Canada Research Chair in Risk Management and MESRST
PETRESCU, Madalina : Canada Research Chair in Risk Management
PROVOST, Éric : Risk Management Chair
RAKOTONIRINA, Tania : Canada Research Chair in Risk Management
RATSIMBAZAFY, Mamy : Canada Research Chair in Risk Management
SADDIKI, Hassane : Canada Research Chair in Risk Management
SAISSI HASSANI, Samir : Canada Research Chair in Risk Management
SAVOR, Marko : Risk Management Chair
SAWADOGO, Delphine : Canada Research Chair in Risk Management
SIMITZIS, John Ioannis : Canada Research Chair in Risk Management
SPRINGUEL, Éric : Risk Management Chair
ST-CYR, François : Canada Research Chair in Risk Management
ST-JEAN, Steven : Canada Research Chair in Risk Management
TARKHANI, Faouzi : Risk Management Chair
TREMBLAY, Stéphanie : Canada Research Chair in Risk Management
VIAU, Sébastien : Canada Research Chair in Risk Management
YAGHI, Maher : Risk Management Chair
ZAANOUN, Sophia : Risk Management Chair
ZERBATO, Raphael : MITACS

 PhD students

AKARI, Mohamed-Ali : Institut de finance structurée et des instruments dérivés de Montréal (IFSID)
BILODEAU, Yann : Canada Research Chair in Risk Management and FRQSC
BOUVRETTE, Jean-Charles : Canada Research Chair in Risk Management and CIRPÉE
CHAKROUN, Oussama : Canada Research Chair in Risk Management and IFM2
DACHRAOUI, Kaïs : Risk Management Chair and CREF
DAHEN, Hela : Canada Research Chair in Risk Management and IFM2
DRIRA, Karim : Risk Management Chair and CREF
GHALLEB, Nabil : Canada Research Chair in Risk Management and CREF
GUESMI, Sahar : Institut de finance structurée et des instruments dérivés de Montréal (IFSID)
HAMMAMI, Khemais : Canada Research Chair in Risk Management and CREF
INGABIRE, Marie-Gloriose : Risk Management Chair
JEDIDI, Helmi : Canada Research Chair in Risk Management, IFM2 and Institut Louis-Bachelier
LAAJIMI, Sadok : Canada Research Chair in Risk Management, CREF et IFM2
LI, Manping : Canada Research Chair in Risk Management
LOUKIL, Nizar : Risk Management Chair
MAALAOUI, Olfa : Canada Research Chair in Risk Management and CREF
MALEKAN, Sara : Canada Research Chair in Risk Management, CIRRELT, CIRPÉE, and IFM2
NOUIRA, Abdelhakim : Canada Research Chair in Risk Management and CREF
OKOU, Cédric : Canada Research Chair in Risk Management
OUEDERNI, Karima : Canada Research Chair in Risk Management and IFM2
OUERTANI, Nadia : Canada Research Chair in Risk Management, CREF, IFM2 and FQRNT
PACURAR, Maria : Canada Research Chair in Risk Management and CREF
SAISSI HASSANI, Samir : Canada Research Chair in Risk Management and CIRPÉE
SAVY, Bernice Elvire Vanessa : IFM2
SAVOR, Marko : Risk Management Chair
SBAI CHKIRID, Sidi :Risk Management Chair
SLIM, Nahla : Canada Research Chair in Risk Management
STEFANOVA, Denitsa : Canada Research Chair in Risk Management and IFM2
TAHANI, Nabil : Canada Research Chair in Risk Management, CREF, and SSHRC
TRIKI, Thouraya : Canada Research Chair in Risk Management, CREF, IFM2, and FQRNT
YERGEAU, Gabriel : Canada Research Chair in Risk Management
ZHOU, Xiao-Zhou : Canada Research Chair in Risk Management and FRQSC

Postdoctoral students

ALARIE, Yves : Risk Management Chair
DACHRAOUI, Kaïs : Risk Management Chair
GODFROID, Philippe : FQRNT
KAMBIA-CHOPIN, Bidénam : CREF
MNASRI, Mohamed : Canada Research Chair in Risk Management
SPAETER, Sandrine, Risk Management Chair

Jean-François Angers, Université de Montréal

Tolga Cenesizoglu, HEC Montréal

Philippe D’Astous, HEC Montréal

Denise Desjardins, HEC Montréal

Jingyuan Li, Lingnan University

Olfa Maalaoui-Chun, Bloomberg

Manuel Morales, Université de Montréal

Cédric Okou, Université du Québec à Montréal

Maria Pacurar, Dalhousie University

Xiaozhou Zhou, Université du Québec à Montréal