Geneviève Gauthier Member, GERAD share Professor, Department of Decision Sciences, HEC Montréal genevieve.gauthier@hec.ca Phone: 514 340-5627 Research Axes Axis 1: Data valuation for decision making Axis 3: Decision support made under uncertainty Research Applications Economy and finance Publications Mar 2022 The informational content of high-frequency option prices Diego Amaya, Jean-François Bégin, and Geneviève Gauthier Management Science, 68(3), 2166–2201, 2022 BibTeX reference Dec 2020 On the estimation of jump-diffusion models using high-frequency data: A filtering-based approach Diego Amaya, Jean-François Bégin, Marie-Ève Malette Campeau, and Geneviève Gauthier SIAM Journal on Financial Mathematics, 11(4), 1168–1208, 2020 BibTeX reference Sep 2020 G-2020-48 A model of early-stage finance Geneviève Gauthier and Nir Vulkan In recent years, we have witnessed a mini-revolution around early-stage financing. In some places, like the UK, more money is raised on Equity Crowdfunding... BibTeX reference 57 publications Prizes and awards 2019 – 2022 Research Professorship in Financial Engineering HEC Montréal 2018 SSC Award for Impact of Applied and Collaborative Work Statistical Society of Canada (SSC) 2017 Best Paper Award on Derivatives "Extracting Latent States from High Frequency Option Prices" (D. Amaya, J.-F. Bégin, G. Gauthier) Northern Finance Association (NFA) 2012 Best paper award in the Accounting and Finance section "Credit spreads, recovery rates and bond portfolio risk measures in a hybrid credit risk model" (M. Boudreault, G. Gauthier, T. Thomassin) World Business and Economics Research Conference Supervision Antoine Carufel Master's degree Étienne Bacon Ph.D. Henrique Costa Ph.D. Nannan Du Master's degree Youness Chahdi Master's degree Mohamed Tao Master's degree Éric Rahal Master's degree Samuel Léveillé Master's degree Jingjing Zhang Master's degree All supervisions (58)
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