معرفی
Christian Dorion is an Associate Professor in the Department of Finance at HEC Montréal. He holds a Ph.D. in Finance from McGill University, an M.Sc. in Computer Science from Université de Montréal, and a B.Sc. in Mathematics and Computer Science from Université de Montréal. His expertise spans derivatives pricing, volatility modeling, credit risk analysis, and financial econometrics. He is actively involved in academic research and has published in top-tier journals such as The Review of Financial Studies.
Education:
- Ph.D. (Finance), McGill University
- M.Sc. (Computer Science), Université de Montréal
- B.Sc. (Mathematics and Computer Science), Université de Montréal
Research Interests:
Dorion focuses on financial risk management, volatility dynamics, and the application of econometric methods to financial markets. His work bridges theory and practice, addressing issues like inflation’s impact on equity valuations, jump risk in equity returns, and systematic risk in credit derivatives.
Advising:
He has advised 24 students across doctoral and master’s programs, including topics like multivariate stochastic volatility models, real estate diversification benefits, and machine learning in finance. Recent student projects include volatility forecasting with GARCH-enhanced models and crisis simulation in mortgage portfolios.
Labs/Teams:
While no specific lab is mentioned, his research aligns with HEC Montréal’s finance and risk management initiatives.
