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Dr Mathieu Fournier

Dr Mathieu Fournier

Senior Lecturer
Business School
School of Banking and Finance

Mathieu Fournier is a Senior Lecturer in Finance and is the recipient of a Research Fellow from the Canadian Derivative Institute. His research interests include cross-sectional asset pricing and financial econometrics, with a particular focus on the modelling of risks and risk premia. Mathieu’s research covers a broad range of markets and instruments including stocks and corporate debts as well as equity and credit derivatives. His research has been presented at the most prestigious conferences and published in leading academic journals including the Journal of Finance, the Review of Financial Studies, and the Journal of Financial and Quantitative Analysis. Prior to joining ÁñÁ«¹ÙÍø, Mathieu held an academic position at HEC Montréal and was a Director at KPMG Canada. You can find him on the web at .

Location
ÁñÁ«¹ÙÍø Business School - Ref E12 Level 3, Room 333A
  • Journal articles | 2021
    Christoffersen P; Fournier M; Jacobs K; Karoui M, 2021, 'Option-Based Estimation of the Price of Coskewness and Cokurtosis Risk', Journal of Financial and Quantitative Analysis, 56, pp. 65 - 91,
    Journal articles | 2020
    Boloorforoosh A; Christoffersen P; Fournier M; Gouriéroux C, 2020, 'Beta Risk in the Cross-Section of Equities', The Review of Financial Studies, 33, pp. 4318 - 4366,
    Journal articles | 2020
    Fournier M; Jacobs K, 2020, 'A Tractable Framework for Option Pricing with Dynamic Market Maker Inventory and Wealth', Journal of Financial and Quantitative Analysis, 55, pp. 1117 - 1162,
    Journal articles | 2018
    Christoffersen P; Fournier M; Jacobs K, 2018, 'The Factor Structure in Equity Options', The Review of Financial Studies, 31, pp. 595 - 637,