EDUCATION
PhD, Finance, University of Washington, Seattle
(2003)
BS, Finance and Business Administration, California State University (1997)
Mathématiques Supérieures & Mathématiques Spéciales, ECAM, France
(1991 - 1993)
AREAS OF EXPERTISE
- options and futures
- portfolio analysis
- asset pricing
PROFESSIONAL ACTIVITIES
Dr. Dupoyet has published in the Journal of Futures Markets in the area of currency options as well as in the Journal of Economic Dynamics and Control, Macroeconomic Dynamics, Frontiers in Finance and Economics, Applied Financial Economics, and in the Journal of Banking and Finance. His main research areas are in derivatives, portfolio allocation, and asset pricing.
His teaching experience includes such courses as Portfolio Management, Options and Futures Markets, Corporate Finance, Financial Theory, Capital Budgeting, Business Economics, PhD Seminar in derivative securities, and Advanced Financial Risk Management. In 2002, he was the recipient of the CIBER fellowship for best work on an international topic and in 2004 received the Financial Management Association (FMA) teaching award. In 2005, he was awarded the Master of Science in Finance Best Professor award, as well as the Master of Science in Finance Best Course award for his teaching in Portfolio Management. In 2006 he received the “Best all around Professor” award from the local FMA Chapter as well as the Master of Science in Finance Best Professor Award. In 2007, he received the Master of Science in Finance Best Course Award both in the Fall and the Spring.
Dr. Dupoyet also presented research papers at the 2003 Western Finance Association Meetings, the 2003 Financial Management Association Meetings in Denver, the 2004 Society for Computational Economics in Amsterdam, the 2004 Financial Management Association Meetings in New Orleans, and also had papers on the program at the 2005 Eastern Finance Association meetings in Norfolk, the 2005 ISINI Conference in Wageningen (Netherlands) and the 2005 Financial Management Association Meetings in Chicago.
He has also been an article reviewer for the Journal of Financial and Quantitative Analysis, the Journal of Futures Markets, the Journal of Economic Dynamics and Control, Quantitative Finance, and the NBER National Science Foundation grant program.
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RECENT PUBLICATIONS
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Dupoyet, Brice V., P. V. Bidarkota, "Asset Pricing with Incomplete Information and Fat Tails," Journal of Economic Dynamics and Control, 33.6 (June 2009): 1314-1331.
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Dupoyet, Brice V., A. J. Prakash, "Optimum allocation of weights to assets in a portfolio: the case of nominal annualization versus effective annualization of returns," Applied Financial Economics, 18.20 (November 2008): 1635-1646.
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Dupoyet, Brice V., R. T. Daigler, A. Hibbert, "A Behavioral Explanation for the Negative Asymmetric Return-Volatility Relation," Journal of Banking and Finance, 32.10 (October 2008): 2254-2266.
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Dupoyet, Brice V., P. V. Bidarkota, "Intrinsic Bubbles and Fat Tails in Stock Prices: A Note," Macroeconomic Dynamics, 11.3 (June 2007): 405-422.
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Dupoyet, Brice V., P. V. Bidarkota, "The Impact of Fat Tails on Equilibrium Rates of Return and Term Premia," Journal of Economic Dynamics and Control, 31.3 (March 2007): 887-905.
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Dupoyet, Brice V., "Information Content of Cross-Sectional Option Prices: a Comparison of Alternative Currency Option Pricing Models on the Japanese Yen," Journal of Futures Markets, 26.1 (January 2006): 33-59.
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