hec.ca > Faculty

Michèle Breton

Professor,  Department of Decision Sciences

Michèle Breton

Contact information

HEC Montréal
3000, chemin de la Côte-Sainte-Catherine
Montréal (Québec)
Canada H3T 2A7

Email : michele.breton@hec.ca
Phone : 514 340-6490
Secretary: 514 340-6472
Fax : 514 340-6915
Office : 4.628

Personal page

Other title(s)

Education

  • M. Ing. (recherche opérationnelle), Polytechnique
  • Ph. D. (informatique), Université de Montréal

Expertise

  • Game theory
  • Operations research
  • Decision analysis
  • Mathematical models in finance and in energy

This publication selection covers the last five years.


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Journal articles (11)

PETROPOULOS, Fotios, ...,, LAPORTE, Gilbert, BRETON, Michèle, CHARLIN, Laurent, ZACCOUR, Georges, ET AL.,; « Operational Research: methods and applications », Journal of the Operational Research Society, vol. 75, no 3, 2024, p. 423-617.

BRETON, Michèle, SBRAGIA, Lucia; « Self-image and the stability of international environmental agreements », Ecological Economics, vol. 211, 2023, p. 1-13.

BRETON, Michèle, SBRAGIA, Lucia; « Intra-brand competition in a differentiated oligopoly », Journal of Economics, vol. 132, no 1, 2021, p. 1-40.

BRETON, Michèle, NDOYE, Mbaye; « Analytical Valuation of Compound Options Under Regime-Switching Dynamics », Journal of Derivatives, vol. 29, no 2, 2021, p. 120-148.

ANNABI, Amira, BRETON, Michèle, FRANÇOIS, Pascal; « Could Chapter 11 redeem itself? Wealth and welfare effects of the redemption option », International Review of Law and Economics, vol. 67, 2021, p. 1-15.

AKARI, Mohamed Ali, BEN ABDALLAH, Ramzi, BRETON, Michèle, DIONNE, Georges; « The impact of central clearing on the market for single-name credit default swaps », The North American Journal of Economics and Finance, vol. 56, 2021, p. 1-21.

BRETON, Michèle, CRETTEZ, Bertrand, HAYEK, Naïla; « Corporate social responsibility, profits, and welfare in a duopolistic market », Applied Economics, vol. 53, no 59, 2021, p. 6897-6909.

ZACCOUR, Suzanne, BRETON, Michèle; « Coopérer avec la nature: Que nous apprend la théorie des jeux sur la personnalité juridique de l’environnement? », Revue de droit et de développement durable de McGill/McGill Journal of Sustainable Development Law, vol. 17, no 1, 2020, p. 125-147.

BRETON, Michèle, MARZOUK, Oussama; « Counterparty risk: credit valuation adjustment variability and value-at-risk », Journal of Risk, vol. 21, no 5, 2019, p. 1-28.

BRETON, Michèle, SBRAGIA, Lucia; « The Impact of Adaptation on the Stability of International Environmental Agreements », Environmental & Resource Economics, vol. 74, no 2, 2019, p. 697-725.

BEN ABDALLAH, Ramzi, BRETON, Michèle, MARZOUK, Oussama; « Wrong-way risk of interest rate instruments », Journal of Credit Risk, vol. 15, no 2, 2019, p. 21-44.

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Book chapters (3)

BRETON, Michèle, ZACCOUR, Suzanne; « Human vs River: Cooperation in Environmental Games Through Environmental Personhood », Games in Management Science: Essays in Honor of Georges Zaccour, Springer, 2020, p. 231-247.

BOYER, Martin, BRETON, Michèle, FRANÇOIS, Pascal; « Designing Insurance Against Extreme Weather Risk: The Case of HuRLOs », Ecological, Societal, and Technological Risks and the Financial Sector, Palgrave Macmillan, 2020, p. 91-122.

BRETON, Michèle; « Dynamic Games in Finance », Handbook of Dynamic Game Theory, Springer, 2018, p. 827-863.