MS1 en-us
MS2 Professor
MS3 Professor (f)
MS4 Professor
MS2 Professor
MS3 Professor (f)
MS4 Professor
Michèle Breton
Professor, Department of Decision Sciences
Contact information
HEC Montréal3000, 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)
- Director of the Department of Decision Sciences
- Holder, Research Professorship in Dynamic Optimization
- Fellow of the Royal Society of Canada
- Member, Group for Research on Decision Analysis (GERAD)
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 (13)
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.
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.
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.
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.
BRETON, Michèle, NDOYE, Mbaye;
« Analytical Valuation of Compound Options Under Regime-Switching Dynamics »,
Journal of Derivatives, vol. 29, no 2, 2021, p. 120-148.
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.
BENCHEKROUN, Hassan, BRETON, Michèle, RAY CHAUDHURI, Amrita;
« Mergers in nonrenewable resource oligopolies and environmental policies »,
European Economic Review, vol. 111, 2019, p. 35-52.
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.
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.
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, DAHMOUNI, Ilyass, ZACCOUR, Georges;
« Equilibria in a two-species fishery »,
Mathematical Biosciences, vol. 309, 2019, p. 78-91.
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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.
This award and honor selection covers the last five years.
BRETON, Michèle
Prix Jean-Guertin, Grand Prix de pédagogie, HEC Montréal, 2018
Prix Jean-Guertin, Grand Prix de pédagogie, HEC Montréal, 2018
This selection of supervision activities covers the last five years.
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Dissertation direction – PhD in Administration (5)
Essays on the valuation of syndicated loans in the presence of covenants : Term loans, loans with performance pricing, and revolving credit lines, by Tiguene Nabassaga
May 2024
May 2024
Evaluation of Counterparty Credit Risk under Netting Agreements, by Ahmadreza Tavasoli
May 2024
May 2024
Essays on interest-rate derivatives: model risk, exercise strategies and credit-risk, by Mohamed Ali Akari
September 2020
September 2020
Information structures and International Environmental Agreements, by Samar Garrab
March 2020
March 2020
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Master's thesis direction – MSc in Management (4)
Greenium Estimation using Machine Learning Algorithms, by Nihel Seghaier
August 2022
August 2022
The impact of order book and market information on Bitcoin price movements, by Amin Nejat
March 2022
March 2022
Model Risk in Stock Liquidation Strategies, by Ali Roshani Moghaddam
November 2021
November 2021
In codirection with : BEN AMEUR, Hatem
Évaluation d'options bi-dimensionnelles par programmation dynamique et analyse en composantes principales, by Martin Blanchard
November 2019
Évaluation d'options bi-dimensionnelles par programmation dynamique et analyse en composantes principales, by Martin Blanchard
November 2019
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Supervised project supervision – MSc in Management (1)
Évaluation de billets à capital non garanti , by Simon Lacasse-Labelle
August 2022
August 2022
Fall 2024
MATH 80680A
Fall 2023
MATH 60615
MATH 80680A
Fall 2022
MATH 20610
MATH 80680A