Pascal Letourneau
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FMA Annual Meeting in Chicago

4/25/2013

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A paper of mine was accepted for the FMA Annual Meeting in Chicago in October 2013. I will present a new and improved version of "The Cap Market, the Term Structure and the Unspanned Factors: Taking care of non linearity". The paper will have new results, but also a new title. The contributions to the research are on two fronts: the methodology and the findings.  The techniques used in this paper can be reused in many other fields of finance.
I will present the paper in the same session as Olfa Maalaoui Chun, who also graduated from HEC Montréal in 2009.


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    Pascal Letourneau
    Ph.D. in Finance

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