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Associate Professor Mathieu Fournier

Associate Professor Mathieu Fournier

Associate Professor
Business School
School of Banking and Finance

Mathieu Fournier is an Associate Professor of Finance at 国民彩票. His research focuses on modelling risks and risk premia across markets and instruments. His work has been published in leading journals such as the Journal of Finance, Review of Financial Studies, and Journal of Financial Economics. In addition to his academic career, he was a Director at KPMG Canada. More at .

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E-mail
m.fournier@unsw.edu.au
Location
国民彩票 Business School - Ref E12 Level 3, Room 333A
  • Journal articles | 2024
    Doshi H; Ericsson J; Fournier M; Seo SB, 2024, 'The risk and return of equity and credit index options', Journal of Financial Economics, 161,
    Journal articles | 2024
    FOURNIER M; JACOBS K; OR艁OWSKI P; Fournier M, 2024, 'Modeling Conditional Factor Risk Premia Implied by Index Option Returns', The Journal of Finance, 79, pp. 2289 - 2338,
    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; Gouri茅roux 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,