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Dupoyet, Brice
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1

A new take on the relationship between interest rates and c..:

Dupoyet, Brice ; Jiang, Xiaoquan ; Zhang, Qianying
Applied Economics.  56 (2023)  5 - p. 520-536 , 2023
Link: https://doi.org/10.1080/..
 
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2

The information content of currency option-implied volatili..:

Figueiredo, Antonio ; Parhizgari, Ali M. ; Dupoyet, Brice
The European Journal of Finance.  29 (2023)  18 - p. 2128-2153 , 2023
Link: https://doi.org/10.1080/..
 
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3

Tax policies and agency costs:

Duarte, Diogo ; Dupoyet, Brice ; Docgne, Sandrine.
Journal of Financial Research.  46 (2023)  2 - p. 383-409 , 2023
Link: https://doi.org/10.1111/..
 
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4

The relationship between psychopathy and financial risk and..:

Shank, Corey A. ; Dupoyet, Brice ; Durand, Robert.
Studies in Economics and Finance.  38 (2020)  1 - p. 32-49 , 2020
Link: https://doi.org/10.1108/..
 
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5

A dimension‐invariant cascade model for VIX futures:

Wang, Zhiguang ; Dupoyet, Brice
Journal of Futures Markets.  39 (2019)  10 - p. 1214-1227 , 2019
Link: https://doi.org/10.1002/..
 
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6

A simplified pricing model for volatility futures:

Dupoyet, Brice ; Daigler, Robert T. ; Chen, Zhiyao
Journal of Futures Markets.  31 (2011)  4 - p. 307-339 , 2011
Link: https://doi.org/10.1002/..
 
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7

Effect of intervalling and skewness on portfolio selection ..:

Chang, Chun-Hao ; Dupoyet, Brice ; Prakash, Arun J.
Applied Financial Economics.  18 (2008)  21 - p. 1697-1707 , 2008
Link: https://doi.org/10.1080/..
 
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8

Optimum allocation of weights to assets in a portfolio: the..:

Chang, Chun-Hao ; DuPoyet, Brice ; Prakash, Arun
Applied Financial Economics.  18 (2008)  20 - p. 1635-1646 , 2008
Link: https://doi.org/10.1080/..
 
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9

A behavioral explanation for the negative asymmetric return..:

Hibbert, Ann Marie ; Daigler, Robert T. ; Dupoyet, Brice
Journal of Banking & Finance.  32 (2008)  10 - p. 2254-2266 , 2008
Link: https://doi.org/10.1016/..
 
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10

Information content of cross‐sectional option prices: A com..:

Dupoyet, Brice
Journal of Futures Markets.  26 (2005)  1 - p. 33-59 , 2005
Link: https://doi.org/10.1002/..
 
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11

Oil prices implied volatility or direction: Which matters m..:

Dupoyet, Brice V. ; Shank, Corey A.
Financial Markets and Portfolio Management.  32 (2018)  3 - p. 275-295 , 2018
Link: https://doi.org/10.1007/..
 
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12

Oil Prices Implied Volatility or Direction: Which Matters M..:

Dupoyet, Brice V. ; Shank, Corey A. , 2018
Link: https://ssrn.com/abstrac..
 
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13

Asset pricing with incomplete information and fat tails:

Bidarkota, Prasad V. ; Dupoyet, Brice V. ; McCulloch, J. Huston
Journal of Economic Dynamics and Control.  33 (2009)  6 - p. 1314-1331 , 2009
Link: https://doi.org/10.1016/..
 
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14

The impact of fat tails on equilibrium rates of return and ..:

Bidarkota, Prasad V. ; Dupoyet, Brice V.
Journal of Economic Dynamics and Control.  31 (2007)  3 - p. 887-905 , 2007
Link: https://doi.org/10.1016/..
 
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