Research - Prof. Sylvie Béquet
Prof. Sylvie A.F.A. Béquet
Williams School of Business
Her research interests include chaos theory, mathematical modeling, as well as the study of non-linear dynamic systems applied to finance. She has deep interest in the history of the capital markets. Also she is a critical assessor of misuse and abuses of classical econometrics to applied finance. She is the current faculty advisor on the SEED Portfolio - a real-life portfolio entirely managed by senior finance students in the Williams School of Business and Economics.
RESEARCH ACTIVITIES
Professor Béquet's current research is concerned with the development of forecasting models ranging from pure fundamentals (a blend of financial and economic variables) to pure technical models (long-run memory processes as originally thought of, formulated and introduced by Benoît Mandelbrot) to predict over the short, medium and long-term the behaviour of North American stocks and bonds markets. Also, forecasting models are developed to uncover medium and long-term trends in the economic sectors and sub-sectors of both American and Canadian stock markets. The development of these forecasting models is aimed at improving portfolio managers' asset-mix and sector rotation decisions. Furthermore, the blending of various forecasting models allows to assess the underlying downside risk in a portfolio context.
FUNDING
Professor Béquet's work is externally funded by the research department of the National Bank Financials. With NBF she has been involved in a research collaborative effort since 1995. At National Bank Financials, she belongs to a research team of four people.
