Isabelle Bajeux-Besnainou
Brief Biography
Professor Isabelle Bajeux-Besnainou is Dean of the Desautels Faculty of Management at McGill University as of September 2015.[1] Since joining Desautels, she has implemented a new strategic plan to guide recent and forthcoming initiatives, such as the launch of a Masters of Management in Finance (MMF) program,[2] and a series of interdisciplinary minors in Entrepreneurship for undergraduate students.[3]
Prior to joining Desautels, Professor Bajeux-Besnainou spent 21 years at George Washington University School of Business working as a Professor of Finance and in administrative capacities, such as Associate Dean of Undergraduate Programs for three years and the Chair of the Finance Department.[4] As a firm believer in the value of interdisciplinary studies, she developed a new Bachelor of Science degree program and redesigned the Bachelor of Business Administration curriculum to respectively mandate the selection of a double major and a minor outside of the Business School.[5][6]
Born and raised in Paris, France, Professor Bajeux-Besnainou is an alumnus of the École Normale Supérieure in Mathematics and earned a doctorate in Mathematics Applied to Finance in 1989 from Université Paris-Dauphine.[5] As a Professor of Finance, she has taught extensively at several universities, including Essec Business School in France from 1989-1993.[5] Her research interests relate to asset pricing, portfolio management, and credit risk, among other topics. Her work has been published in academic journals, such as: Management Science, Mathematical Finance, Journal of Economic Dynamics and Control, American Economic Review, and Journal of Business.
Select Journal Articles
Bajeux-Besnainou I., R. Portrait and G. Tergny (2013), “Optimal Portfolio Allocations with Tracking Error Volatility and Stochastic Hedging Constraints,” Quantitative Finance, Vol. 13, number 10, 1599-1612.[7]
Bajeux-Besnainou I., W. Bandara and E. Bura, (2012), "A Krylov Subspace Approach to Large Portfolio Optimization," Journal of Economics, Dynamics and Control, November, Vol. 36, 1688-1699.[8]
Bajeux-Besnainou I., R. Belhaj, D. Maillard and R. Portrait (2011) “Portfolio Optimization under Tracking Error and Weights Constraints,” Journal of Financial Research, Vol. 34, 295-330.[9]
Bajeux-Besnainou I., S. Joshi and N. Vonortas. (2010) “Uncertainty, Networks and Real Options,” Journal of Economic Behavior and Organization, 75, 523-541.[10]
Bajeux-Besnainou, I. and Yang, J. (2006). Is the Chinese Currency Undervalued? International Research Journal of Finance and Economics, 2, 107-130.[11]
Bajeux-Besnainou I., J. Jordan and R. Portrait, 2003, Journal of Business, “Dynamic Asset Allocation for Stocks, Bonds and Cash”, Vol. 76, no 2.[12]
Bajeux-Besnainou I., J. Jordan and R. Portrait, 2001, September, American Economic Review, “The Stock/Bond ratio asset allocation puzzle: comment”, 91, September, 1170:79.
Bajeux-Besnainou I. and R. Portrait 1998, “Dynamic Asset Allocation in a Mean-Variance Framework”, Management Science, November, 44 (11), pp. 79–95.[13]
Bajeux I. and J.C. Rochet. 1996, “Dynamic Spanning: are Options an Appropriate Instrument?” Mathematical Finance-January.[14]
Press Features
New Desautels Dean: Gender Is Irrelevant, Poets & Quants (October 4, 2016)
The Female Deans’ Perspective, QS TopMBA (October 3, 2016)
Meet the dean: Isabelle Bajeux-Besnainou of Desautels, Financial Times (January 22, 2016)
School diversity is an asset, Financial Times (January 22, 2016)
Women in Business — Isabelle Bajeux-Besnainou, Financial Times (September 6, 2015)
McGill Desautels Appoints New Permanent Dean: MBA News, QS TopMBA (May 5, 2015)
De Washington à Montréal, The McGill Reporter (March 16, 2016)
References
- ↑ "First female dean appointed at McGill University's Desautels Faculty of Management | Education Dive". www.educationdive.com. Retrieved 28 November 2016.
- ↑ "Daily Exchange - Posting". www.exchangemagazine.com. Retrieved 28 November 2016.
- ↑ Lewington, Jennifer. "Entrepreneurial courses for those who could use them the most". The Globe and Mail. Retrieved 28 November 2016.
- ↑ "Women in Business — Isabelle Bajeux-Besnainou". Financial Times. Retrieved 28 November 2016.
- 1 2 3 Moules, Jonathan. "Meet the dean: Isabelle Bajeux-Besnainou of Desautels". Financial Times. Retrieved 28 November 2016.
- ↑ Clarke, Charlotte. "Women in Business — Isabelle Bajeux-Besnainou". Financial Times. Retrieved 28 November 2016.
- ↑ Bajeux-Besnainou, Isabelle; Portait, Roland; Tergny, Guillaume (1 October 2013). "Optimal portfolio allocations with tracking error volatility and stochastic hedging constraints". Quantitative Finance. pp. 1599–1612. doi:10.1080/14697688.2011.589401. Retrieved 28 November 2016.
- ↑ Bajeux-Besnainou, Isabelle; Bandara, Wachindra; Bura, Efstathia (1 November 2012). "A Krylov subspace approach to large portfolio optimization". Journal of Economic Dynamics and Control. pp. 1688–1699. doi:10.1016/j.jedc.2012.04.009. Retrieved 28 November 2016.
- ↑ Bajeux-Besnainou, Isabelle G.; Belhaj, Riadh; Maillard, Didier; Portait, Roland (1 February 2007). "Portfolio Optimization Under Tracking Error and Weights Constraints". Social Science Research Network. Retrieved 28 November 2016.
- ↑ Bajeux-Besnainou, Isabelle; Joshi, Sumit; Vonortas, Nicholas (1 September 2010). "Uncertainty, networks and real options". Journal of Economic Behavior & Organization. pp. 523–541. doi:10.1016/j.jebo.2010.06.001. Retrieved 28 November 2016.
- ↑ Bajeux-Besnainou, Isabelle; Yang, Jiawen. "Is the Chinese Currency Undervalued?". Retrieved 28 November 2016.
- ↑ Bajeux‐Besnainou, Isabelle; Jordan, James V.; Portait, Roland (1 January 2003). "Dynamic Asset Allocation for Stocks, Bonds, and Cash". The Journal of Business. pp. 263–287. doi:10.1086/367750. Retrieved 28 November 2016.
- ↑ Bajeux-Besnainou, Isabelle; Portrait, Roland (1 November 1998). "Dynamic Asset Allocation in a Mean-Variance Framework". Manage. Sci. pp. 79–95. doi:10.1287/mnsc.44.11.S79. Retrieved 28 November 2016.
- ↑ Bajeux-Besnainou, Isabelle; Rochet, Jean-Charles (1 January 1996). "Dynamic Spanning: Are Options an Appropriate Instrument?1". Mathematical Finance. pp. 1–16. doi:10.1111/j.1467-9965.1996.tb00110.x. Retrieved 28 November 2016.