Dr. Dupoyet has published in the Journal of Futures Markets, the Journal of Economic Dynamics and Control, Macroeconomic Dynamics, Frontiers in Finance and Economics, Applied Financial Economics, Journal of Banking and Finance, Physica A, Journal of Derivatives, and the Journal of Alternative Investments. His main research areas are in derivatives, portfolio allocation, and asset pricing.
His teaching experience includes such courses as Portfolio Management, Options and Futures Markets, Advanced Investments, Corporate Finance, Financial Theory, Capital Budgeting, Business Economics, PhD Seminar in derivative securities, and Advanced Financial Risk Management. He is the recipient of numerous awards, including the FIU university-wide Teaching Award and over 20 Best Course and Best Professor Awards in the Master of Science in Finance program.
Dr. Dupoyet has also presented research papers at numerous conferences, including the Western Finance Association Meetings, the Financial Management Association Meetings, the Society for Computational Economics, the World Finance Conference, and the Multinational Finance Society Conference among others.
He has also been an article reviewer for the Journal of Financial and Quantitative Analysis, the Journal of Futures Markets, the Journal of Economic Dynamics and Control, Quantitative Finance, the European Journal of Finance, Financial Decisions, Frontiers in Finance and Economics, and the NBER National Science Foundation grant program.
Ph.D. in Business Administration
University of Washington, Seattle, Washington
Bachelor of Science in Business Administration
California State University, Fresno, California
Scholarly & Creative Works
2020The relationship between psychopathy and financial risk and time preferences. STUDIES IN ECONOMICS AND FINANCE.
2019A dimension-invariant cascade model for VIX futures. JOURNAL OF FUTURES MARKETS. 39:1214-1227.
2018Oil prices implied volatility or direction: Which matters more to financial markets?. FINANCIAL MARKETS AND PORTFOLIO MANAGEMENT. 32.
2016The Implied Convexity of VIX Futures. JOURNAL OF DERIVATIVES. 23:73-90.
2015Interest Rates and Credit Spread Dynamics. JOURNAL OF DERIVATIVES. 23:25-39.
2012Arbitrage-free self-organizing markets with GARCH properties: Generating them in the lab with a lattice model. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS. 391:4350-4363.
2011A SIMPLIFIED PRICING MODEL FOR VOLATILITY FUTURES. JOURNAL OF FUTURES MARKETS. 31:307-339.
2011Replicating financial market dynamics with a simple self-organized critical lattice model. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS. 390:3120-3135.
2010Gauge invariant lattice quantum field theory: Implications for statistical properties of high frequency financial markets. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS. 389:107-116.
2009Asset pricing with incomplete information and fat tails. JOURNAL OF ECONOMIC DYNAMICS & CONTROL. 33:1314-1331.
2008A behavioral explanation for the negative asymmetric return-volatility relation. JOURNAL OF BANKING & FINANCE. 32:2254-2266.
2007Intrinsic bubbles and fat tails in stock prices: A note. MACROECONOMIC DYNAMICS. 11:405-422.
2007The impact of fat tails on equilibrium rates of return and term premia. JOURNAL OF ECONOMIC DYNAMICS & CONTROL. 31:887-905.
2006Information content of cross-sectional option prices: A comparison of alternative currency option pricing models on the Japanese Yen. JOURNAL OF FUTURES MARKETS. 26:33-59.
2017Spicing Up a Portfolio with Commodity Futures: Still a Good Recipe?. JOURNAL OF ALTERNATIVE INVESTMENTS.
Options and Futures
Advanced Financial Risk Management
Capital Budgeting and Long Term Resource Allocation
Finance Doctoral Independent Study
Finance Doctoral Research Project
Financial Economics II
Financial Risk Management-Financial Engineering
Seminar in Options and Contingent Claims
- Brice Dupoyet
- https://orcid.org/0000-0001-7223-8542 (confirmed)
Recent publications and grants in Scholars@FIU
publication subject areas
- Business & Economics