College of Business
Florida International University
Modesto A. Maidique Campus
11200 S.W. 8th St, RB 210
Miami, FL 33199
Phone: (305) 348-3328
Email: dupoyetb@fiu.edu
Brice V. Dupoyet
Associate Professor, Department of Finance
College of Business
Florida International University
Modesto A. Maidique Campus
11200 S.W. 8th St, RB 210
Miami, FL 33199
Phone: (305) 348-3328
Email: dupoyetb@fiu.edu
Education
Ph.D. in Business Administration
University of Washington, Seattle, Washington
Bachelor of Science in Business Administration
California State University, Fresno, California
Areas of Expertise
- Futures Contracts
- Option Contracts
- Portfolio Management
Professional Activities
Dr. Brice Dupoyet received his Ph.D. in Finance from the University of Washington (Seattle) in 2003 and is presently an Associate Professor of Finance in the Department of Finance in the College of Business at FIU.Dr. Brice Dupoyet’s research focus is on derivative securities (options and futures), asset pricing, and portfolio theory. Dr. Brice Dupoyet has published papers in both Finance and Economics journals, including the Journal of Futures Markets, Journal of Banking and Finance, Journal of Economic Dynamics and Control, Macroeconomic Dynamics, Frontiers in Finance and Economics, Applied Financial Economics, Physica A., Journal of Derivatives, Journal of Alternative Investments, Financial Markets and Portfolio Management, Studies in Economics and Finance, Journal of Financial Research, Applied Economics, and the European Journal of Finance.
Dr. Brice Dupoyet has served as a referee for the Journal of Financial and Quantitative Analysis, Journal of Futures Markets, Applied Economics, Journal of Economic Dynamics and Control, Financial Markets and Portfolio Management, Quantitative Finance, Financial Decisions, and the European Journal of Finance.
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.
His teaching experience includes Graduate Finance courses such as Portfolio Management, Options and Futures Markets, Advanced Investments, Corporate Finance, Financial Theory, Capital Budgeting, Business Economics, Advanced Financial Risk Management, and a PhD Seminar in derivative securities/options.
In addition to having received the FIU university-wide Teaching Award at the Faculty Convocation in 2014, he has been the recipient of 33 Best Course / Best Professor Awards in the Master of Science in Finance (MSF) program over the years, including 6 awards in the last five years.
He has also held the position of Faculty Program Director in the Master of Science in Finance (MSF) program for about 10 years, after recently stepping down in August of 2024.
Courses Taught
- Advanced Financial Risk Management
- Advanced Investments
- Capital Budgeting and Long Term Resource Allocation
- Finance Dissertation Preparation
- Finance Doctoral Independent Study
- Finance Doctoral Research Project
- Financial Economics II
- Financial Risk Management-Financial Engineering
- Ph.D. Dissertation
- Portfolio Management
- Seminar in Options and Contingent Claims
Publications
Dupoyet B., Jiang X., & Zhang Q.
(2024).
A New Take on the Relationship between Interest rates and Credit Spreads", with Xiaoquan Jiang and Qianying Zhang.
Applied Economics
, Vol. 56 (5), pp 520-536, 2024(Vol. 56 (5), pp 520-536, 2024)
.
Dupoyet B. V.
(2023).
Tax policies and agency costs.
Journal of Financial Research
.
Dupoyet B. V., Parhizgari A. M., & Figueiredo A.
(2023).
The Information Content of Currency Option-Implied Volatilities: Implications for Ex-Ante Forecasts of Global Equity Correlations.
The European Journal of Finance
, The European Journal of Finance, 29:18, 2128-2153(The European Journal of Finance, 29:18, 2128-2153)
.
Duarte D., Dupoyet B. V., Docgne S., & Rouxelin F.
(2023).
Tax Policies and Agency Costs.
Journal of Financial Research
, Volume 46, Issue 2 Summer 2023 Pages 383-409(Volume 46, Issue 2 Summer 2023 Pages 383-409)
.
Dupoyet, B., Shank, C., Patterson, F., & Durand, R.
(2021).
"The Relationship between Psychopathy and Financial Risk and Time Preferences", with Fernando Patterson, Corey Shank and Robert Durand.
Studies in Economics and Finance
.
- Dupoyet, B. V., & Wang, Z. (2019). A Dimension-invariant Cascade Model for VIX Futures. Journal of Futures Markets, 39(10).
- Dupoyet, B., & Shank, C. (2018). "Oil Prices Implied Volatility or Direction: Which Matters More to Financial Markets?", with Corey Shank. Financial Markets and Portfolio Management, 32(3).
- Dupoyet, B., Daigler, R., & You, L. (2017). Spicing up a Portfolio with Commodity Futures: Still a Good Recipe? Journal of Alternative Investments.
- Dupoyet, B., Daigler, R., & Patterson, F. (2016). The Implied Convexity of VIX Futures. Journal of Derivatives, 23(3).
- Dupoyet, B., Rolph, D., & Jiang, X. (2015). Interest Rates and Credit Spreads Dynamics. Journal of Derivatives, 23(1).
- Dupoyet, B. V., Fiebig, R., & Musgrove, D. (2012). Arbitrage-free self-organizing markets with GARCH properties: Generating them in the lab with a lattice model. Physica A, 391(18).
- Dupoyet, B. V., Daigler, R. T., & Chen, Z. (2011). A simplified pricing model for volatility futures. Journal of Futures Markets, 31(4).
- Dupoyet, B. V., & Bidarkota, P. V. (2010). Asset pricing with incomplete information in a discrete-time pure exchange economy. The Journal of Applied Research in Finance.
- Dupoyet, B. V., Fiebig, R., & Musgrove, D. (2010). Gauge invariant lattice quantum field theory: Implications for statistical properties in high frequency financial markets. Physica A, 389(1).
- Dupoyet, B. V., Fiebig, R., & Musgrove, D. (2010). Replicating financial market dynamics with a simple self-organized critical lattice model. Physica A.
- Dupoyet, B. V., & Bidarkota, P. V. (2009). Asset pricing with incomplete information and fat tails. Journal of Economic Dynamics and Control, 33(6).
- Dupoyet, B. V., & Prakash, A. J. (2008). Optimum allocation of weights to assets in a portfolio: The case of nominal annualization versus effective annualization of returns. Applied Financial Economics, 18(20).
- Dupoyet, B. V., Daigler, R. T., & Hibbert, A. M. (2008). A Behavioral Explanation for the Negative Asymmetric Return-Volatility Relation. Journal of Banking & Finance, 32(10).
- Dupoyet, B. V., Prakash, A. J., & Chang, C. (2008). Effect of intervalling and skewness on portfolio selection in developed and developing markets. Applied Financial Economics, 18(21).
- Dupoyet, B. V., Prakash, A., & Baek, C. (2008). Fundamental Capital Valuation for IT Companies: A Real Options Approach. Frontiers in Finance and Economics, 5(1).
- Dupoyet, B. V., & Bidarkota, P. V. (2007). Intrinsic bubbles and fat tails in stock prices: A note. Macroeconomic Dynamics, 11(3).
- Dupoyet, B. V., & Bidarkota, P. V. (2007). The impact of fat tails on equilibrium rates of return and term premia. Journal of Economic Dynamics and Control, 31(3).
- Dupoyet, B. V. (2006). Information Content of Cross-Sectional Option Prices: A Comparison of Alternative Currency Option Pricing Models on the Japanese Yen. Journal of Futures Markets, 26(1).