Faculty and ResearchExpert Guide

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

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

Refereed Journal Articles

Duarte, D., Dupoyet, B. V., Docgne, S., & Rouxelin, F.

(2023).

Tax Policies and Agency Costs.

Journal of Financial Research

.

Dupoyet, B., Jiang, X., & Zhang, Q.

(2023).

A New Take on the Relationship between Interest rates and Credit Spreads", with Xiaoquan Jiang and Qianying Zhang.

Applied Economics

.

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). View Article

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).