Faculty and ResearchExpert Guide

Brice V. Dupoyet

Brice V. Dupoyet

Director, Master of Science in Finance Program

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

(305) 348-3328
(305) 348-2680
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

Courses Taught

  • Advanced Financial Risk Management
  • Advanced Investments
  • Capital Budgeting and Long Term Resource Allocation
  • Finance Doctoral Independent Study
  • Finance Doctoral Research Project
  • Financial Economics II
  • Financial Risk Management-Financial Engineering
  • Portfolio Management
  • Seminar in Options and Contingent Claims

Refereed Journal Articles

Dupoyet, B., Shank, C., Patterson, F., & Durand, R. (2021). "The Risk Preferences of the Financial Psycopath", 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., & 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).


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