Author Page for Brice V. Dupoyet

Debt and Equity Valuation of it Companies: A Real Option Approach

Number of pages: 27 Posted: 04 Dec 2004

Chung Baek, Brice V. Dupoyet and Arun J. Prakash

University of Nebraska at Lincoln, Florida International University - College of Business Administration - Finance and Florida International University (FIU) - Department of Finance

Downloads 872 (42,930)

Citation 3

Abstract:

2.

The Implied Convexity of VIX Futures

The Journal of Derivatives, 2016

Number of pages: 18 Posted: 17 Apr 2019

Robert T. Daigler, Brice V. Dupoyet and Fernando Patterson

Florida International University (FIU) - Department of Finance, Florida International University - College of Business Administration - Finance and North Carolina Central University (NCCU)

Downloads 402 (114,150)

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3.

Information Content of Cross-Sectional Option Prices: A Comparison of Alternative Currency Option Pricing Models on the Japanese Yen

Number of pages: 34 Posted: 31 Jan 2003

Brice V. Dupoyet

Florida International University - College of Business Administration - Finance

Downloads 286 (165,070)

Citation 2

Abstract:

4.

Fundamental Capital Valuation for IT Companies: A Real Options Approach

Downloads 223 (211,062)

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Fundamental Capital Valuation for IT Companies: A Real Options Approach

Frontiers in Finance and Economics, Vol. 5, No. 1, pp. 1-26, 2008

Number of pages: 26 Posted: 27 Nov 2009

Chung Baek, Brice V. Dupoyet and Arun J. Prakash

Troy State University at Dothan, Florida International University - College of Business Administration - Finance and Florida International University (FIU) - Department of Finance

Downloads 185 (250,048)

Abstract:

Fundamental Capital Valuation for IT Companies: A Real Options Approach

Frontiers in Finance and Economics, Vol. 5, No. 1, 1-26, April 2008

Number of pages: 26 Posted: 15 Apr 2019

Chung Baek, Brice V. Dupoyet and Arun J. Prakash

Troy State University at Dothan, Florida International University - College of Business Administration - Finance and Florida International University (FIU) - Department of Finance

Downloads 38 (667,443)

Abstract:

5.

Asymmetric Jump Processes: Option Pricing Implications

Number of pages: 16 Posted: 15 Nov 2003

Brice V. Dupoyet

Florida International University - College of Business Administration - Finance

Downloads 215 (218,481)

Citation 5

Abstract:

6.

The Relationship between Psychopathy and Financial Risk and Time Preferences

Shank, C., Dupoyet, B., Durand, R., & Patterson, P. (2020). The Relationship between Psychopathy and Financial Risk and Time Preferences. Studies in Economics and Finance. 38(1), 32-49.

Number of pages: 32 Posted: 22 Mar 2023

Corey A. Shank, Brice V. Dupoyet, Robert B. B. Durand and Fernando Patterson

Miami University, Florida International University - College of Business Administration - Finance, Curtin University of Technology - School of Economics and Finance - Department of Finance and Banking and North Carolina Central University (NCCU)

Downloads 185 (250,098)

Citation 2

Abstract:

7.

Asset Pricing with Incomplete Information Under Stable Shocks

Downloads 169 (270,548)

Citation 2

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Asset Pricing with Incomplete Information Under Stable Shocks

Number of pages: 68 Posted: 08 Nov 2005

Prasad V. Bidarkota, Brice V. Dupoyet and J. Huston Mcculloch

Florida International University (FIU) - Department of Economics, Florida International University - College of Business Administration - Finance and Ohio State University

Downloads 93 (425,816)

Citation 1

Abstract:

Asset Pricing with Incomplete Information Under Stable Shocks

Number of pages: 68 Posted: 17 Mar 2005

Prasad V. Bidarkota, Brice V. Dupoyet and J. Huston Mcculloch

Florida International University (FIU) - Department of Economics, Florida International University - College of Business Administration - Finance and Ohio State University

Downloads 76 (481,897)

Citation 2

Abstract:

8.

Oil Prices Implied Volatility or Direction: Which Matters More to Financial Markets?

Number of pages: 30 Posted: 22 May 2017 Last Revised: 24 Mar 2019

Brice V. Dupoyet and Corey A. Shank

Florida International University - College of Business Administration - Finance and Miami University

Downloads 115 (365,588)

Citation 1

Abstract:

9.

The Impact of Fat Tails on Equilibrium Rates of Return and Term Premia

Number of pages: 19 Posted: 07 Dec 2004

Prasad V. Bidarkota and Brice V. Dupoyet

Florida International University (FIU) - Department of Economics and Florida International University - College of Business Administration - Finance

Downloads 90 (431,048)

Citation 1

Abstract:

10.

A Simplified Pricing Model for Volatility Futures

Journal of Future Markets, Volume 31, Issue 4, April 2011, Pages 307-339

Number of pages: 39 Posted: 23 May 2019

Brice V. Dupoyet, Robert T. Daigler and Zhiyao Chen

Florida International University - College of Business Administration - Finance, Florida International University (FIU) - Department of Finance and Lingnan University - Department of Finance and Insurance

Downloads 84 (449,448)

Citation 3

Abstract:

11.

Asset Pricing with Incomplete Information in a Discrete Time Pure Exchange Economy

Journal of Applied Research in Finance, Vol. III, No. 1(5), pp. 9-26, 2011

Number of pages: 29 Posted: 24 Oct 2011

Prasad V. Bidarkota and Brice V. Dupoyet

Florida International University (FIU) - Department of Economics and Florida International University - College of Business Administration - Finance

Downloads 64 (522,269)

Abstract:

12.

A New Take on the Relationship between Interest rates and Credit Spreads

Number of pages: 55 Posted: 14 May 2019

Brice V. Dupoyet, Xiaoquan Jiang and Qianying Zhang

Florida International University - College of Business Administration - Finance, Florida International University (FIU) - Department of Finance and affiliation not provided to SSRN

Downloads 58 (547,943)

Abstract:

13.

A Dimension-invariant Cascade Model for VIX Futures

Number of pages: 21 Posted: 14 May 2019

Zhiguang Wang and Brice V. Dupoyet

South Dakota State University and Florida International University - College of Business Administration - Finance

Downloads 57 (552,404)

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14.

A Behavioral Explanation for the Negative Asymmetric Return-Volatility Relation

Number of pages: 30 Posted: 23 May 2019

Ann Marie Hibbert, Robert T. Daigler and Brice V. Dupoyet

West Virginia University - Department of Finance, Florida International University (FIU) - Department of Finance and Florida International University - College of Business Administration - Finance

Downloads 56 (556,917)

Citation 10

Abstract:

15.

Spicing up a Portfolio with Commodity Futures: Still a Good Recipe?

The Journal of Alternative Investments, 2017

Number of pages: 16 Posted: 17 Apr 2019

Robert T. Daigler, Brice V. Dupoyet and Leyuan You

Florida International University (FIU) - Department of Finance, Florida International University - College of Business Administration - Finance and Texas State University, San Marcos

Downloads 51 (580,706)

Citation 1

Abstract:

16.

Gauge Invariant Lattice Quantum Field Theory: Implications for Statistical Properties in High Frequency Financial Markets

Physica A: Statistical Mechanics and its Applications, Volume 389, Issue 1, 1 January 2010, Pages 107-116

Number of pages: 7 Posted: 17 May 2019

Brice V. Dupoyet, Rudolf H Fiebig and David Musgrove

Florida International University - College of Business Administration - Finance, Florida International University (FIU) - Department of Physics and Florida International University (FIU)

Downloads 47 (601,045)

Abstract:

17.

From Currency Volatilities to Global Equity Correlations

Number of pages: 67 Posted: 14 May 2019

Brice V. Dupoyet, Ali Parhizgari and Antonio Figueiredo

Florida International University - College of Business Administration - Finance, Florida International University and Nova Southeastern University

Downloads 44 (617,114)

Abstract:

18.

Optimum Allocation of Weights to Assets in a Portfolio: The Case of Nominal Annualisation Versus Effective Annualisation of Returns

Number of pages: 31 Posted: 01 May 2019

Arun J. Prakash, Chun-Hao Chang and Brice V. Dupoyet

Florida International University (FIU) - Department of Finance, Florida International University (FIU) and Florida International University - College of Business Administration - Finance

Downloads 31 (695,843)

Abstract:

19.

Effect of Intervalling and Skewness on Portfolio Selection in Developed and Developing Markets

Number of pages: 22 Posted: 01 May 2019

Arun J. Prakash, Chun-Hao Chang and Brice V. Dupoyet

Florida International University (FIU) - Department of Finance, Florida International University (FIU) and Florida International University - College of Business Administration - Finance

Downloads 21 (769,604)

Abstract:

20.

Replicating Financial Market Dynamics with a Simple Self-Organized Critical Lattice Model

Number of pages: 20 Posted: 10 Apr 2019

Brice V. Dupoyet, Rudolf H Fiebig and David Musgrove

Florida International University - College of Business Administration - Finance, Florida International University (FIU) - Department of Physics and Florida International University (FIU)

Downloads 21 (769,604)

Citation 1

Abstract:

21.

Asset Pricing With Incomplete Information and Fat Tails

Journal of Economic Dynamics and Control, Volume 33, Issue 6, June 2009, Pages 1314-1331

Number of pages: 47 Posted: 23 May 2019

Prasad V. Bidarkota, Brice V. Dupoyet and J. Huston Mcculloch

Florida International University (FIU) - Department of Economics, Florida International University - College of Business Administration - Finance and Ohio State University

Downloads 20 (777,602)

Abstract:

22.

Arbitrage-Free Self-Organizing Markets with GARCH Properties: Generating Them in the Lab with a Lattice Model

Physica A 391 (2012), Pages 4350-4363

Number of pages: 14 Posted: 18 Apr 2019

Brice V. Dupoyet, Rudolf H Fiebig and David Musgrove

Florida International University - College of Business Administration - Finance, Florida International University (FIU) - Department of Physics and Florida International University (FIU)

Downloads 18 (794,060)

Abstract:

23.

Intrinsic Bubbles and Fat Tails in Stock Prices: A Note

Number of pages: 35 Posted: 20 May 2019

Prasad V. Bidarkota and Brice V. Dupoyet

Florida International University (FIU) - Department of Economics and Florida International University - College of Business Administration - Finance

Downloads 15 (819,971)

Abstract:

24.

Interest Rates and Credit Spread Dynamics

AFA 2001 New Orleans, https://doi.org/10.3905/jod.2015.23.1.025

Posted: 20 May 2019

Robert Neal, Douglas S. Rolph, Brice V. Dupoyet and Charles Morris

Indiana University - Kelley School of Business, City University of Hong Kong, Florida International University - College of Business Administration - Finance and Federal Reserve Bank of Kansas City

Downloads 0 (954,893)

Citation 18

Brice V. Dupoyet

Florida International University - College of Business Administration - Finance

Assistant Professor

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Scholarly Papers (24)

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