Portfolio allocation, risk management, asset pricing, return prediction, volatility modelling, derivatives


A CIRANO Researcher since 2012, Cédric Okou is Associate Professor in the Department of Finance at the École des sciences de la gestion of the Université du Québec à Montréal.

Holding a PhD in Financial Economics from HEC Montréal, his academic research interests include macro-finance, pricing, risk management and econometrics.

Before joining the Ph.D. Program in Finance at HEC Montréal, he earned a Master Degree in Mathematical and Computational Finance from Université de Montréal while working as a Market Risk Analyst for Brookfield Renewable Power. Prior to that, he obtained his Bachelor in Statistics and Mathematics from the École nationale d'économie appliquée (ENEA) (Dakar).

He received several grants including CDI, Hong Kong Research Grant Council, Lindau Nobel-Prize Laureates Meeting Foundation, Bank of Canada, AKB Foundation, HEC Professorship in Derivative Securities, Canada Research Chair in Risk Management, IFM2, NSERC, CIRPEE, AUF and European Development Fund.

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CIRANO Publications by Cedric Okou

As an author