麻豆传媒

听

Education

• PhD (HEC Montr茅al)
  
• MBA (IAE Nantes/ESFAM)
  
• BEc (Babes-Bolyai University, Romania)

1Current Teaching

• 听 Introduction to FinTech
  
• 听 Financial Institutions
• 听 Foundations of Fintech
• 听 Global Markets & Institutions
  

Research Interests

Dr. Pacurar鈥檚 research focuses on the use of high-frequency financial data for intraday risk measurement, market microstructure analysis and multi-market trading.

Selected Awards and Honours

• 2015听 A. Gordon Archibald Teaching Excellence Award
  
• 2015听 Rowe Research Grant
  
• 2009听听Faculty of Management Teaching Excellence Award
• 2007听听2006 Mercure Award for the best doctoral thesis at HEC Montr茅al
• 2006听听Bank of Canada Award for Best Canadian Financial Market Paper at the 2006 Northern Finance Association Conference (with Georges Dionne and Pierre Duchesne)

Selected Publications

• Factor investing and risk management: Is smart-beta diversification smart? Nazaire, G., Pacurar, M., & Sy, O. Finance Research Letters, 41, 101854听 (2021)
  
• Betas versus characteristics: A practical perspective听 Nazaire, G., Pacurar, M., & Sy, O. European Financial Management 26, 1385-1413听 (2020)
• Liquidity-adjusted intraday value-at-risk modeling and risk management: An application to data from Deutsche B枚rse听 Dionne, G., Pacurar, M. & Zhou, X.听 Journal of Banking and Finance 59, 202-219听 (2015)
  
• Intraday value-at-risk (IVaR) using tick-by-tick data with application to the Toronto Stock Exchange听听Dionne, G., Duchesne, P. & Pacurar, M.听 Journal of Empirical Finance 16(5), 777-792听 (2009)
  
• Autoregressive conditional duration (ACD) models in finance: A survey of the theoretical and empirical literature听 Pacurar, M.听 Journal of Economic Surveys 22(4), 711-751听 (2008)