Isabelle Bajeux-Besnainou

Brief Biography

Professor Isabelle Bajeux-Besnainou is Dean of the Desautels Faculty of Management at McGill University as of September 2015.[1] Since joining Desautels, she has implemented a new strategic plan to guide recent and forthcoming initiatives, such as the launch of a Masters of Management in Finance (MMF) program,[2] and a series of interdisciplinary minors in Entrepreneurship for undergraduate students.[3]

Prior to joining Desautels, Professor Bajeux-Besnainou spent 21 years at George Washington University School of Business working as a Professor of Finance and in administrative capacities, such as Associate Dean of Undergraduate Programs for three years and the Chair of the Finance Department.[4] As a firm believer in the value of interdisciplinary studies, she developed a new Bachelor of Science degree program and redesigned the Bachelor of Business Administration curriculum to respectively mandate the selection of a double major and a minor outside of the Business School.[5][6]

Born and raised in Paris, France, Professor Bajeux-Besnainou is an alumnus of the École Normale Supérieure in Mathematics and earned a doctorate in Mathematics Applied to Finance in 1989 from Université Paris-Dauphine.[5] As a Professor of Finance, she has taught extensively at several universities, including Essec Business School in France from 1989-1993.[5] Her research interests relate to asset pricing, portfolio management, and credit risk, among other topics. Her work has been published in academic journals, such as: Management Science, Mathematical Finance, Journal of Economic Dynamics and Control, American Economic Review, and Journal of Business.

Select Journal Articles

Bajeux-Besnainou I., R. Portrait and G. Tergny (2013), “Optimal Portfolio Allocations with Tracking Error Volatility and Stochastic Hedging Constraints,” Quantitative Finance, Vol. 13, number 10, 1599-1612.[7]

Bajeux-Besnainou I., W. Bandara and E. Bura, (2012), "A Krylov Subspace Approach to Large Portfolio Optimization," Journal of Economics, Dynamics and Control, November, Vol. 36, 1688-1699.[8]

Bajeux-Besnainou I., R. Belhaj, D. Maillard and R. Portrait (2011) “Portfolio Optimization under Tracking Error and Weights Constraints,” Journal of Financial Research, Vol. 34, 295-330.[9]

Bajeux-Besnainou I., S. Joshi and N. Vonortas. (2010) “Uncertainty, Networks and Real Options,” Journal of Economic Behavior and Organization, 75, 523-541.[10]

Bajeux-Besnainou, I. and Yang, J. (2006). Is the Chinese Currency Undervalued? International Research Journal of Finance and Economics, 2, 107-130.[11]

Bajeux-Besnainou I., J. Jordan and R. Portrait, 2003, Journal of Business, “Dynamic Asset Allocation for Stocks, Bonds and Cash”, Vol. 76, no 2.[12]

Bajeux-Besnainou I., J. Jordan and R. Portrait, 2001, September, American Economic Review, “The Stock/Bond ratio asset allocation puzzle: comment”, 91, September, 1170:79.

Bajeux-Besnainou I. and R. Portrait 1998, “Dynamic Asset Allocation in a Mean-Variance Framework”, Management Science, November, 44 (11), pp. 79–95.[13]

Bajeux I. and J.C. Rochet. 1996, “Dynamic Spanning: are Options an Appropriate Instrument?” Mathematical Finance-January.[14]

Press Features

New Desautels Dean: Gender Is Irrelevant, Poets & Quants (October 4, 2016)

The Female Deans’ Perspective, QS TopMBA (October 3, 2016)

Meet the dean: Isabelle Bajeux-Besnainou of Desautels, Financial Times (January 22, 2016)

School diversity is an asset, Financial Times (January 22, 2016)

Women in Business — Isabelle Bajeux-Besnainou, Financial Times (September 6, 2015)

Une Française devient la première doyenne de la faculté de gestion de l’Université McGill, Le Figaro (July 16, 2015)

First female dean appointed at McGill University’s Desautels Faculty of Management, EducationDIVE (July 17, 2015)

McGill Desautels Appoints New Permanent Dean: MBA News, QS TopMBA (May 5, 2015)

De Washington à Montréal, The McGill Reporter (March 16, 2016)

Change-Oriented Dean

References

  1. ↑ "First female dean appointed at McGill University's Desautels Faculty of Management | Education Dive". www.educationdive.com. Retrieved 28 November 2016.
  2. ↑ "Daily Exchange - Posting". www.exchangemagazine.com. Retrieved 28 November 2016.
  3. ↑ Lewington, Jennifer. "Entrepreneurial courses for those who could use them the most". The Globe and Mail. Retrieved 28 November 2016.
  4. ↑ "Women in Business — Isabelle Bajeux-Besnainou". Financial Times. Retrieved 28 November 2016.
  5. 1 2 3 Moules, Jonathan. "Meet the dean: Isabelle Bajeux-Besnainou of Desautels". Financial Times. Retrieved 28 November 2016.
  6. ↑ Clarke, Charlotte. "Women in Business — Isabelle Bajeux-Besnainou". Financial Times. Retrieved 28 November 2016.
  7. ↑ Bajeux-Besnainou, Isabelle; Portait, Roland; Tergny, Guillaume (1 October 2013). "Optimal portfolio allocations with tracking error volatility and stochastic hedging constraints". Quantitative Finance. pp. 1599–1612. doi:10.1080/14697688.2011.589401. Retrieved 28 November 2016.
  8. ↑ Bajeux-Besnainou, Isabelle; Bandara, Wachindra; Bura, Efstathia (1 November 2012). "A Krylov subspace approach to large portfolio optimization". Journal of Economic Dynamics and Control. pp. 1688–1699. doi:10.1016/j.jedc.2012.04.009. Retrieved 28 November 2016.
  9. ↑ Bajeux-Besnainou, Isabelle G.; Belhaj, Riadh; Maillard, Didier; Portait, Roland (1 February 2007). "Portfolio Optimization Under Tracking Error and Weights Constraints". Social Science Research Network. Retrieved 28 November 2016.
  10. ↑ Bajeux-Besnainou, Isabelle; Joshi, Sumit; Vonortas, Nicholas (1 September 2010). "Uncertainty, networks and real options". Journal of Economic Behavior & Organization. pp. 523–541. doi:10.1016/j.jebo.2010.06.001. Retrieved 28 November 2016.
  11. ↑ Bajeux-Besnainou, Isabelle; Yang, Jiawen. "Is the Chinese Currency Undervalued?". Retrieved 28 November 2016.
  12. ↑ Bajeux‐Besnainou, Isabelle; Jordan, James V.; Portait, Roland (1 January 2003). "Dynamic Asset Allocation for Stocks, Bonds, and Cash". The Journal of Business. pp. 263–287. doi:10.1086/367750. Retrieved 28 November 2016.
  13. ↑ Bajeux-Besnainou, Isabelle; Portrait, Roland (1 November 1998). "Dynamic Asset Allocation in a Mean-Variance Framework". Manage. Sci. pp. 79–95. doi:10.1287/mnsc.44.11.S79. Retrieved 28 November 2016.
  14. ↑ Bajeux-Besnainou, Isabelle; Rochet, Jean-Charles (1 January 1996). "Dynamic Spanning: Are Options an Appropriate Instrument?1". Mathematical Finance. pp. 1–16. doi:10.1111/j.1467-9965.1996.tb00110.x. Retrieved 28 November 2016.
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