- Assistant Professor
- Phone: 401.874.7415
- Email: email@example.com
- Mailing Address: Ballentine Hall, Rm. 223
Having studied in Africa, Europe, and North America, Dr. Georges Tsafack has a global perspective of education and research. His works, which cover a wide range of topics including risk management and derivatives, fixed income, financial econometrics, international finance, and empirical corporate finance, have been presented in national and international conferences and published in leading academic and practitioner journals such as Management Science, Journal of Derivatives, Journal of Banking and Finance, Journal of International Money and Finance, and Journal of Fixed Income.
Professor Tsafack has previously taught at University of Montreal and Suffolk University in Boston. In addition to his academic background, he has recently spent three years in the industry as vice president at State Street Corporation, validating a broad range of models used for risk management and business decisions. At URI, he is teaching undergraduate and graduate courses including Fixed Income, Business Analytics, and a Doctoral Seminar.
Risk management and Derivatives; Fixed Income, Financial Econometrics; International Finance; Empirical Corporate Finance
Ph.D. in Economics, University of Montreal, Canada, 2008
M.Sc. in Finance, Toulouse School of Economics, France, 2001
M.A. ‘Statistician-Economist Engineer’, ENSEA, Abidjan, Côte d’Ivoire, 1998
B.Sc. in Mathematics, University of Cocody, Abidjan, Côte d’Ivoire, 1996
“Implicit Government Guarantee and CDS Spread”, with N. Beliaeva and S. Khaksari, 2015, Journal of Fixed Income, Fall 2015, Vol. 25, No. 2: pp. 25–37
“What Drives International Equity Correlations? Volatility or Market Direction?”, with K. Amira and A. Taamouti, Journal of International Money and Finance, 2011, 30, 1234-1263
“Dependence Structure and Extreme Comovements in International Equity and Bond Markets”, with R. Garcia, Journal of Banking and Finance, 2011, 35, 1954-1970
“Asymmetric Dependence Implications for Extreme Risk Management”, Journal of Derivatives, 2009, 17, 7-20
“Proper Conditioning for Coherent VaR in Portfolio Management”, with R. Garcia and E. Renault, Management Science, 2007, 53, 483-494