Faculty and ResearchExpert Guide

Brice V. Dupoyet

Brice V. Dupoyet

Director, Master of Science in Finance Program

Associate Professor
Department of Finance

College of Business
Florida International University

Modesto A. Maidique Campus
11200 S.W. 8th St, RB 208B
Miami, FL 33199

P: (305) 348-3328
E: dupoyetb@fiu.edu


  • PhD, Finance
    University of Washington, Seattle, Washington
  • Bachelor of Science, Finance
    California State University, Fresno, California

Areas of Expertise

  • Options and Futures
  • Portfolio Analysis
  • Asset Pricing

Professional Activities

Dr. Dupoyet has published in the Journal of Futures Markets, the Journal of Economic Dynamics and Control, Macroeconomic Dynamics, Frontiers in Finance and Economics, Applied Financial Economics, Journal of Banking and Finance, Physica A, Journal of Derivatives, and the Journal of Alternative Investments. His main research areas are in derivatives, portfolio allocation, and asset pricing.

His teaching experience includes such courses as Portfolio Management, Options and Futures Markets, Advanced Investments, Corporate Finance, Financial Theory, Capital Budgeting, Business Economics, PhD Seminar in derivative securities, and Advanced Financial Risk Management. He is the recipient of numerous awards, including the FIU university-wide Teaching Award and over 20 Best Course and Best Professor Awards in the Master of Science in Finance program.

Dr. Dupoyet has also presented research papers at numerous conferences, including the Western Finance Association Meetings, the Financial Management Association Meetings, the Society for Computational Economics, the World Finance Conference, and the Multinational Finance Society Conference among others.

He has also been an article reviewer for the Journal of Financial and Quantitative Analysis, the Journal of Futures Markets, the Journal of Economic Dynamics and Control, Quantitative Finance, the European Journal of Finance, Financial Decisions, Frontiers in Finance and Economics, and the NBER National Science Foundation grant program.

Courses Taught

  • Advanced Financial Risk Management
  • Advanced Investments
  • Capital Budgeting and Long Term Resource Allocation
  • Finance Doctoral Independent Study
  • Finance Doctoral Research Project
  • Financial Economics II
  • Financial Risk Management-Financial Engineering
  • Portfolio Management
  • Seminar in Options and Contingent Claims

Refereed Journal Articles

Dupoyet, B., Daigler, R. & Patterson, F. (2016). The Implied Convexity of VIX Futures.  Journal of Derivatives. 23 (3), 73-90.

Dupoyet, B., Rolph, D. & Jiang, X. (2015). Interest Rates and Credit Spreads Dynamics.  Journal of Derivatives. 23 (1), 25-39.

Dupoyet, B. V., Fiebig, R. & Musgrove, D. (2012). Arbitrage-free self-organizing markets with GARCH properties: Generating them in the lab with a lattice model.  Physica A. 391 (18).

Dupoyet, B. V., Daigler, R. T. & Chen, Z. (2011). A simplified pricing model for volatility futures.  Journal of Futures Markets. 31 (4), 307-339.

Dupoyet, B. V., Fiebig, R. & Musgrove, D. (2010). Gauge invariant lattice quantum field theory: Implications for statistical properties in high frequency financial markets.  Physica A. 389 (1), 107-116.

Dupoyet, B. V. & Bidarkota, P. V. (2009). Asset pricing with incomplete information and fat tails.  Journal of Economic Dynamics and Control. 33 (6), 1314-1331.

Dupoyet, B. V. & Prakash, A. J. (2008). Optimum allocation of weights to assets in a portfolio: the case of nominal annualization versus effective annualization of returns.  Applied Financial Economics. 18 (20), 1635-1646.

Dupoyet, B. V., Daigler, R. T. & Hibbert, A. (2008). A Behavioral Explanation for the Negative Asymmetric Return-Volatility Relation.  Journal of Banking & Finance. 32 (10), 2254-2266.

Dupoyet, B. V., Prakash, A. & Baek, C. (2008). Fundamental Capital Valuation for IT Companies: A Real Options Approach.  Frontiers in Finance and Economics. 5 (1), 1-26.

Dupoyet, B. V., Prakash, A. J. & Chang, C. (2008). Effect of intervalling and skewness on portfolio selection in developed and developing markets.  Applied Financial Economics. 18 (21), 1697-1707.

Dupoyet, B. V. & Bidarkota, P. V. (2007). Intrinsic bubbles and fat tails in stock prices: A note.  Macroeconomic Dynamics. 11 (3), 405-422.

Dupoyet, B. V. & Bidarkota, P. V. (2007). The impact of fat tails on equilibrium rates of return and term premia.  Journal of Economic Dynamics and Control. 31 (3), 887-905.

Dupoyet, B. V. (2006). Information Content of Cross-Sectional Option Prices: a Comparison of Alternative Currency Option Pricing Models on the Japanese Yen.  Journal of Futures Markets. 26 (1), 33-59.

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