Christophe Faugere

Position: Associate Professor

Ph.D. Economics, University of Rochester, 1993

Academic Subfields
Growth Theory, Game Theory, Corporate Finance, Portfolio Theory, Derivatives

Research & Publications
Stock Valuation Models, Stock Returns Volatility, E-commerce/ Network Effects, Behavioral Finance

Shareholder Activism and Middle Management Equity Incentives, J. Marler and C. Faugère, 2010, CorporateGovernance: An International Review, 18 (4), 313-328.
A Required Yield Theory of Stock Market Valuation and Treasury Yield Determination, C. Faugère and J. Van Erlach, 2009, Financial Markets, Institutions and Instruments, 18 (1), 27-88.
Strategies for Designing Free Software: A Game-Theoretic Approach, C. Faugere and G. K. Tayi, 2007, Information Technology and Management, 8 (4), 263-278.
The Equity Premium: Consistent with GDP Growth and Portfolio Insurance, C. Faugere and J. Van Erlach, 2006,The Financial Review, 41 (4), 547-564.
The Price of Gold: A Global Required Yield Theory, C. Faugere and J. Van Erlach, 2005,Journal of Investing, 14 (1), Spring, 99-111.
A Valuation Formula for High Technology Firms that are in the Early Stage of their Lifecycle, C. Faugere and H. A. Shawky, 2005, Advances in Financial Planning and Forecasting, New series 2005, 1, 101-130.
Sell Discipline and Institutional Money Management, C. Faugere, H. A. Shawky, and D. M. Smith, 2004, The Journal of Portfolio Management, 30 (3), Spring, 95-105.
Volatility and Institutional Investors Holdings During a Declining Market: A Case Study of NASDAQ During the Year 2000, C. Faugere and H. A. Shawky, 2003,Journal of Applied Finance, Winter/Spring, 13 (2), 32-42.
Endogenous Growth and Stock Returns Volatility in the Long-Run, C. Faugere and H. A. Shawky, 2002, Advances in Investment Analysis and Portfolio Management, 9, 1-20.

Applied Interests
Models of Consumer Behavior (Retail)
New Economy Stock Valuation

FIN 333 : Investment Management