Oren J. Tapiero
Financial economist and currently a scholar in residence at the Department of Finance at John Molson School of Business (Concordia University, Montreal – Canada). Previously, he held a postdoc position at Université de Paris I Sorbonne-Panthéon and the Laboratoire d’Excellence – Regulation Financière (Labex-Rèfi). His current research focuses on the economic and empirical aspects of risk and uncertainty modeling. Covering a broad range of topics related to high-frequency data analysis, fractional analysis of CBOE index of implied volatility (VIX) and related assets, portfolio strategies in the intraday environment, and accommodation of fractional models within investment decisions. Previous research focused on framing tails uncertainty using nonextensive statistical mechanics theory and information theory. He has also taught several courses related to mathematical finance, empirical financial modeling, asset pricing and corporate finance. In the past, he has filled the position of economist at the Bank of Israel (specializing in empirical analysis of derivative markets) as well as other posts in the investment industry.