Research Associate

Speciality : Asset Management

EDHEC Business School
393/400 Promenade des Anglais - BP3116
06202 Nice cedex 3 - France
Tel.: + 33 (0)4 93 18 99 66
Fax : + 33 (0)4 93 83 08 10

Email :

Main academic publications

European Financial Management (2015), Journal of Empirical Finance (2013), Finance (2012), Journal of Derivatives and Hedge Funds (2012)

Documents to download

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Publications edhec

This paper thoroughly analyses competing construction methods for factoring characteristics into returns. We show the importance of ensuring a proper...
This paper examines the dynamic trading strategies implemented by hedge fund managers using a Kalman filter of hedge fund betas across styles.
This paper investigates the role that hedge funds, a proxy for sophisticated investors, play in the price discovery process between stock and option...
Without losing in significance power, in beta consistency or in factor efficiency compared to the Fama and...