Research Associate

Speciality : Finance

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

Journal of Portfolio Management (2013), European Financial Management (2009 ; 2012), Journal of Portfolio Management (2012), Journal of Financial Research (2010), Journal of Asset Management (2009), Journal of Banking and Finance (2007 ; 2013), Journal of Risk (2006 ; 2008), Journal of Derivatives (2002), Journal of Futures Markets (2002 ; 2007 ; 2009), Applied Financial Economics (2005), Journal of Derivatives (2002), Journal of Alternative Investments (2001)

Documents to download

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Publications edhec

Journal of Banking & Finance, Volume 37, Issue 5, May 2013, pp1759-1776.
We measure the intangible value by means of a firm’s Intellectual Capital, which encompasses the intangible...
We document that these deviations are only temporary and the prices of the two insurance contracts revert to...
Ignoring the self-reported benchmark results in different measurement of stock selection and timing...
Given a large variation of techniques and theories with regard to how value is measured, this article...
We select two approaches that have recently stood out in the statistics and econometric literature and have...
We used a database with transactions from the U.K. market to identify insiders with superior market timing abilities. For the period 1994 to...
We compute VaR and ES through completely modelfree methods, as well as through mean/variance and distribution model-based methods. Among the...