Faculty and researchers

VANDENBROUCKE Jurgen, PhD

Research Associate, EDHEC-Risk Institute

Speciality : Finance

Expertise : Technology, Big Data and Artificial Intelligence Investment Solutions

Contact

Email : [email protected]

Main academic publications

Journal of Investing (2019), Journal of Wealth Management (2019), Journal of Investment Management (2018), Journal of Asset Management (2016), Journal of Wealth (2016), Journal of Behavioral Finance (2015), Applied Economics and Finance (2015), European Journal of Law and Economics (2014), Structured Products (2012 ; 2013), Journal of Financial Transformation (2008), Bank- en Financiewezen (2005 ; 2006 ; 2008 ; 2009 ; 2010), The Euromoney Derivatives & Risk Management Handbook (2005), Hybrid Products – Instruments, Applications and Modelling (2004), Applied Economics Letters (1999), Economisch en Sociaal Tijdschrift (1996),

Documents to download

Pdf

CV - Jurgen Vandenbroucke, PhD...

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EDHEC Publications

EDHEC Publication

PREDICTING AND DECOMPOSING THE RISK OF DATA-DRIVEN PORTFOLIOS

Sophisticated algorithmic techniques are complementing human judgement across the fund industry. Whatever the type of rebalancing that occurs in the...

Academic publication

Adaptive Portfolios and the Power of Diversification

The Journal of Investing, Vol. 28, Issue 5, August 2019

About EDHEC

Operating from campuses in Lille, Nice, Paris, London and Singapore, EDHEC is one of the top 10 European business schools. Fully international and directly connected to the business world, EDHEC is a school for business, rather than a business school, where excellence in teaching and research focuses on innovation to stimulate entrepreneurship and creativity. EDHEC functions as a genuine laboratory of ideas and produces innovative solutions valued by businesses. The School’s teaching philosophy, inspired by its award-winning research activities, focuses on “learning by doing”.