Jean-Christophe Meyfredi

Professor

EDHEC International BBA Director

Main contributions

European Financial Management Journal (2010), Journal of Alternative Investments (2008), Journal of Fixed Income (2007), Bankers, Markets & Investors (1998 ; 1999 ; 2005 ; 2017)

Discipline: Finance
Faculty: Data Science, Economics & Finance
Expertise:

Bio

Jean-Christophe Meyfredi, PhD, is Professor of Finance at EDHEC Business School. After having previously served as Head of Department, Dean of Faculty and Director of the EDHEC Business School Financial Economics track (Nice, London and Singapore), he has been appointed as EDHEC International BBA in Management Studies Director (Lille Campus). He teaches mostly applied courses such as Applied Mathematics, Financial Calculus, Portfolio Management and Trading. He received a teaching award in 2015 for the courses he has taught both in Applied Mathematics and in Portfolio Management.


Publications of Jean-Christophe Meyfredi

20.03.2017 - Article in a peer reviewed journal

An Examinination of the Impact of the EU Ban on Naked Purchases of Sovereign Credit Default Swaps

Jean-Christophe Meyfredi, Dominic O'Kane
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Bankers, Markets & Investors (ex-Banque & Marchés), April 2017, Pages 25 - 35


16.09.2009 - Working paper

Performance of Passive Hedge Fund Replication Strategies

Noël Amenc, Lionel Martellini, Jean-Christophe Meyfredi, Volker Ziemann
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September 2009


01.10.2007 - Working paper

A Copula Approach to Value-at-Risk Estimation for Fixed-Income Portfolios

Lionel Martellini, Jean-Christophe Meyfredi
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October 2007


04.06.2007 - EDHEC publication

The Myths and Limits of Passive Hedge Fund Replication

Noël Amenc, Walter Gehin, Lionel Martellini, Jean-Christophe Meyfredi
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EDHEC-Risk Institute publication, June 2007


07.03.2005 - Working paper

Is there a gain to explicitly modelling extremes? A risk management analysis

Jean-Christophe Meyfredi
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March 2005