Laurent Deville
Associate Professor
Financial Economics Track Director
Main contributions
Revue Française de Gestion (2019), Finance (2019), Gérer & Comprendre (2015), Bankers, Markets & Investors (2013), European Financial Management (2014), Review of Finance (2007), Banque & Marchés (2003 ; 2007)
Bio
Laurent Deville, PhD, is Associate Professor at EDHEC Business School (on leave from CNRS, the French National Center for Scientific Research) and Director of the Financial Economics Track. His research is devoted to the analysis of index derivatives and Exchange Traded Funds with a focus on market efficiency, liquidity and competition. One primary reason for the success of ETF is liquidity, but the way it is provided has not received much attention in research. Laurent Deville investigates the conjecture that the ETF specific structure implies that (il)liquidity on primary assets should be passed on the ETF market itself both theoretically and empirically. He also studies the creation and development of ETF markets from a sociological viewpoint.. He has published articles in several international peer-reviewed journals. He has taught master level classes Options, Futures and other Derivatives, Fundamentals of Trading or Advanced Excel and VBA programming at EDHEC Business School, Derivatives in asset management at Université Paris Dauphine (France), Theory of Finance at HEC School of Business (France) and CIIA® program Derivative Valuation and Analysis in Tunis (Tunisia).
Publications of Laurent Deville
Options, futures et autres actifs dérivés. Corrigés
Pearson, December 2021
Innovation financière et recherche en finance : le cas des Exchange-Traded Funds
Revue Française de Gestion, Volume 285, December 2019, Pages 101 - 118
The Making of Finance: perspectives from the social sciences
November 2019
Liquidity Provision in ETF markets: The basket and beyond
Finance, Volume 40, June 2019, Pages 53 - 85
Sources of risks in financial innovation: Embedded and additional risks in Exchange Traded funds (ETFs)
Routledge, September 2018, Pages 101 - 113