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)
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 Business Management 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
An Examinination of the Impact of the EU Ban on Naked Purchases of Sovereign Credit Default Swaps
Bankers, Markets & Investors (ex-Banque & Marchés), April 2017, Pages 25 - 35
Performance of Passive Hedge Fund Replication Strategies
September 2009
A Copula Approach to Value-at-Risk Estimation for Fixed-Income Portfolios
October 2007
The Myths and Limits of Passive Hedge Fund Replication
EDHEC-Risk Institute publication, June 2007
Is there a gain to explicitly modelling extremes? A risk management analysis
March 2005