Curriculum Vitae

Education

  • 2002: PhD in Economics: Modélisations de la Value at Risk : une évaluation de l′approche RISKMETRICS, with Best Distinctions, University Paris 2 (France) (Advisor: Catherine Lubochinsky)

Current position

  • Associate Professor of Finance, University of Luxembourg
  • Academic Director, Professional Bachelor’s degree in Management, University of Luxembourg
  • Associate Researcher, LAMETA, university of Montpellier I (France)
  • Co‐director CREFI‐LSF (2006‐2008)

Research Interest

Financial Econometrics, Risk Management, Market microstructure and Fund industry

Teaching

Statistics, Financial Econometrics, Risk Management, Portfolio Theory



last modified:21 Mar 2012