Other Activities

Academic Referee for:

Revue Economique, Revue d'Economie Politique, Annales d'Economie et de Statistiques, Economie et Prévisions, Actualité Economique, Cahiers Economiques de Bruxelles, Finance, Journal of Forecasting, Journal of Multinational Finance, European Journal of Finance, Financial Modelling, European Financial Management Journal, Quantitative Finance, Journal of Statistical Planning and Inference, European Journal of Operational Research, Journal of Empirical Finance, Journal of Economic Surveys.

Edition

Associate Editor of The European Journal of Finance (2002-2005).

Administrative Activities

• Member of the Committee of the “CFA France / SSgA Quant. Awards” (March-May 2010).
• President and founder of the “Center for Advanced Research in Asset Allocation” - CARAA Association (since 2008).
• Member of the Board (“Commission de perfectionnement”) of the Master in “Risk Management” (Master, “Gestion des risques") of the University of Evry (2002-2007).
• Member of the Expert Committee (“Commission de spécialistes”) of the University of Evry (2002-2007).
• Co-director of the joint program in Finance between the Higher School of Economics (Russia) and the University of Paris-1 (2001-2007).
• Member of the “Best Ph.D. in Finance Award Committee of AFFI-Euronext” (2006).
• International Expert in Asset Management for the World Bank - Pension Fund Project (June-July 2005).
• International Expert in Finance for the Austrian Science Foundation - the New Ph.D. in Finance of the University of Vienna Program Project (September 2004).
• Member of the Admission Jury (2000-2004) for the ESCP Europe, for the Masters in Finance (Master 2 Recherche and Master 2 Pro) of the University Paris-1, for the Master in Finance of ESA (Beirut).
• Vice-president and co-founder of the “Finance-sur-Seine” Association and “Network for Financial Research” (NFR), joint research association of Paris-1 and the ESCP Europe (2000-2004).
• Co-director of the DEA Monnaie-Banque-Finance (Master Program in Finance) at the University of Paris-1 (2001-2003).
• Organizor of TEAM/CNRS Paris-1Weekly Internal Seminar (1998-2001).
• Member of the Scientific Committee of the TEAM/CNRS Doctoral Program Commission (1998-2000).

Scientific and Organization Committees

• Member of the Scientific Committee of the AFFI conference held in June 2007 (Bordeaux), June 2008 (Lille) and June 2009 (Brest).
• Member of the Scientific Committee of the Journées de Micro-économie Appliquée held in June 2002 (Rennes), June 2003 (Montpellier), June 2004 (Lille), June 2005 (Hammamet), June 2006 (Nantes), June 2007 (Fribourg), June 2008 (La Réunion) and June 2009 (Dijon).
• Co-organizor of the Europlace Job Market in Finance held in May 2005 (Paris, ESCP Europe) and in November 2007 (Paris, Mutualité).
• Member of the Scientific Committee the “Applied Econometric Association Financial Market Conference” in April 2004 (Paris) and in October 2006 (Athens).
• Member of the Scientific Committee and co-organizor of the “Forecasting Financial Markets Conferences”, held in June 2003 and in June 2004 at the ESCP Europe.
• Co-organizor of the Workshop on “Multi-moment Capital Asset Pricing Models and Related Topics”, “Finance-sur-Seine” Association, held on the 29th of April 2002 at the ESCP Europe.
• Co-chairman of the first European Investment Review Annual Conference held in Paris in September 2001.

 Ph. D. Jury

• Hechmi Ben Hameur, (2009), “Garanteed Products and Attitude to Risk”, Ph.D. in Finance of the University of Cergy under the supervision of Pr. Jean-Luc Prigent, with Honors, 3rd of December 2009.
• Paul Merlin, (2009), “Neural Network Applications for Alternative Investments”, Ph.D. in Economics of the University Paris-1 under the supervision of Pr. Thierry Chauveau, with Honors, 22nd of June 2009.
• Patrick Kouontchou, (2008), “High Frequency Data in Finance: Four Empirical Essays”, Ph.D. in Economics of the University Paris-1 under the supervision of Pr. Thierry Chauveau, with Honors, 20th of June 2008.
• Kamel Laaradh, (2007), “Pension Fund Performance Measures and Persistence: the UK Case”, Ph.D. in Finance of the University of Orléans under the supervision of Pr. Cyrille Piateky, with Honors, 22nd of November 2007.
• Stéphane Rinaudo, (2003), “Dynamic of Choices: Model and Applications”, Ph.D. in Economics of the University Paris-1 under the supervision of Pr. Louis Levy-Garboua, with Honors, 4th of September 2003.

Ph. D. Students (co-supervision)

• Patrick Kouontchou, (2004 - 2008), “High Frequency Data in Finance: Four Empirical Essays”, Ph.D. in Economics from the University Paris-1 under the supervision of Pr. Thierry Chauveau, obtained on the 20th of June 2008 with Honors (All Distinctions) – Quantitative Analyst and Junior Partner at Variances (Academic Job Market Candidate in 2009/2010).
• Paul Merlin, (2005 - 2009), “Neural Network Applications for Alternative Investments”, Ph.D. in Economics at the University Paris-1 under the supervision of Pr. Thierry Chauveau, obtained on the 22nd of June 2009 with Honors (All Distinctions) – Risk Manager within ABN AMRO (Academic Job Market Candidate in 2009/2010).
• Benjamin Hamidi, (2006 – expected end: spring 2010), “Portfolio Insurance and Crisis Analysis: Quantile Regression Applications in Finance”, Ph.D. in Economics at the University Paris-1 under the supervision of Pr. Thierry Chauveau (Paris-1).
• Guillaume Bagnarosa, (2006 - present), “Recovering Investors’ Beliefs and Preferences from Option Prices”, Ph.D. in Economics at the University Paris-1 under the supervision of Pr. Christian de Boissieu (Paris-1).
• Grégory Jannin, (2009 – present), “Utility, Distribution and Financial Turbulence: Consequences on Investors’ Preferred Asset Allocations”, Ph.D. in Finance under the co-supervision of Pr. Constantin Mellios (Paris-1).
• Tristan Roger, (2009 - present), “Liquidity Risk, Equilibrium and Asset Pricing”, Ph.D. in Finance under the co-supervision of Pr. Michaël Rockinger (HEC Lausanne, SFI and CREST).