Academic Referee for
Revue Economique, Revue d'Economie Politique, Annales d'Economie et de Statistiques, Economie et Prévisions, Finance, Actualité Economique, 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.
Edition
Associate Editor of The European Journal of Finance (2002-2005).
Administrative Activities
- 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 (since 2002).
- 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 PhD in Finance 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 PhD in Finance of the University of Vienna Program Project (September 2004).
- Member of the Admission Jury (2000-2004) for the ESCP-EAP European School of Management, for the Masters in Finance (Master Recherche and Master 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-EAP (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) and June 2008 (Lille).
- Member of the Scientific Committee (since 2001) 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) and June 2008 (La Réunion).
- Co-organizor of the Europlace Job Market in Finance held in May 2005 (Paris, ESCP-EAP) and in November 2007 (Paris, Mutualité).
- Member of the Scientific Committee of the June 2008 European Investment Review Conference.
- 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 June 2003 and June 2004 at the ESCP-EAP European School of Management (www.cibef.com).
- 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-EAP European School of Management
- Co-chairman of the first European Investment Review Annual Conference held in Paris in September 2001 (www.theeir.com).
Ph. D. Jury
- Stéphane Rinaudo, “Dynamic of Choices: Model and Applications”, PhD in Economics at the University Paris-1 under the supervision of Pr. Louis Levy-Garboua, with Honors, 4th of September 2003.
- Kamel Laaradh, “Pension Fund Performance Measures and Persistence: the UK Case”, at the University of Orléans under the supervision of Pr. Cyrille Piateky, with Honors, 22nd of November 2007.
Ph. D. Students (co-direction)
- Patrick Kouontchou (2004 - 2008), “Some Uses of High Frequency Data in Finance”, PhD in Economics at the University Paris-1 under the supervision of Pr. Thierry Chauveau.
- Paul Merlin, (2004 - present), “Asset Allocation and Risk Control: Neural Network Applications for Alternative Investments”, PhD in Economics from the University Paris-1 under the supervision of Pr. Thierry Chauveau.
- Benjamin Hamidi, (2006 – present), “Portfolio Insurance and Crisis Analysis: Quantile Regression Applications in Finance”, PhD in Economics at the University Paris-1 under the supervision of Pr. Thierry Chauveau.
- Guillaume Bagnarosa, (2006 - present), “Recovering Investors Beliefs and Preferences from Option Prices”, PhD in Economics at the University Paris-1 under the supervision of Pr. Christian de Boissieu.
Association Affiliations
- Institutional Member of the French Finance Association (AFFI), Member of the European Financial Management Association (EFMA) and of the SUERF.
- Founder and President of the association CARAA (since 2008).
- Co-founder and Vice-president of the association Finance-sur-Seine and Active Member of the Network for Financial Research (2000-2004).
- Member of the Economic Committee (Commission des affaires économiques) of the AFG (2002-2003).
- Member of the AFG Expert Panel on Hedge Funds (June 2002) and Volatility (June 2003) for reports to the French Regulatory Authority (ex COB).
Consulting Experiences (1994-2008)
Pension Fund (World Bank), Economic Studies (CDC), Performance Measurement and Risk Management (NSMD), Funds Picking and Asset Allocation (ABN Amro NV and ABN Amro France), Hedge Funds (ABN Amro AM UK, ABN Amro France).
Distinctions
- Academic Fellow of the Europlace Institute of Finance, since 2006.
- Best French Young Economist: Short listed in 2002 (Pr. Philippe Martin and Thomas Piketty, winners) and in 2003 (Pr. Pierre-Cyril Hautcoeur).
- Referred in the “Who’s Who” since 2005.
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