Topics

International Finance, Asset Pricing, Performance Measurement, Financial Econometrics, Portfolio Optimization, Asset Allocation, Financial Crises, Volatility and Risk Management,  Extremes, Hedge Funds.

Affiliations

AAAdvisors-QCG (ABN AMRO), Variances, CES/CNRS – University of Paris-1 and Europlace Institute of Finance.

Publications and Research

Peer Reviewed Articles.

  1. Hamidi B., E. Jurczenko and B. Maillet, (2009), “A CAViaR Modelling for a Simple Time-Varying Proportion Portfolio Insurance Strategy”, Bankers, Markets &  Investors (ex Banque & Marchés), forthcoming 2009, 21 pages.
  2. Maillet B., J.-Ph. Médecin and Th. Michel, (2009), “High Watermarks of Market Risks”, Journal of Mathematical Methods in Economics and Finance, forthcoming 2009, 21 pages.
  3. Sorjaama A., P. Merlin, B. Maillet and A. Lendasse, (2009), “A Non-linear Approach for Completing Missing Values in Temporal Databases”, European Journal of Economic and Social System, forthcoming 2009, 20 pages.
  4. Kouontchou P. and B. Maillet, (2008), “Rose des vents, éventails et explosions d’étoiles sur le marché français”, Banque & Marchés 96, 42-62.
  5. Boucher Ch., B. Maillet and Th. Michel, (2008), “Do Misalignments Predict Aggregated Stock Market Volatility?”, Economics Letters 100, 317-320.
  6. Guinot Ch., B. Maillet and P. Rousset, (2006), “Understanding and Reducing Variability of SOM Neighborhood Structure”, Neural Networks 19(6-7), 838-846.
  7. Maillet B. and Th. Michel, (2005), “The Impact of the 9/11 Events on the American and French Stock Markets”, Review of International Economics 13(3), 597-611.
  8. Maillet B. and Th. Michel, (2005), “Technical Analysis Profitability when Exchange Rates are Pegged: A Note”, European Journal of Finance 11(6), 463-470.
  9. Jurczenko E., B. Maillet and B. Negréa, (2004), “A Note on Skewness and Kurtosis Adjusted Option Pricing Models under the Martingale Restriction”, Quantitative Finance 4(4), 479-488.
  10. Maillet B., M. Olteanu and J. Rynkiewicz, (2004), “Caractérisation des crises financières à l'aide de modèles hybrides (HMC-MLP)”, Revue d’Economie Politique 114(4), 489-506.
  11. Chauveau Th., S. Friederich, J. Héricourt, E. Jurczenko, C. Lubochinsky, B. Maillet, Ch. Moussu, B. Négrea and H. Raymond-Feingold, (2004), “La volatilité des marchés augmente-elle ?”, Revue d’Economie Financière 74, 17-44. 
  12. Maillet B. and Th. Michel, (2003), “A Market Shock Index based on Multiscale Analysis”, Quantitative Finance 3(2), 88-97.
  13. Maillet B. and Th. Michel, (2002), “Quelle a été l'ampleur de la crise financière de Septembre 2001 ? Une mise en perspective”, Revue d’Economie Financière 67, 269-276.
  14. Capelle-Blancard G., E. Jurczenko and B. Maillet, (2001), “The Approximate Option Pricing Model: Performances and Dynamic Properties”, Journal of Multinational Financial Management 11(4-5), 427-443.
  15. Maillet B. and Th. Michel, (2000), “Further Insights on the Puzzle of Technical Analysis Profitability”, European Journal of Finance 6(2), 196-224.
  16. Maillet B. and H. Raymond, (1998), “Variabilité du risque systématique : une étude du bêta sur le marché français des actions”, Banque & Marchés 37, 16-29.
  17. Maillet B. and Th. Michel, (1998), “Une étude empirique de la performance de l'analyse technique sur le marché des changes”, Banque & Marchés 34, 12-22 pages.
  18. Maillet B. and Th. Michel, (1997), “Mesure de temps, information et distribution des rendements intra-journaliers”, Journal de la Société Statistique de Paris 138(4), 89-120.

Book Chapters

  1. Hamidi B., B. Maillet and J.-L. Prigent, (2009), “A Risk Management Approach for Portfolio Insurance Strategies”, in Financial Risks, Gouriéroux-Jeanblanc (Eds), Economica, forthcoming 2009, 11 pages.
  2. Sorjamaa A., F. Corona, Y. Miche, P. Merlin, B. Maillet, E. Séverin and A. Lendasse, (2009), “Sparse Linear Combination of SOMs for Data Imputation: Application to Financial Database”, Lecture Notes in Computer Science, forthcoming 2009, 9 pages.
  3. Jurczenko E. and B. Maillet, (2006-d), “Introduction to Multi-moment Asset Allocation and Pricing Models”, in Multi-moment Asset Allocation and Pricing Models, Jurczenko-Maillet (Eds), John Wiley & Sons – New-York, 21-24.
  4. Jurczenko E. and B. Maillet, (2006-c), “Theoretical Foundations of Higher Moments when Pricing Assets”, in Multi-moment Asset Allocation and Pricing Models, Jurczenko-Maillet (Eds), John Wiley & Sons – New-York, Chapter 1, 1-36.
  5. Jurczenko E. and B. Maillet, (2006-b), “The 4-CAPM: in between Asset Pricing and Asset Allocation”, in Multi-moment Asset Allocation and Pricing Models, Jurczenko-Maillet (Eds), John Wiley & Sons – New-York, Chapter 6, 113-164.
  6. Jurczenko E., B. Maillet and P. Merlin, (2006), “Hedge Funds Portfolio Selection with Higher-order Moments: A Non-parametric Mean-Variance-Skewness-Kurtosis Efficient Frontier”, in Multi-moment Asset Allocation and Pricing Models, Jurczenko-Maillet (Eds), John Wiley & Sons – New-York, Chapter 3, 51-66.
  7. Maillet B. and P. Merlin, (2005), “Completing Hedge Fund Missing Net Asset Values using Kohonen Maps and Constrained Randomization”, in Artificial Neural Networks: Formal Models and Their Applications, Duch et al. (Eds), Lecture Note in Computer Science, Volume 3697,  Springer Verlag - Berlin, Part II, 923-928.
  8. Maillet B. and P. Rousset, (2003), “Classifying Hedge Funds using Kohonen Map”, in Connectionist Approaches in Economics and Management Sciences, Series in Advances in Computational Management Science, Vol. 6, Cottrell-Lesage (Eds), Kluwer Academic Publisher, 2003, 233-259.
  9. Jurczenko E. and B. Maillet, (2001), “The 3-CAPM: Theoretical Foundations and a Comparison of Asset Pricing Models in an Unified Framework”, in Developments in Forecast Combination and Portfolio Choice, Series in Financial Economics and Quantitative Analysis, Dunis-Moody-Timmermann (Eds), John Wiley & Sons – New-York, Chapter 13, 239-273.

Book Edition

  1. Jurczenko E. and B. Maillet, (2006-a), Multi-moment Asset Allocation and Pricing Models, Jurczenko-Maillet (Eds), John Wiley & Sons – New-York, 236 pages.

Submitted works

  1. Bagnarosa G., C. Corrado and B. Maillet, (2008), “Multipoint Padé and Option Pricing (I): A New Closed-form Higher-order Moment Approximant Pricing Formula”, 29 pages - in Finance, second round (October 2008); Status: revise and resubmit.
  2. Jurczenko E., B. Maillet and P. Merlin, (2008), “Efficient Frontier for Robust Higher-order Moment Portfolio Selection”, 58 pages - in Journal of Finance, first round (Fall 2008).
  3. Maillet B. and P. Merlin, (2009), “Outliers Detection, Correction of Financial Time-series Anomalies and Distributional Timing for Robust Higher-order Moment Asset Allocations”, 40 pages – in Journal of Empirical Finance, first round (Winter 2009).
  4. Hamidi B., B. Maillet and J.-L. Prigent, (2009), “A Dynamic AutoRegressive Expectile for Time-Invariant Proportion Portfolio Strategies”, 30 pages - in Journal of Economics Dynamic and Control, first round (Winter 2009).
  5. Kouontchou P., B. Maillet, I. Mathur and S. Friederich, (2009), “Measures of the Compass Rose Phenomenon on the London Stock Exchange”, 6 pages - in Economics Letters, first round (Winter 2009).
  6. Kouontchou P., B. Maillet, I. Mathur and S. Friederich, (2009), “On the Impact of the Compass Rose Phenomenon on GARCH Estimations”, 6 pages - in Economics Letters, first round (Winter 2009).
  7. Maillet B. and J.-Ph. Médecin, (2009), “Financial Crises, Extreme Volatilities and L-moment Estimations of Tail Indexes”, 56 pages - in Journal of Econometrics, first round (Winter 2009).

Working Papers

  1. Hamidi B., E. Jurczenko and B. Maillet, (2009), “D’un multiple conditionnel en assurance de portefeuille : CAViaR pour les gestionnaires ?”, forthcoming CES Working Paper, February 2009, 21 pages.
  2. Maillet B., J.-Ph. Médecin and Th. Michel, (2009), “High Watermarks of Market Risks”, forthcoming CES Working Paper, February 2009, 21 pages.
  3. Jurczenko E., B. Maillet and P. Merlin, (2008), “Efficient Frontier for Robust Higher-order Moment Portfolio Selection”, CES Working Paper, October 2008, 58 pages.
  4. Bagnarosa G., C. Corrado, E. Jurczenko and B. Maillet, (2008), “An Implicit Martingale Restriction in a Closed-form Higher-order Moment Option Pricing Formula based on Multipoint Padé Approximants”, ESCP-EAP Working Paper, February 2008, 30 pages.
  5. Kouontchou P. and B. Maillet, (2007), “Roses des vents, éventails et explosions d’étoiles sur le marché français : caractérisation, mesures et applications”, mimeo, 35 pages.
  6. Jurczenko E. and Maillet B., (2005), “The 4-CAPM: in between Asset Pricing and Asset Allocation”, mimeo, 79 pages.
  7. Maillet B., M. Olteanu and J. Rynkiewicz, (2005), “Non-linear Analysis of Shocks when Financial Markets are subject to Changes in Regime”, mimeo, 18 pages.
  8. Maillet B., Olteanu M. and J. Rynkiewicz,  (2004), “Caractérisation des crises financières à l'aide de modèles hybrides (HMC-MLP)”, Preprint du SAMOS, Université de Paris-1, 21 pages.
  9. Jurczenko E. and B. Maillet, (2003), “The 4-CAPM: Theoretical Foundations and a Comparison of Asset Pricing Models in an Unified Framework”, Working Paper in Finance Series, ESCP-EAP, 74 pages.
  10. Maillet B. and Th. Michel, (2003), “A Market Shock Index based on Multiscale Analysis”, Documents de Travail du TEAM, Université de Paris-1, 20 pages.
  11. Maillet B. and P. Rousset, (2003), “Classifying Hedge Funds using Kohonen Map: A First Attempt”, Preprint du SAMOS, Université de Paris-1, 23 pages.
  12. Jurczenko E., B. Maillet and B. Négrea, (2002), “Revisited Multi-moment Approximate Option Pricing Models (Part 1)”, Discussion Paper of the LSE-FMG n°430, 84 pages.      
  13. Jurczenko E., B. Maillet and B. Négrea, (2002), “Skewness and Kurtosis Implied by Option Prices: A Second Comment”, Discussion Paper of the LSE-FMG n°419, 32 pages.     
  14. Maillet B. and Th. Michel, (2002), “How Deep was the September 2001 Stock Market Crisis? Putting Recent Events on the American and French Markets into Perspective with and Index of Market Shocks”, Discussion Paper of the LSE-FMG, n°417, 14 pages.       
  15. Jurczenko E. and B. Maillet, (2001), “The 3-CAPM: Theoretical Foundations and a Comparison of Asset Pricing Models in an Unified Framework”, Documents de Travail du TEAM, Université de Paris-1, 63 pages.
  16. Capelle-Blancard G., E. Jurczenko and B. Maillet, (2001), “The Approximate Option Pricing Model: Empirical Performances and Simple Dynamic Properties”, Documents de Travail du TEAM, Université de Paris-1, 36 pages.
  17. Capelle-Blancard G., E. Jurczenko and B. Maillet, (2001), “The Approximate Option Pricing Model: Empirical Performances on the French Market”, Documents de Travail du TEAM, Université de Paris-1, 55 pages.
  18. Chauveau Th. and B. Maillet, (1998), “Estimations de ‘bêtas flexibles’ : le cas du marché parisien”, Documents de Travail de la Caisse des Dépôts et Consignations, n°1997-03/FI, 30 pages.      
  19. Chauveau Th. and B. Maillet, (1998), “Deux nouvelles mesures de performance”, Documents de Travail de la Caisse des Dépôts et Consignations n°1997-03/FI, 51 pages.

Other Works

  1. Chauveau Th., S. Friederich, J. Héricourt, E. Jurczenko, C. Lubochinsky, B. Maillet, Ch. Moussu, B. Négrea and H. Raymond-Feingold, (2004), “Réactions des autorités de marchés pendant et après les crises financières : causes, bilan et perspectives”, mimeo, 18 pages.      
  2. Lubochinsky C. and B. Maillet, (2003), “Beaucoup de bruit autour de la volatilité”, in Recueil d’opinion sur la Volatilité, publication of the AFG-ASFFI,  12 pages.
  3. Chauveau Th., J. Héricourt, E. Jurczenko, C. Lubochinsky, B. Maillet, B. Négrea and H. Raymond-Feingold, (2003), “La volatilité des marchés augmente-elle ? Théorie et mise en perspective historique”, mimeo, Discussion Paper of the NRF, 53 pages.
  4. Maillet B. and Th. Michel, (2002), “Mise en perspective des dernières turbulences de marché à l'aide d'un indice de crise”, Bulletin de la COB, 8 pages.
  5. Lubochinsky C. and B. Maillet, (2002), “Gestion alternative : un nouvel enjeu pour le marché français”, Recueil d’opinion sur la Gestion Alternative, publication of the AFG-ASFFI, 65-73.
  6. Jurczenko E., B. Négrea and B. Maillet, (2002), “Simplified Multi-moment Approximate Option Pricing Models”, Université de Paris I, mimeo, 54 pages.
  7. Maillet B. and Th. Michel, (2001), “Quelle est la gravité de la crise financière de septembre 2001 ?”,  Flash, CDC-IXIS Publication, 4 pages.
  8. Chauveau Th. and B. Maillet, (2001), “Performance: A Generalization of Traditional Measures”, Université de Paris I, mimeo, 60 pages.
  9. Maillet B. and Th. Michel, (1998), “Volume Time-scale and Intra-day Returns Density”, Université de Paris I, mimeo, 25 pages

Works in Progres

  1. Bagnarosa G., Ch. Corrado and B. Maillet, (2009-b), “Multipoint Padé and Option Pricing (II): An Empirical Perspective of Market Expectations using a Hybrid Genetic Algorithm”, forthcoming mimeo, 29 pages.
  2. Kouontchou P., B. Maillet and J.-Ph. Médecin, (2009), “Robust WP-SDcICA with L-negentropy for Financial Crisis Detection”, forthcoming mimeo, 6 pages.
  3. Boucher Ch., B. Maillet and H. Raymond, (2009), “A Wavelet-heterogeneous Index of Market Shocks for assessing the Gravity of Financial Crises”, forthcoming mimeo, 30 pages.
  4. Boucher Ch., P. Merlin and B. Maillet, (2009), “A Hybrid Robust DHMC-MLP Modelling of Financial Crises measured by the WhIMS”, forthcoming mimeo, 6 pages.
  5. Boucher Ch. and B. Maillet, (2009), “A Century of American Crises”, forthcoming mimeo, 10 pages.
  6. Hamidi B., B. Maillet and J.-L. Prigent, (2009), “A Multi-start Time-varying Mixed Proportion Portfolio Insurance Strategy”, forthcoming mimeo, 30 pages.
  7. Hamidi B., E. Jondeau and B. Maillet, (2009), “A Centile Regression Approach for Crisis Analysis”, forthcoming mimeo, 26 pages.
  8. Hamidi B., B. Maillet and P. Merlin, (2009), “A Robust Time-varying Style Analysis based on a Dynamic AutoRegressive Quantile – A Generalized Flexible Least Squares Model”, forthcoming mimeo, 10 pages.
  9. Kouontchou P. and B. Maillet, (2009), “ICA-based High Frequency VaR for Risk Management”, forthcoming mimeo, 8 pages.
  10. Kouontchou P. and B. Maillet, (2009), “High-frequency Market Risk Scenarii by Independent Component Analysis: Method and Application”, forthcoming mimeo, 39 pages.
  11. Kouontchou P. and B. Maillet, (2009), “A Robust Conditional Realized Multi-moment Asset Pricing Model”, forthcoming mimeo, 46 pages.
  12. Kouontchou P., B. Maillet, I. Mathur and S. Friederich, (2009), “Measures and Intensity of the Compass Rose Phenomenon on the European Stock Market”, forthcoming mimeo, 35 pages.
  13. Filippi P., Ch. Boucher, B. Maillet and P. Merlin, (2009), “Carte de style et facteur de risques”, forthcoming mimeo, 37 pages.
  14. Maillet B. and P. Merlin, (2009), “On the Impact of Extreme Returns on Higher-order Moment Portfolio Allocation”, forthcoming mimeo, 16 pages.
  15. Maillet B. and P. Merlin, (2009), “Time-series Completion and Scenarii Generation for Robust Asset Allocation and Risk Measurement”, forthcoming mimeo, 32 pages.
  16. Sorjamaa A., A. Lendasse, B. Maillet and P. Merlin, (2009), “Conditional Robust Flexible Completion”, forthcoming mimeo, 6 pages.

Conference, Workshop and Seminar Presentations (since March 2000):

1. TEAM seminar, University of Paris I Panthéon-Sorbonne (Paris, March 2000 - 1 paper)
2. Vth Spring Meeting of Young Economists (Oxford, March 2000 - 2 papers)
3. TEAM Seminar, University of Paris I Panthéon-Sorbonne (Paris, Mai 2000 - 1 paper)
4. VIIth International Conference in Forecasting Financial Markets (London, May 2000 - 2 papers)
5. XVIIth “Journées de Micro-économie Appliquée” (Québec, June 2000 - 1 paper)
6. XVIIth International Meeting of the GDR-CNRS Money and Finance (Lisbon, June 2000 - 2 papers, 1 discussion)
7. XVIIth AFFI International Conference in Finance (Paris, June 2000 - 1 paper)
8. Ist International Portuguese Finance Network Conference (Braga, July 2000 - 1 paper)
9. IXth European Financial Management Association Meetings (Athens, July 2000 - 1 paper)
10. IVth International Congress on Insurance, Mathematics and Economics (Barcelona, July 2000 - 2 papers)
11. ILth Conference of AFSE (Paris, September 2000 - 1 paper)
12. XIIIth Australasian Finance and Banking Conference (Sydney, December 2000 - 1 paper)
13. VIIIth International Conference in Forecasting Financial Markets (London, May 2001 - 4 papers)
14. XVIIIth “Journées de Micro-économie Appliquée” (Nancy, June 2001 - 1 chair, 1 discussion)
15. XVIIIth International Meeting of the GDR-CNRS Money and Finance (Pau, June 2001 - 1 chair, 1 discussion)
16. TEAM Seminar, University of Paris I Panthéon-Sorbonne (Paris, June 2001 - 1 paper)
17. XVIIIth AFFI International Conference in Finance (Namur, June 2001 - 1 paper)
18. Xth European Financial Management Association (Lugano, June 2001 - 2 papers)
19. VIIIth Multinational Finance Association Conference (Verona, June 2001 - 1 paper)
20. SIRIF Conference on Performance Measurement (Edinburgh, July 2001 - 1 paper)
21. VIIIth International Meeting of ACSEG (Rennes, November 2001 - 1 paper)
22. IIIrd Conference on Applications of Physics in Financial Analysis (London, December 2001 - 1 paper)
23. AFFI International Conference in Finance (Paris, December 2001 - 2 papers)
24. TEAM Seminar, University of Paris I Panthéon-Sorbonne (Paris, February 2002 - 1 paper)
25. Finance-sur-Seine Workshop (Paris, April 2002 - 1 paper)
26. GRIFI Conference on Financial Econometrics (Lille, May 2002 - 1 paper)
27. IXth International Conference in Forecasting Financial Markets (London, May 2002 - 1 paper)
28. XIXth “Journées de Micro-économie Appliquée” (Rennes, June 2002 - 1 chair, 1 paper)
29. XIIth International Meeting of the GDR-CNRS International Economics and Finance (Bordeaux, June 2002 - 1 paper)
30. IXth Multinational Finance Association Conference (Paphos - Cyprus, July 2002 - 1 paper)
31. XIXth AFFI International Conference in Finance (Strasbourg, June 2002 - 1 chair, 1 discussion, 2 papers)
32. LVIIth European Meeting of the Econometric Society (Venice, August 2002 - 1 paper)
33. SIRIF Conference on Financial Econometrics (Edinburg, August 2002 - 1 paper)
34. INQUIRE UK Conference on Higher Moments (London, September 2002 - 1 paper)
35. IXth International Meeting of ACSEG (Boulogne, November 2002 - 1 paper)
36. AFFI International Conference in Finance (Paris, December 2002 - 1 paper)
37. Advances in Financial Econometrics, University of Paris-10 (Paris, January 2003- 1 paper)
38. Xth International Conference in Forecasting Financial Markets (Paris, June 2003 - 2 papers, 1 chair)
39. XXth “Journées de Micro-économie Appliquée” (Montpellier, June 2003 - 1 chair)
40. XXth AFFI International Conference in Finance (Lyon, June 2003 - 1 chair)
41. VIIth IME Conference (Lyon, June 2003 - 1 paper)
42. Xth International Meeting of ACSEG (Nantes, November 2003 - 1 paper)
43. AEA - Stock Market Conference (Paris, April 2004 - 1 paper, 1 chair)
44. International Conference of the Euro Working Group (Paris, May 2004 - 1 chair)
45. International ESANN Conference (Bruges, May 2004 - 1 paper)
46. XXIth “Journées de Micro-économie Appliquée” (Lille, June 2004 - 1 discussion, 1 chair)
47. XIth International Conference in Forecasting Financial Markets (Paris, June 2004 - 1 paper, 1 chair)
48. GRETA International Conference in Financial Econometrics (Venice, June 2005 - 1 paper)
49. XXIInd International Meeting of the GDR-CNRS Money-Finance (Strasbourg, June 2005 - 1 paper)
50. XX1st “Journées de Micro-économie Appliquée” (Hammamet, June 2005 - 1 chair)
51. XX1tst AFFI International Conference in Finance (La Defense, June 2005 - 3 papers)
52. XXXIInd European Finance Association Conference (Moscow, June 2005 - 1 discussion)
53. International Conference on Natural Computation (Changsha, August 2005 - 1 paper)
54. Vth Workshop on SOM (Paris, September 2005 - 2 papers)
55. International Meeting of ICANN (Warsaw, September 2005 - 2 papers)
56. International Conference on Financial Forecasting (Loutraki, October 2005 - 2 papers)
57. XIIth International Meeting of ACSEG (Marseille, November 2005 - 2 papers)
58. Advances in Financial Econometrics, University of Paris-10 (Paris, December 2005 - 4 papers)
59. EC2 Insurance and Finance Conference (Istanbul, December 2005 - 2 papers)
60. International Conference on High Frequency Finance (Konstanz, May 2006 - 1 paper)
61. XXIIIth“Journées de Micro-économie Appliquée” (Nantes, June 2006 - 1 discussion, 1 chair, 4 papers)
62. XXIInd AFFI International Conference in Finance (Poitiers, June 2006 - 1 Prize jury)
63. International ESANN Conference (Bruges, May 2007 - 2 papers)
64. XXII th AFFI International Conference in Finance (Bordeaux, June 2007 - 10 papers)
65. XX1sst “Journées de Micro-économie Appliquée” (Fribourg, June 2007 - 2 papers)
66. Xth European Workshop on Efficiency and Productivity Analysis (Lille, June 2007 - 1 paper)
67. Vth International Financial Research Forum, Europlace Institute of Finance, (Paris, June 2007 - 1 paper)
68. LVIth Annual Congress, AFSE (Paris, September 2007 - 1 paper)
69. Advances in Financial Econometrics, University of Paris-10 (Paris, November 2007 -4 papers)
70. International Conference in Math. & Stat. Methods for Actuarial. Science and Finance (Venice, March 2008 - 1 paper)
71. 1st EIF Financial Risks International Forum (Paris, March 2008 - 1 paper)
72. XXVth “Journées de Microéconomie Appliquée” (Saint-Denis de la Réunion, May 2008 - 2 papers, 3 discussions)
73. XXIII rd AFFI International Conference in Finance (Lille, June 2008 - 1 paper, 1 chair)
74. LVIIth Annual Congress, AFSE (Paris, September 2008 - 1 paper)
75. Advances in Financial Econometrics, University of Paris-10 (Paris, November 2008 - 5 papers)
76. IVth Tinbergen Institute Conference (Rotterdam, March 2009 - 2 papers)
77. International ESANN09 Conference (Bruges, April  2009 - 3 papers)
78. XXIV th AFFI International Conference in Finance (Brest, June 2009 – 2 papers)