about me

2015: Habilitation to supervise PhD students

University of Paris Ouest Nanterre La Défense
Dissertation: "Essays in Financial Econometrics: Downside risk and portfolio optimization under parameter uncertainty" Download the dissertation

Supervisor: Valérie Mignon

Committee Members: Christophe Boucher (University of Paris X), Sébastien Laurent (IAE, Aix-en-Provence), Gaëlle Le Fol (University Paris Dauphine), Olivier Scaillet (University of Geneva), Stefan Straetmans (University of Maastricht).

2008: PhD Thesis in Economics (obtained with All Distinctions)

University of Orléans

Dissertation: "Essays on Value-at-Risk: Intraday Risk Modeling and Validation Tests"

Supervisors: Christophe Hurlin and Gilbert Colletaz
Committee Members: Bertrand Candelon (University of Maastricht), Cem Ertur (University of Orléans), Sébastien Laurent (University of

Namur), Jean-Michel Zakoian (University of Lille 3, CREST).

2005: Master Degree in Statistics and Applied Econometrics

University of Orléans