top of page

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

bottom of page