François-Serge Lhabitant, PhD, is Affiliated Professor of Finance at EDHEC Business School and a member of EDHEC-Risk Institute, and Chief Investment Officer at Kedge Capital.

François-Serge is responsible for the investment management of the Kedge Capital Funds and investment mandates operated by the Kedge Group. Before joining Kedge, he was a senior executive at UBP where he was in charge of the quantitative analysis and the management of dedicated hedge fund portfolios. Prior to that, he was a director at UBS Private Banking Division and Global Asset Management.

His research has been published in refereed academic and practitioner journals such as the Journal of Alternative Investments, European Finance Review, and the Journal of Risk Finance. He is a member of the Scientific Committee of the AMF (the French financial markets regulatory body) and of the AIMA Investor Steering Committee, and he contributes to the International Association of Financial Engineers and the Professional Risk Managers’ International Association.

François-Serge has written several bestsellers on hedge funds and co-edited books on commodities, hedge funds, and stock market liquidity. His latest reference text is the Handbook of Hedge Funds (Wiley Finance). He is a seasoned keynote speaker at top industry events. He holds graduate degrees in engineering, banking, and finance and a PhD in finance from the University of Lausanne.

Lionel Martellini, PhD, is Professor of Finance at EDHEC Business School and Scientific Director of EDHEC-Risk Institute.

Lionel has consulted on risk management, alternative investment strategies, and performance benchmarks for various institutional investors, investment banks, and asset management firms, both in Europe and in the United States. His research has been published in leading academic and practitioner journals including Management Science, Review of Financial Studies, European Financial Management, Financial Analysts Journal, and Risk. He sits on the editorial board of the Journal of Portfolio Management and the Journal of Alternative Investments.

Lionel has co-authored and co-edited reference texts on fixed-income management and alternative investment such as the much praised "Fixed-Income Securities: Valuation, Risk Management and Portfolio Strategies" (Wiley Finance) and is regularly invited to deliver presentations at leading academic and industry conferences. He holds graduate degrees in business administration, economics, statistics and mathematics, as well as a PhD in finance from the Haas School of Business at UC Berkeley.

Peter Carr, PhD, is Head of Quantitative Financial Research at Bloomberg LP, where his group is responsible for all facets of the business operation relating to modelling and analytics.

He is also Director of the MSc Mathematics in Finance at the New York University Courant Institute.

Before joining Bloomberg in 2003, he headed equity derivative research groups for six years at Bank of America Securities and at Morgan Stanley. Before joining the Courant Institute in 2001, he worked for four years as Adjunct Professor at Columbia University. Before moving to industry, he served as Assistant Professor of Finance at Cornell University for eight years.

He has published extensively in leading academic and practitioner journals, including the Journal of Finance, the Journal of Financial Economics, Review of Financial Studies, the Journal of Derivatives, and Risk. He also serves as Associate Editor for nine scientific journals related to mathematical finance and derivatives. He is credited for co-inventing the variance gamma model, inventing static and semi-static hedging of exotic options, and popularising volatility products. He has received numerous distinctions for his work, including the Institute of Advanced Studies Medal for Science (2008), Wilmott Magazine’s award for "Cutting Edge Research" (2004), and Risk Magazine's “Quant of the Year” award (2003). He is a frequent speaker at both practitioner and academic conferences. He holds an MBA from the University of Toronto and a PhD in finance from UCLA.

Nicolas Mougeot, PhD, is a Managing Director and the Global Head of Equity Derivatives and Quantitative Strategy at Deutsche Bank.

He was formerly Senior Derivatives Analyst at BNP Paribas, in charge of European volatility research. Before joining BNP Paribas, Nicolas worked in the quantitative research departments of Lehman Brothers and Salomon Smith Barney.

His work on non-standard sources of risk in the financial markets and volatility strategies has appeared in corporate publications as well as in academic and practitioner journals such as the Journal of Banking and Finance and Risk.

Nicolas has contributed a chapter on second-generation volatility products to the textbook Volatility as an Asset Class (Risk Books) and delivered presentations at leading academic and industry conferences. He holds graduate degrees in econometrics and finance as well as a PhD in finance from the University of Lausanne.

Russell Read, PhD, CFA, is Senior Managing Partner of C Change Investments, a private equity firm investing in companies that address resource limits in energy, water, food, air and materials.

Before founding C Change Investments in 2008, he served as Chief Investment Officer for the California Public Employees’ Retirement System (CalPERS), America’s largest pension fund. Prior to that, he was the Deputy Chief Investment Officer of Deutsche Asset Management

During his tenure at CalPERS, he redirected the portfolio toward international and natural resources opportunities, introduced its commodities and infrastructure investment programmes, re-established and enhanced its forestland investment programme, and established its environmental investment initiative as the leader among institutional investors.

Russell is also a founding member of the P8 Group, which brings together senior officials from the world’s largest public pension and sovereign investment funds to develop actions relating to global issues and particularly climate change. He has provided testimony to institutional investors, United States federal legislators and regulators, the United States Treasury, and the United Nations on how to invest effectively while protecting and enhancing the environment.

He holds an MBA from the University of Chicago, a Master of Arts in economics and a PhD in political economy, both from Stanford University. He is also a Chartered Financial Analyst, a Chartered Life Underwriter, and a Chartered Financial Consultant.

Etienne Rouzeau, PhD, is a Director and the Head of Allocation and Risks with Allianz Alternative Asset Management (AAAm), the fund of hedge fund operation of Allianz Global Investors.

Etienne’s department is responsible for assessing the risk management processes implemented by hedge fund managers, optimising fund of fund construction by aligning bottom-up fund choices with top-down strategic allocation, and making sure that funds deliver the desired performance while respecting their risk budgets. Before joining AAAm in 2006, Etienne supervised the structured products and alternative investments businesses of Natexis Asset Management. Prior to that, he was an Associate Professor of Finance at EDHEC Business School.

Etienne has published research work in Finance and frequently presents at top industry conferences. He holds graduate degrees in business administration and applied probability as well as a PhD in finance from University of Paris – Sorbonne.