CFA Institute / EDHEC Alternative Asset Allocation Seminar - Instructors
Seminar Instructors
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François-Serge Lhabitant, PhD, is Associate Professor of Finance at EDHEC Business School, Professor of Finance at the University of Lausanne, 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. |
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Lionel Martellini, PhD, is Professor of Finance at EDHEC Business School and Scientific Director of the EDHEC Risk and Asset Management Research Centre. 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 the Journal of Mathematical Economics, Management Science, Review of Financial Studies, the Journal of Portfolio 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. |
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Nicolas Mougeot, PhD, is a Managing Director and the European Head of Global Equity Derivatives Strategy Group at Deutsche Bank. He was formerly Senior Derivatives Analyst at BNP Paribas, in charge of European volatility research. Prior to 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. |
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Christophe Reech is the Chairman and founder of the Reech AiM Group S.A., an alternative investment group specialising in global markets, natural resources, and real estate. Christophe has over fifteen years experience in investment banks derivatives, and financing. Before creating the Reech AiM Group in 2006, he headed Reech Capital PLC, an independent derivative valuations and pricing house he established in 1999 and sold to SunGard in 2004. Prior to that, he was Managing Director, Financial Products division, at Nikko Europe. His other previous assignments include developing and running the Global Equity Derivatives Groups at both Commerz Financial Products (the former derivatives arm of Commerzbank) and Banque Paribas (now part of BNP Paribas). Christophe regularly presents at leading industry conferences. He is a winner of Risk magazine’s 2004 "Risk Technologist of the Year" award. In 2003, he appeared in the "Top 30 European Innovating Companies" listing of Capital IT. In 2002, Time magazine shortlisted him in its "Top 25 European Innovators" underlining his visionary concepts. He holds a graduate degree in mathematics and physics. |
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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. |
CFA Institute / EDHEC Alternative Asset Allocation Seminar:








