Advanced Hedge Fund Investing Faculty
Making academic expertise accessible and real life complexity manageable…
François Serge Lhabitant, Ph.D.
François-Serge Lhabitant is Associate Professor of Finance at EDHEC Business School, Professor of Finance at the University of Lausanne, and Chief Investment Officer at Kedge Capital.
Professor Lhabitant 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, Professor Lhabitant was a director at UBS Private Banking Division and Global Asset Management where he developed quantitative models for hedge fund analysis and performance measurement.
At EDHEC Business School, Professor Lhabitant teaches the Hedge Funds, Commodities and Managed Futures course within the MSc in Risk and Asset Management programme and contributes to the work of the EDHEC
Risk and Asset Management Research Centre. 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.
Professor Lhabitant has authored a large number of articles on finance and economics in industry publications as well as several books on alternative
investments and emerging markets including several hedge fund bestsellers. His latest reference text is the Handbook of Hedge Funds (Wiley Finance). He is a seasoned presenter and keynote speaker at top industry events.
Professor Lhabitant holds graduate degrees in engineering, banking and finance and a PhD in Finance from the Ecole des Hautes Etudes Commerciales of the University of Lausanne.
Lionel Martellini, Ph.D.
Lionel Martellini is Professor of Finance at EDHEC and the Scientific
Director of the EDHEC Risk and Asset Management Research Centre.
Recent centre outputs co-authored by Professor Martellini include: The Benefits of Hedge Funds in ALM and Investing in Hedge Funds: Adding Value through Active Style Allocation Decisions.
Professor Martellini has worked as a consultant in the fields of alternative investment, fixed income and derivatives. He has been closely associated with the development of the EDHEC Alternative Investment Indexes and has
served as an advisor to funds of hedge funds. Professor Martellini’s research has been published in prestigious academic and practitioner journals such as
the Review of Financial Studies and the Financial Analysts Journal and Management Science. He sits on the editorial board of the
Professor Martellini has co-authored reference texts on fixed-income management and alternative investment 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 (Haas School of Business UC Berkeley).
Praise for texts authored by course faculty
Hedge Funds: Quantitative Insights by F.S. Lhabitant
”Lhabitant has done it again! Whereas most books on hedge funds are nothing more than glorified marketing brochures, Lhabitant’s new book tells it how it is in reality. Accessible and understandable but at the same time thorough and critical.”
Harry M. Kat, Ph.D., Professor of Risk Management and Director Alternative Investment Research Centre, Cass Business School, City University
”François-Serge Lhabitant actually manages to make quantitative analysis ‘approachable’- even for those less gifted with numbers. This book, like its predecessor, includes an unprecedented mix of common sense and sophisticated technique. A fantastic guide to the ‘nuts and bolts’ of hedge fund analysis and a ‘must’ for every serious investor.”
Barbara Rupf Bee, CEO, HSBC Republic Investment Limited, London
Fixed-Income Securities: Valuation, Risk Management and Portfolio Strategies by L. Martellini, P. Priaulet and S. Priaulet
"The authors have produced a work of the very highest quality. As focused as it is comprehensive, this is a superb contribution to the literature..."
Moorad Choudhry, VP, Structured Finance Services, JPMorgan Chase Bank, Senior Fellow, Centre for Mathematical Trading and Finance, CASS Business School, London.
Fixed-Income Securities: Dynamic Methods for Interest Rate Risk Pricing and Hedging by L. Martellini and P. Priaulet
"This is the first book I have seen to carefully cover such a wide set of topics in both theoretical and applied fixed-income modelling, ranging from the use of market information to obtain yield curves, to the pricing and hedging of bonds and fixed-income derivatives, to the currently active topic of defaultable yield-curve modelling. It will be particularly useful to practitioners."
Darrell Duffie, Stanford University.
EDHEC AM Education Advanced Hedge Fund Investing Seminar:
