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Ph.D. in finance, 2021
University of Neuchâtel
M.Sc. in finance, 2009
University of Paris X and Warsaw School of Economics
Maîtrise in management, 2007
University of Versailles - Saint Quentin en Yvelines
B.Sc. in economics, 2006
University of Versailles - Saint Quentin en Yvelines
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We introduce TechRank, a recursive algorithm based on a bi-partite graph with weighted nodes. We develop TechRank with the purpose of …
This paper revisits the study of Cochrane (2005), to estimate the risk and returns of venture capital investments, while correcting for …
We study security-development patterns in computer-science technologies through (i) the security attention among technologies, (ii) the …
This paper investigates the effect of the “financialization” of commodity markets in terms of pricing. I explore whether …
This paper explores empirically whether the supply or the demand uncertainty, the time to maturity, and the slope of the term structure …
This paper studies the valuation effect of the SP-GSCI roll on commodity contracts. We identify a surge of investment tracking …
This dissertation is constituted of three distinct chapters on commodity markets, which cover different aspects of finance. The first …