All talks

2024

The 23rd Workshop on the Economics of Information Security

Cyber risk and the cross-section of stock returns - The determinants of cyberattack costs
Apr 8, 2024 The University of Dallas at Texas, USA

2023

The 22nd Workshop on the Economics of Information Security

Measuring the performance of investments in information security
Jul 6, 2023 Geneva, Switzerland

Cyber Alp Retreat 2023

Cyber risk and the cross-section of stock returns
Jun 22, 2023 Sachseln, Switzerland

2022

5th annual J.P. Morgan Center for Commodities (JPMCC) “New Directions in Commodities Research” international symposium

A tale of two premiums revisited
Aug 16, 2022 CU Denver Business School, USA

CICF Conference

A tale of two premiums revisited
Jul 8, 2022 Shanghai, China

Cyber Alp Retreat 2022

The new risk and return of venture capital investments
Jul 7, 2022 Sachseln, Switzerland

JFA‑PBFJ Conference

A tale of two premiums revisited
Mar 14, 2022 Japan

2021

Newcastle University Investment Society

Market efficiency, from low to high frequencies
Oct 20, 2021 Newcastle University, UK

Derivative Markets Conference 2021

A tale of two premiums revisited
Sep 9, 2021 — Sep 10, 2021 Auckland University of Technology, New Zealand

4th annual J.P. Morgan Center for Commodities (JPMCC) “New Directions in Commodities Research” international symposium

The valuation effects of index investment in commodity futures
Aug 16, 2021 — Aug 17, 2021 CU Denver Business School, USA

Commodity and Energy Markets Association Annual Meeting 2020-2021

The valuation effects of index investment in commodity futures
Jun 17, 2021 — Jun 18, 2021 Universidad Carlos III, Madrid, Spain

37th International Conference of the French Finance Association

The valuation effects of index investment in commodity futures
May 26, 2021 — May 28, 2021 Audencia Business School, France

Ma thèse en 180 secondes

Participation à “Ma thèse en 180 secondes” édition 2021"
Apr 22, 2021 University of Neuchâtel, Switzerland
Video

IAF research day 2021

The index fund roll drift
Feb 19, 2021 University of Neuchâtel, Switzerland

2020

Dauphine Hedge Fund Conference 2020

The valuation effects of index investment in commodity futures
Jan 16, 2020 — Jan 17, 2020 Paris Dauphine University, France

2019

New Zealand Finance Meeting 2019

A comprehensive look at commodity volatility forecasting
Dec 18, 2019 — Dec 20, 2019 Auckland University of Technology, New Zealand

Securities and Financial Markets Conference 2019

A comprehensive look at commodity volatility forecasting
Dec 6, 2019 — Dec 7, 2019 National Sun Yat-sen University, Taiwan

ESSEC Non Standard Investment Choice Workshop 2019

Revisiting the valuation effects of the GSCI roll
Sep 20, 2019 ESSEC Business School, France

Queenstown Derivative Markets Conference 2019

Revisiting the valuation effects of the GSCI roll
Aug 8, 2019 — Aug 9, 2019 Queenstown, New Zealand

IAF research day 2019

A comprehensive look at commodity volatility forecasting
Jun 6, 2019 University of Neuchâtel, Switzerland