• 中财主站 | 
  • 加入收藏


当前位置: 首 页>>师资队伍>>客座教授>>正文

Thierry Roncalli

时间:2017-06-23 19:37:50 作者: 来源: 浏览次数:

Research Associate at EDHEC-Risk Institute, Thierry Roncalli is also Head of Quantitative Research at Lyxor Asset Management. He joined Lyxor in 2009 as Head of Research and Development and was appointed Head of Quantitative Research in 2012. Prior to Lyxor, hewas Head of Investment Products and Strategies in the Structured Asset Management Department at SGAM in 2005. He was previously the Head of Risk Analytics at the Groupe de Recherche Opérationnelle of Crédit Agricole. From 2001 to 2003, he was also a member of the Industry Technical Working Group on Operational Risk (IT-WGOR). Thierry began his professional career at Crédit Lyonnais in 1999 as a financial engineer. Before that, Thierry was a researcher at the University of Bordeaux and then a Research Fellow at the Financial Econometrics Research Centre of Cass Business School. During his five years of academic career, he also served as a consultant for different banks and asset managers.

Thierry holds a PhD in Economics from the University of Bordeaux and is the author of many articles in quantitative finance. He has also published two books on Financial Risk Management and Quantitative Asset Management. His last book “Introduction to Risk Parity and Budgeting” has been published in August 2013 by Chapman & Hall. Since 2003, he has been Professor in Finance at the University of Evry.



学院南路校区:北京市海淀区学院南路39号图配楼四层,邮编100081;  沙河校区:北京市昌平区沙河高教园区4号楼 邮编102206;

Copyright 2014 中央财经大学管理科学与工程学院