LLEO SébastienFinance PhD, Mathematics Email: firstname.lastname@example.org Reims campus
- Investment management, Stochastic control and stochastic analysis, Stochastic portfolio optimization models for asset managers, pension funds and insurance companies, Financial data science, statistical learning and machine learning, Behavioral finance, Financial risk management, Derivatives pricingBiography:
Sébastien Lleo is an Associate Professor in the Finance Department at NEOMA Business School (France). He currently serves as Director of the Doctoral School: PhD and DBA. He is also a tutor on the Certificate in Quantitative Finance at FitchLearning (UK), and a member of the Steering Group of the CQF Institute. Sébastien was previously a Research Associate at Imperial College London (UK), worked over seven years in the investment industry in Canada and consulted on risk management and asset allocation projects in both Canada and the UK. He also held a visiting position at the Frankfurt School of Finance and Management (Germany), and was the lead researcher on the RISK PERFORM project, jointly funded by Région Champagne Ardennes and the European Union. Sébastien’s main research interests include investment management, stochastic control and stochastic analysis, data science and machine learning, behavioural finance, risk management and asset pricing. Selected articles appeared in SIAM Journal of Control and Optimization, Quantitative Finance, SIAM Journal on Financial Mathematics, International Journal of Forecasting, Financial Markets, Institutions & Instruments and Journal of Portfolio Management. He is also the author of several book chapters, a monograph on risk management commissioned by the Research Foundation of the CFA Institute and the coauthor of two books: Risk-Sensitive Investment Management with M. Davis, and Stock Market Crashes Predictable and Unpredictable and What to do About Them with W. T. Ziemba and M. Zhitlukhin. He presented his research at leading conferences and seminars in Europe, North America and Asia Pacific. At the end of 2017, Sébastien was appointed as Book Review Editor for Quantitative Finance. Sébastien holds a PhD in Mathematics from Imperial College London (UK), a MBA from University of Ottawa (Canada), and an MSc in Management from the Ecole Supérieure de Commerce de Reims (now NEOMA Business School, France). He is also a CFA Charterholder, a Certified Financial Risk Manager, a Professional Risk Manager, and a CQF alumnus.