From Wikipedia, the free encyclopedia

François-Serge Lhabitant is an academic, businessman and writer.

Lhabitant obtained a B.Sc. in Economics, MSc. (Hons) in Banking and Finance, and a Ph.D. in Finance from HEC Lausanne. His Ph.D. thesis was on model risk in pricing and hedging fixed-income derivatives, and the use of derivatives in portfolio management. Lhabitant also obtained an engineering degree in Mathematics and Computer Science from the École Polytechnique Fédérale de Lausanne and an L.LM. in Tax Law from the University of Geneva.

Lhabitant is the CEO and CIO of Kedge Capital where he runs a multi-billion portfolio allocated primarily to hedge funds (private and public markets) and risk-controlled strategies on behalf of a small group of investors. [1] His funds have won several awards for their performance and risk-adjusted performance. [2] He was formerly a Director at UBS AG and the Head of Quantitative Risk Management at Union Bancaire Privée.

On the academic side, Lhabitant is currently a Visiting Professor of Finance at the Hong Kong University of Science and Technology and an adjunct professor at the Swiss Finance Institute. [3] He was formerly a Professor of Finance at HEC Lausanne and the co-director of its Master in Banking and Finance for 10 years, and has been an Associate Professor of Finance at the EDHEC Business School for 20 years.

Lhabitant has written several books on the topics of hedge fund, risk management, commodities, emerging markets and tax law. [4] Several of his research papers are available on SSRN. [5]

Selected books

  • Portfolio Diversification, September 2017, at ISTE Press – Elsevier, 274 pages, ISBN  978-1-78548-191-8.
  • CAIA Level II: Advanced Core Topics in Alternative Investments, November 2009, John Wiley and Sons (co-authored), 480 pages, ISBN  978-0-470-69426-8.
  • Hedge Funds: Origines, Stratégies, Performances, May 2008, at Editions Dunod, Paris, 391 pages (in French), ISBN  978-2-10-051343-7.
  • Stock Market Liquidity: Implications for Market Microstructure and Asset Pricing, January 2008 at John Wiley and Sons (co-edited with Greg N. Gregoriou), 528 pages, ISBN  978-0-470-18169-0.
  • The Handbook of Hedge Funds, December 2006, at John Wiley and Sons, London, 640 pages ISBN  978-0-470-02663-2.
  • Hedge Funds, May 2006, at Kais System, Seoul, 282 pages (in Korean), ISBN  978-89-952382-7-1.
  • Hedge Funds: Mitos y límites. Fondos de inversión especulativos de alto riesgo, May 2006, at Ediciones Gestión 2000, Barcelona, 407 pages (in Spanish), ISBN  978-84-96426-96-2.
  • Commodity Trading Advisors: Risk, Performance Analysis, and Selection, September 2004 at John Wiley & Sons, London (co-edited with Greg N. Gregoriou, V. Karavas and F. Rouah), ISBN  978-0-471-68194-6.
  • Hedge Funds: Quantitative Insights, June 2004, at John Wiley & Sons, London, 384 pages, ISBN  978-0-470-85667-3.
  • La gestion alternative, June 2004, at Editions Dunod, Paris, 302 pages (in French), ISBN  978-2-10-008158-5.
  • Doing Business in Emerging Europe, March 2003 at Palgrave Macmillan, ISBN: 0-333-99301-2 (co-authored with Y. Zoubir), 240 pages, ISBN  978-0-333-99301-9.
  • Hedge Funds: Myths and Limits, March 2002 at John Wiley & Sons, London, 280 pages, ISBN  978-0-470-84477-9.

References

From Wikipedia, the free encyclopedia

François-Serge Lhabitant is an academic, businessman and writer.

Lhabitant obtained a B.Sc. in Economics, MSc. (Hons) in Banking and Finance, and a Ph.D. in Finance from HEC Lausanne. His Ph.D. thesis was on model risk in pricing and hedging fixed-income derivatives, and the use of derivatives in portfolio management. Lhabitant also obtained an engineering degree in Mathematics and Computer Science from the École Polytechnique Fédérale de Lausanne and an L.LM. in Tax Law from the University of Geneva.

Lhabitant is the CEO and CIO of Kedge Capital where he runs a multi-billion portfolio allocated primarily to hedge funds (private and public markets) and risk-controlled strategies on behalf of a small group of investors. [1] His funds have won several awards for their performance and risk-adjusted performance. [2] He was formerly a Director at UBS AG and the Head of Quantitative Risk Management at Union Bancaire Privée.

On the academic side, Lhabitant is currently a Visiting Professor of Finance at the Hong Kong University of Science and Technology and an adjunct professor at the Swiss Finance Institute. [3] He was formerly a Professor of Finance at HEC Lausanne and the co-director of its Master in Banking and Finance for 10 years, and has been an Associate Professor of Finance at the EDHEC Business School for 20 years.

Lhabitant has written several books on the topics of hedge fund, risk management, commodities, emerging markets and tax law. [4] Several of his research papers are available on SSRN. [5]

Selected books

  • Portfolio Diversification, September 2017, at ISTE Press – Elsevier, 274 pages, ISBN  978-1-78548-191-8.
  • CAIA Level II: Advanced Core Topics in Alternative Investments, November 2009, John Wiley and Sons (co-authored), 480 pages, ISBN  978-0-470-69426-8.
  • Hedge Funds: Origines, Stratégies, Performances, May 2008, at Editions Dunod, Paris, 391 pages (in French), ISBN  978-2-10-051343-7.
  • Stock Market Liquidity: Implications for Market Microstructure and Asset Pricing, January 2008 at John Wiley and Sons (co-edited with Greg N. Gregoriou), 528 pages, ISBN  978-0-470-18169-0.
  • The Handbook of Hedge Funds, December 2006, at John Wiley and Sons, London, 640 pages ISBN  978-0-470-02663-2.
  • Hedge Funds, May 2006, at Kais System, Seoul, 282 pages (in Korean), ISBN  978-89-952382-7-1.
  • Hedge Funds: Mitos y límites. Fondos de inversión especulativos de alto riesgo, May 2006, at Ediciones Gestión 2000, Barcelona, 407 pages (in Spanish), ISBN  978-84-96426-96-2.
  • Commodity Trading Advisors: Risk, Performance Analysis, and Selection, September 2004 at John Wiley & Sons, London (co-edited with Greg N. Gregoriou, V. Karavas and F. Rouah), ISBN  978-0-471-68194-6.
  • Hedge Funds: Quantitative Insights, June 2004, at John Wiley & Sons, London, 384 pages, ISBN  978-0-470-85667-3.
  • La gestion alternative, June 2004, at Editions Dunod, Paris, 302 pages (in French), ISBN  978-2-10-008158-5.
  • Doing Business in Emerging Europe, March 2003 at Palgrave Macmillan, ISBN: 0-333-99301-2 (co-authored with Y. Zoubir), 240 pages, ISBN  978-0-333-99301-9.
  • Hedge Funds: Myths and Limits, March 2002 at John Wiley & Sons, London, 280 pages, ISBN  978-0-470-84477-9.

References


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