Affichage du profil
Research centers :
Degree certificates :
Doctoral thesis: Essays in Empirical Finance : Portfolio Risk and Performance Management.
Biography: Laurent BODSON is KBL Affiliate Professor of Financial Management at HEC Management School University of Liège. Laurent teaches several courses and regularly provides executive seminars. Laurent is also co-founder and head of asset management solutions of Gambit Financial Solutions S.A., a spin-off company of HEC Management School - University of Liège that produces sophisticated software solutions for investor profiling, portfolio optimization and risk management. His areas of expertise include portfolio and risk management, as both a practitioner and researcher. Laurent has strong analytical and quantitative skills which have been applied in the fields of portfolio risk management and optimization. He has an extensive experience in non-Gaussian frameworks, i.e. integration of returns asymmetry and extreme events. He has developed specific approaches to price and manage financial securities (equity, derivative...) in a non-Gaussian risk-return tool. He is also specialized in investment analysis, style analysis and market price behavior. Laurent has presented numerous conferences and published in leading international scientific journals including Journal of Performance Measurement and Journal of Financial Research.
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