Welcome to my website! Here is some information about my research, interests, and hobbies.
Ph.D. in finance, 2021
University of Neuchâtel
M.Sc. in finance, 2009
University of Paris X and Warsaw School of Economics
Maîtrise in management, 2007
University of Versailles - Saint Quentin en Yvelines
B.Sc. in economics, 2006
University of Versailles - Saint Quentin en Yvelines
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We extract firms’ cyber risk with a machine learning algorithm measuring the proximity between their disclosures and a dedicated …
Along with the increasing frequency and severity of cyber incidents, understanding their economic implications is paramount. In this …
This article introduces TechRank, a recursive algorithm based on a bipartite graph with weighted nodes that the authors developed to …
n this paper, the authors estimate the risk and return of venture capital investments with selection bias correction. They use an …
Early-stage firms play a significant role in driving innovation and creating new products and services, especially for cybersecurity. …
We study security-development patterns in computer-science technologies through (i) the security attention among technologies, (ii) the …
This paper investigates the effect of the “financialization” of commodity markets in terms of pricing. I explore whether …
This paper explores empirically whether the supply or the demand uncertainty, the time to maturity, and the slope of the term structure …
This paper studies the valuation effect of the SP-GSCI roll on commodity contracts. We identify a surge of investment tracking …
This dissertation is constituted of three distinct chapters on commodity markets, which cover different aspects of finance. The first …