Risk-sensitive Asset Management
|Date||27th May 2009|
|Time||1:00pm - 2:00pm|
|Venue||ICMA Centre, Room G03/04|
His research interests include investment management, risk management, asset pricing, stochastic control and stochastic analysis. Sébastien worked seven years in the investment industry, at the Bank of Canada and at CMHC Pension Fund. Sébastien holds a PhD in mathematics from Imperial College London (UK), a MBA from University of Ottawa (Canada), and a MSc. in Management from Reims Business School (France). He is a CFA Charterholder, a Professional Risk Manager, a Certified Financial Risk Manager.