3, rue Michel-Ange
Paris cedex 16, 75794
France
http://pmc.polytechnique.fr/pagesperso/dg/
Route de Saclay
Palaiseau, 91128
http://pmc.polytechnique.fr/pagesperso/dg
CNRS
Ecole Polytechnique, PMC
PMC, CNRS - Ecole Polytechnique
volatility, tail event, risk management, asset pricing
Beta, Correlation, Volatility, Portfolio Management, Market Neutral Strategies
Anomalies, Asset Pricing, Remuneration, Performance