Francois Lhabitant

Kedge Capital Fund Management

Chief Investment Officer

13 Broad Street

St Helier, Jersey JE4 5YQ

http://www.lhabitant.net

EDHEC Business School

Associate Professor of Finance

58, rue du Port

59046 Lille Cedex

France

SCHOLARLY PAPERS

11

DOWNLOADS
Rank 1,165

SSRN RANKINGS

Top 1,165

in Total Papers Downloads

19,924

CITATIONS
Rank 9,069

SSRN RANKINGS

Top 9,069

in Total Papers Citations

49

Scholarly Papers (11)

1.

Madoff: A Riot of Red Flags

Number of pages: 24 Posted: 02 Feb 2009 Last Revised: 24 Jan 2012
Greg N. Gregoriou and Francois Lhabitant
SUNY College at Plattsburgh and Kedge Capital Fund Management
Downloads 3,787 (1,218)
Citation 7

Abstract:

Loading...

hedge funds, fraud case, due diligence

2.

Assessing Market Risk for Hedge Funds and Hedge Funds Portfolios

EFA 2001 Barcelona Meetings; EFMA 2001 Lugano Meetings; FAME Research Paper No 24
Number of pages: 38 Posted: 30 Apr 2001
Francois Lhabitant
Kedge Capital Fund Management
Downloads 3,751 (1,836)
Citation 15

Abstract:

Loading...

Hedge funds, value at risk, style analysis

3.

Hedge Fund Diversification: How Much is Enough?

FAME Research Working Paper No. 52
Number of pages: 53 Posted: 31 Aug 2002
Francois Lhabitant and Michelle Learned
Kedge Capital Fund Management and Thunderbird, American Graduate School of International Management
Downloads 3,683 (1,538)
Citation 15

Abstract:

Loading...

Hedge funds, diversification

Modeling the Term Structure of Interest Rates: A Review of the Literature

Number of pages: 97 Posted: 23 Jul 2001
Francois Lhabitant, Rajna Gibson and Denis Talay
Kedge Capital Fund Management, University of Geneva - Geneva Finance Research Institute (GFRI) and French National Institute for Research in Computer Science and Control (INRIA)
Downloads 2,687 (3,399)
Citation 4

Abstract:

Loading...

Interest rates, term structure models

Modeling the Term Structure of Interest Rates: A Review of the Literature

Foundations and Trends in Finance, Vol. 5, No. 1-2, 2010
Number of pages: 171 Posted: 29 Feb 2012
Rajna Gibson, Francois Lhabitant and Denis Talay
University of Geneva - Geneva Finance Research Institute (GFRI), Kedge Capital Fund Management and French National Institute for Research in Computer Science and Control (INRIA)
Downloads 2 (575,701)
Citation 4
  • Add to Cart

Abstract:

Loading...

term structure, interest rates, continuous-time models

5.

Correlation vs. Trends in Portfolio Management: A Common Misinterpretation

Number of pages: 5 Posted: 19 Apr 2011
Francois Lhabitant
Kedge Capital Fund Management
Downloads 1,176 (8,727)

Abstract:

Loading...

correlation, trends, diversification

6.

Hedge Fund Indices for Retail Investors: UCITS Eligible or Not Eligible?

Swiss Finance Institute Research Paper No. 06-14
Number of pages: 34 Posted: 06 Oct 2006
Francois Lhabitant
Kedge Capital Fund Management
Downloads 1,144 (13,213)

Abstract:

Loading...

hedge funds, UCITS, regulation, indices

On Swiss Timing and Selectivity: In the Quest of Alpha

FAME Working Paper No. 27
Number of pages: 34 Posted: 23 Jul 2001
Francois Lhabitant
Kedge Capital Fund Management
Downloads 471 (49,454)
Citation 2

Abstract:

Loading...

On Swiss Timing and Selectivity: In the Quest of Alpha

Financial Markets and Portfolio Management, Vol. 15, No. 2, 2001
Posted: 06 Sep 2005
Francois Lhabitant
Kedge Capital Fund Management

Abstract:

Loading...

8.

The Survival of Exchange-Listed Hedge Funds

Journal of Applied Research in Accounting and Finance, Vol. 4, No. 2, pp. 2-11, 2009
Number of pages: 15 Posted: 15 Feb 2010 Last Revised: 03 Mar 2010
Greg N. Gregoriou, Francois Lhabitant and Fabrice Douglas Rouah
SUNY College at Plattsburgh, Kedge Capital Fund Management and McGill University - Desautels Faculty of Management
Downloads 342 (69,434)
Citation 4

Abstract:

Loading...

Hedge Funds, Listed Funds, Survival, Accelerated Failure Time

9.

Financial Constraints and Investment: The Swiss Case

Number of pages: 27 Posted: 27 Sep 2001
Francois Lhabitant and Olivier Tinguely
Kedge Capital Fund Management and CM Capital Markets
Downloads 319 (76,315)

Abstract:

Loading...

10.

A Methodology to Analyze Model Risk with an Application to Discount Bond Options in a Heath-Jarrow-Morton Framework

Risklab Research Report
Number of pages: 42 Posted: 10 Jul 2001
Kedge Capital Fund Management, Institut National de Recherche en Informatique et Automatique (INRIA), University of Geneva - Geneva Finance Research Institute (GFRI), French National Institute for Research in Computer Science and Control (INRIA) and National Institute of Statistics and Economic Studies (INSEE) - National School for Statistical and Economic Administration (ENSAE)
Downloads 319 (78,992)
Citation 2

Abstract:

Loading...

model risk, interest rate risk, Heath-Jarrow-Morton

11.

Pricing and Hedging Discount Bond Options in the Presence of Model Risk

European Finance Review, Vol. 4, No. 1, 2001
Posted: 04 May 2001
Francois Lhabitant, Claude Martini and A. Reghai
Kedge Capital Fund Management, Institut National de Recherche en Informatique et Automatique (INRIA) and Institut National de Recherche en Informatique et Automatique (INRIA)

Abstract:

Loading...