Francois Lhabitant

Kedge Capital Fund Management

Chief Investment Officer

28-30 The Parade

St Helier, JE1 1ZZ

Jersey

http://www.lhabitant.net

EDHEC Business School

Associate Professor of Finance

393 Prom. des Anglais

Nice, 06200

France

  • Kedge Capital Fund Management

  • EDHEC Business School

SCHOLARLY PAPERS

13

DOWNLOADS
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Top 1,311

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22,469

SSRN CITATIONS
Rank 12,390

SSRN RANKINGS

Top 12,390

in Total Papers Citations

12

CROSSREF CITATIONS

67

Scholarly Papers (13)

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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 5,864 (1,230)
Citation 11

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hedge funds, fraud case, due diligence

2.

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 4,730 (1,779)
Citation 23

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Hedge funds, diversification

3.

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 3,892 (2,517)
Citation 14

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Hedge funds, value at risk, style analysis

4.

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

Downloads 2,787 ( 4,463)
Citation 6

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 2,785 (4,372)
Citation 4

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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 (702,675)
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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 2,208 (6,542)

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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 1,241 (16,636)

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hedge funds, UCITS, regulation, indices

7.

On Swiss Timing and Selectivity: In the Quest of Alpha

Downloads 487 ( 60,648)

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 487 (60,002)
Citation 1

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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

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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 376 (82,657)
Citation 3

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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 339 (93,071)

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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
Francois Lhabitant, Mireille Bossy, Rajna Gibson, Denis Talay and Nathalie Pistre
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 327 (96,861)

Abstract:

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

11.

Tax Efficient Structures for Hedge Fund Investing

Number of pages: 14 Posted: 20 Aug 2019
Francois Lhabitant
Kedge Capital Fund Management
Downloads 129 (232,159)

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hedge funds, taxes

12.

Synthetic Cash and Its Taxation: The Swiss Case

Number of pages: 22 Posted: 17 May 2018
Francois Lhabitant
Kedge Capital Fund Management
Downloads 89 (300,390)

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Tax Arbitrage, Income, Capital Gains

13.

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)

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