Francois Lhabitant

Kedge Capital Fund Management

Chief Investment Officer

Ensign House

29 Seaton Place

St Helier, JE1 1ZZ

Jersey

http://www.lhabitant.net

Hong Kong University of Science and Technology

Visiting Professor of Finance

Hong Kong

Hong Kong

  • Kedge Capital Fund Management

  • Hong Kong University of Science and Technology

SCHOLARLY PAPERS

14

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27,198

SSRN CITATIONS
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SSRN RANKINGS

Top 14,303

in Total Papers Citations

14

CROSSREF CITATIONS

69

Scholarly Papers (14)

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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 6,874 (1,602)
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 4,998 (2,759)
Citation 24

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Hedge funds, diversification

3.

Assessing Market Risk for Hedge Funds and Hedge Funds Portfolios

Number of pages: 38 Posted: 30 Apr 2001
Francois Lhabitant
Kedge Capital Fund Management
Downloads 4,068 (3,951)
Citation 14

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Hedge funds, value at risk, style analysis

4.

Correlation vs. Trends in Portfolio Management: A Common Misinterpretation

Number of pages: 5 Posted: 19 Apr 2011
Francois Lhabitant
Kedge Capital Fund Management
Downloads 3,048 (6,434)
Citation 1

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correlation, trends, diversification

5.

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

Downloads 2,949 ( 6,771)
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 2,947 (6,662)
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 (975,474)
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term structure, interest rates, continuous-time models

6.

Alpha Capture Systems: Past, Present, and Future Directions

Number of pages: 22 Posted: 08 Jul 2021
Denis Mirlesse and Francois Lhabitant
Steadfast Advisory Services Ltd and Kedge Capital Fund Management
Downloads 1,427 (21,185)

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Alpha, active management, hedge funds

7.

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 1,306 (24,104)
Citation 1

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hedge funds, UCITS, regulation, indices

8.

Tax Efficient Structures for Hedge Fund Investing

Number of pages: 14 Posted: 20 Aug 2019
Francois Lhabitant
Kedge Capital Fund Management
Downloads 778 (50,130)

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hedge funds, taxes

9.

On Swiss Timing and Selectivity: In the Quest of Alpha

Downloads 520 (84,164)

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 520 (83,277)
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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10.

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 407 (112,626)
Citation 3

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Hedge Funds, Listed Funds, Survival, Accelerated Failure Time

11.

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 370 (125,493)

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12.

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 340 (137,774)

Abstract:

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

13.

Synthetic Cash and Its Taxation: The Swiss Case

Number of pages: 22 Posted: 17 May 2018
Francois Lhabitant
Kedge Capital Fund Management
Downloads 113 (370,346)

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Tax Arbitrage, Income, Capital Gains

14.

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

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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