Plasma

I am Professor of Finance, University Paris 1 Panthéon Sorbonne, Sorbonne Graduate Business School (IAE - Institut d'Administration des Entreprise), which I joined in October 2009.

My research topics are Agent-Based Computational Finance, Portfolio Management and Complexity in Finance. From this page, you can access my vita and a list of selected publications (research), a series of teaching resources (students' area) and a webpage where some applets of my own are proposed to illusttare various agent-based simulations .

Research

My research focuses around three main topics:

Portfolio Management and risk management.
Price formation process on modern financial stock exchanges, with a specific interest for market micro-structure, social interaction and decision-making.
Coordination, market complexity and regulatory institutions (norms, beliefs, conventions, reputation)

Students'area

I am mainly involved in teaching Finance :

Portfolio Management
Options and Derivatives
Computational Finance

I like to mix empirical applications with theory to illustrate concepts and make them more directly intelligible.

Agent-Based Computational Finance

Agent-Based Computational Finance is a technique that allows to develope experiments in a totally controlled environment. It is grounded on Multi-Agents Systems, a software engineering technique ideally suited for modelling complex adaptive system

Research

Students'area

Agent-Based Computational Finance

Feel free to visit the following (external) pages !