Qualified Financial Advisor – regulated by the AMF (registered CIF within the CNCIF; n° ORIAS: 13000399 - www.orias.fr)
Executive Head of Research - Professor in Financial Economics

Short Biography

Bertrand is a Professor in Financial Economics at the University of La Réunion, an Adjunct Professor in Finance at the University of Paris-Dauphine, an Executive Head of Research within AAAdvisors-QCG (Center of Excellence in Funds Selection of ABN AMRO; Qualified Advisor: CIF – n°ORIAS: 13000399 - www.orias.fr) and the Principal at Variances (a consulting company providing academic supports to financial institutions). He is also currently an associate researcher at the LEO/CNRS (Center for National Research) at the University of Orléans, and is a Senior Academic Fellow at the Risk Foundation Chair Dauphine-ENSAE-Groupama “Behavioral and Household Finance, Individual and Collective Risk Attitudes” within the Louis Bachelier Institute. He graduated in Economics, in Finance, in Statistics and holds a Ph.D. in Economics and a Ph.D. in Finance (Habilitation à Diriger des Recherches) from the University of Paris-1 Panthéon-Sorbonne, and has been recently promoted as a Full University Professor (Agrégé). He has published several articles in academic journals in Economics, in Finance and in Applied Mathematics, such as the Journal of Banking and Finance, Journal of Economic Dynamics and Control, European Journal of Operational Research, Quantitative Finance, Review of International Economics, European Journal of Finance, Neural Networks, Neurocomputing, chapters in books edited by Wiley, Springer and Kluwer Academics, and serves as an academic referee in several international leading journals. He was also a co-editor of the book entitled “Multi-moment Asset Allocation and Pricing Models” published by John Wiley NYC. His domain of expertise covers financial econometrics, risk management, performance measurement, portfolio management and asset pricing. With a thorough knowledge of the latest research in finance and a sound practitioner experience of the financial markets over the last 15 years, he is specializing in the design of tools to support decisions and financial products with a high added value.

Main Activities

Head of Research, AAAdvisors (ABN AMRO, since 1998)

Responsible for Quantitative Research; Performance Measurement, Style Analysis and Risk Control; Fund Picking and Process Developments; Meetings with Clients, Prospects and Portfolio Managers; Design of Structured Products; Specialized in Hedge Funds Strategies and Risk Management; Financial Advisor for Structured Portfolios; Design of Financial Decision Tools (Market Timing, Asset Allocation, Risk Follow-up, Market Neutral Hedging…) for Portfolio and Risk Managers; Quantitative Asset Management; Fiduciary Management...

CEO, AAAdvisors-QCG (ABN AMRO, since 2004)

Providing Support and Implementation of Quantitative Strategies, Risk Management System, ALM-LDI investment, Asset Allocation, Style Analysis, Stress Test Scenarii, Tactical Asset Allocation, Economic Projections...

Principal, Variances (since 2004)

Providing Lectures, Advices and Academic and Professional Research for Asset Managers, Financial Institutions, Governmental Institutions, Public Companies, Data Providers, Financial Soft Editors, Hedge Funds, Institutional Consultants, Pension Funds and Private Bankers...

Professor in Financial Economics, University of La Réunion (Full Position since 2013 – now in sabbatical, with exeat) and University of Paris-Dauphine (Part-time Adjunct Professor Position since 2014)

Lectures in Actuarial Science, Econometrics, Risk Management (M.Sc. programs in Economics)...

Associate Researcher at the University of Orléans (LEO/CNRS, since 2012), and Academic Fellow at the Louis Bachelier Institute (Risk Foundation Chair Dauphine-ENSAE-Groupama since 2013)

Productions of research, working papers, seminars and conference attendances...

Previous Positions

Senior Reader in Finance, University of Orléans (Full Position 2011-2013).
Lecturer in Financial Economics, University of Paris-1 (Full Lecturer 1997-2011) and Researcher at the CES/CNRS (1997-2011).
Academic Fellow at the Europlace Institute of Finance (2004-2011).
Professor of Finance, ESCP Europe (Affiliated position - Part time sheet, 2000-2004).
Researcher at the FMG, London School of Economics (Associated position - Part time, 2002-2004).

Personal Information

Born the 3rd of May, 1969
in Le Perreux-sur-Marne (France).
Married with Delphine for more than 20 years.
Two children: Jules, Antonin, Jean – 14 years; Manon, Eléonore, Marie – 10 years.