Marie Lambert

Biography

Marie Lambert is Associate Professor at HEC--‐Management School of the University of Liège. She holds a joint Ph.D. in Finance from the Universities of Liège and Luxembourg (2010) on "Hedge Funds and Higher--‐Order Comoment Equity Risk Premiums". She leads the concentration "Banking and Asset Management" of the master in science and teaches courses on Corporate Finance and Financial Risk Modeling. Marie is Affiliate Professor at EDHEC Business School (Nice and Lille) and at Paris Dauphine as well as a Research Associate at the EDHEC Risk Institute. She is also a Visiting Associate Professor at the University of Luxembourg and the Luxembourg School of Finance. Marie is the academic mentor of the team of students representing HEC at the CFA Research Challenge, international competition organized by the CFA Institute. In 2014--‐2015, HEC ranked first at the BENELUX competition. Her current research interests include asset allocation and alternative diversification (risk parity), asset pricing models, market anomalies and investment styles (value, growth investing), hedge funds and valuation issues in corporate finance (e.g. real options). Marie has published articles on asset pricing and hedge funds in Journal of Empirical Finance, Journal of Derivatives and Hedge Funds, Finance (Revue of the French Finance Association) and European Financial Management. Her research has been presented to leading academic conferences such the Financial Management Association, International Paris Finance Meeting (Eurofidai/AFFI), the Australasian Banking and Finance Conference, European Financial Management as well to research seminars at HEC-Montréal, Ghent University, Maastricht University, University of Bologna and the Luxembourg School of Finance.

Research Interest

asset allocation and alternative diversification, asset pricing models, market anomalies and investment styles