Stéphane Daul
Research Associate
Accounting, Law and Finance Department
EDHEC Business School
France
Biography
Stéphane Daul joined Pictet Asset Management in 2011 as a Senior Quantitative Analyst in the Multi Asset and Total Return unit. Before joining Pictet, he was with Riskmetrics during almost 5 years as head of research. He previously worked as a senior risk analyst at Swiss Re until 2003 and subsequently as a senior quantitative analyst at EIM from 2004 to 2005. Stéphane has published numerous academic articles in both physics and finance. He is a CFA charter holder and was awarded a Ph.D. in Theoretical Physics from the University of Fribourg, Switzerland.
Research Interest
Riskmetrics, Quantitative risk methods, Theoretical Physics
Publications
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C. Christory, S. Daul and J.-R. Giraud, Quantification of Hedge Fund Defaults, The Journal Of Alternative Investments, Fall 2006.
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S. Daul, Merger Arbitrage Risk Model, Riskmetrics Journal, Winter 2007.
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S. Daul, Capturing Risks of Non-transparent Hedge Funds, Riskmetrics Journal, Winter 2008.
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S. Daul, Extension of Merger Arbitrage Risk Model, Riskmetrics Journal, Winter 2008.
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S. Daul and E. G. Vidal, Insurance Liabilities Replication, Riskmetrics Journal, Winter 2009.
