Véronique Le Sourd
Senior Research Engineer
Finance
EDHEC Business School
France
Biography
Véronique Le Sourd is a senior research engineer with the EDHEC Risk and Asset Management Research Centre. She holds a Master’s Degree in Applied Mathematics from the Pierre and Marie Curie University in Paris. She is a Chartered Alternative Investment Analyst® and she is also a PhD candidate in finance at the University of Nice-Sophia Antipolis. Her research focus is on performance measurement, indices and benchmarks and socially responsible investment (SRI). She has published articles on performance measurement and indices, and books on portfolio management and performance.
Research Interest
Performance measurement, Portfolio management, Indices
Publications
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“Performance of Socially Responsible Investment Funds against an Efficient SRI Index: The Impact of Benchmark Choice when valuating Active Managersâ€, Bankers, Markets and Investors, n°117, March-April 2012.
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“An Advanced Methodology for Fund Ratingâ€, co-authored with Noël Amenc, The Journal of Performance Measurement, forthcoming Fall 2010.
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“The Performance of Socially Responsible Investment: A Study of the French Marketâ€, Bankers, Markets and Investors, May-June 2010.
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“The benefits of hedge funds in asset liability managementâ€, with Lionel Martellini and Volker Ziemann, Banque & Marchés, n°97, Novembre-Décembre 2008.
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“A Critical Analysis of Fund Rating Systemsâ€, with Noël Amenc, Journal of Performance Measurement, vol. 11, n°4, Summer 2007, p. 42-57, winner of honourable mention for 2007 Dietz Award from The Journal of Performance Measurement.
