Lleo Sébastien

Biography

Sébastien Lleo is Associate Professor in the Department of Finance at NEOMA BS in France and Tutor for the Certificate in Quantitative Finance (CQF) at FitchLearning in the UK. He is currently Director of Doctoral Programmes at NEOMA Business School, where he manages the PhD in Management Programme and the DBA Programme, set up in partnership with Shanghai Jiaotong University (China). Sébastien is co-director of the GARP University Chapter and sits on the Steering Committee of the CQF Institute. Before that, Sébastien was Associate Researcher at the Imperial College of London in the UK and worked for seven years in the investment industry in Canada and completed consulting assignments on projects in Canada and the UK concerning Risk Management and Asset Allocation. He also held a post as Visiting Professor in Frankfurt School of Finance and Management in Germany and served as lead researcher of the RISK PERFORM project – financed jointly by the Champagne-Ardenne Region and the European Union. His main research interests focus on Investment Management, Risk Management, Asset Evaluation, Stochastic Analysis and Control, Behavioural Finance and Financial Decision Theory. Sébastien has published articles in SIAM Journal of Control and Optimization, Quantitative Finance, The Journal of Portfolio Management,SIAM Journal on Financial Mathematics, International Journal of Forecasting, Quantitative Finance Letters and Annals of Finance. He is also the author of several chapters in different books, a monograph on Risk Management requested by the Research Foundation of the CFA Institute, a co-author of the book “Risk-Sensitive Investment Management” with Mark Davis. Sébastien has presented his findings at conferences and seminars in Europe, North America, and the Asia-Pacific region. He holds a PhD in Mathematics from Imperial College London (UK), a MBA from University of Ottawa (Canada), and diploma from the Grande Ecole Programme from Reims Management School, France. He is also a Chartered Financial Analyst (CFA), Certified Financial Risk Manager (FRM), Professional Risk Manager (PRM), and a CQF Alumnus.

Research Interest

Financial Mathematics, Stochastic Control, Risk Management, Dynamic Portfolio Theory and Applications, Behavioural Finance