Pierre Six

Pierre Six is a Professor of Finance at NEOMA Business School. He holds a PhD from the University of Paris 1 Panthéon-Sorbonne (2009) and an accreditation to supervise research from the University of Paris-Dauphine (2017). His expertise focuses on commodities, risk management, derivatives, and dynamic asset allocation. He has taught risk management and commodity markets extensively.

Research Interests
His work spans:

• Commodity market dynamics and hedging strategies
• Asset allocation under varying risk aversion
• Derivative pricing with stochastic convenience yields
• Financial statement analysis for bankruptcy prediction

Key Contributions
Recent studies include:

• Oil producer hedging behavior (European Journal of Operational Research, 2025)
• Bankruptcy prediction models (European Accounting Association, 2025)
• Dynamic consumption-asset models (Finance Research Letters, 2024)

Awards
Received the Best Paper Award in Derivatives (Eastern Finance Association, 2010).

Roles & Activities
Holds administrative positions at NEOMA and actively participates in academic conferences globally, including presentations at the European Finance Association and Energy Finance conferences.