معرفی
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.