معرفی
Riva Fabrice is a Professor at Université Paris-Dauphine, affiliated with the Department of Management Research (DRM) within the Faculty of Economics and Management. His office is located at P 607 with telephone contact 01 44 05 49 88.
His research focuses on financial markets with particular expertise in Exchange-Traded Funds (ETFs), market liquidity, options markets, and volatility analysis. His work bridges traditional financial theory with modern computational approaches, as evidenced by his recent incorporation of machine learning techniques in financial research.
Riva's publication record spans from 1997 to the present, showing a clear evolution from traditional financial market analysis to more sophisticated quantitative approaches. His most recent work (2024) explores enhancing event study methodology using machine learning, indicating his adaptation to contemporary analytical techniques in finance.
His scholarly contributions include numerous journal articles in prominent finance publications such as Finance, Revue française de gestion, Journal of Business Finance and Accounting, and OPEC Energy Review, as well as several books on financial applications in Excel and Visual Basic that have gone through multiple editions.
Riva actively participates in major finance conferences including the Annual Hedge Fund Research Conference, the French Finance Association (AFFI) conference, and the FMA Annual Meeting, demonstrating his engagement with the international finance research community.
