Romain Deguest

Romain Deguest is an Associate Professor at IÉSEG School of Management, France, affiliated with the LEM research institute. He holds dual PhDs in Operations Research from Columbia University and Applied Mathematics from École Polytechnique Paris. His research focuses on quantitative finance, particularly portfolio optimization, risk allocation mechanisms, and derivatives pricing.

Research interests span:

• Advanced portfolio construction techniques under real-world constraints
• Empirical analysis of fixed income markets
• Risk decomposition methodologies for multi-asset portfolios
• Machine learning applications in predictive modeling
• Blockchain applications in financial contracts

Recent publications show strong focus on duration-constrained bond portfolios, risk parity frameworks, and machine learning approaches to predictive regressions. His work frequently intersects with asset liability management challenges faced by institutional investors.

Professional experience includes roles as Head of Research at Fundvisory and quantitative positions at EDHEC Business School and HSBC France. He maintains active industry collaborations through applied research in investment solutions design.