معرفی
Serge Darolles is a Professor of Finance at Paris-Dauphine University, where he has been teaching financial econometrics and empirical finance since 2012. Prior to joining Dauphine, he worked at Lyxor Asset Management from 2000 to 2012, developing mathematical models for investment strategies. He has also held consulting positions at Caisse des Dépôts et Consignations, Banque Paribas, and the Atomic Energy Commission. Darolles serves as a member of the AMF Scientific Advisory Board, contributing his expertise to financial regulation.
His educational background includes a PhD in applied mathematics from the University of Toulouse and a DESS from ENSAE, Paris, providing a strong quantitative foundation for his research. These qualifications have enabled him to bridge theoretical econometrics with practical financial applications.
Darolles specializes in financial econometrics with research interests spanning quantitative finance, hedge fund analysis, private equity, liquidity risk, ESG investing, and time series analysis. His work combines rigorous statistical methodology with practical financial insights, particularly in portfolio management, risk assessment, and market microstructure. He has developed innovative approaches to modeling financial time series and analyzing liquidity dynamics across various asset classes.
Analysis of his recent publications reveals consistent focus on liquidity analysis, hedge fund performance evaluation, and quantitative investment strategies. Key themes include measurement of liquidity risk, dynamics of private equity performance, trend following strategies, and application of advanced time series models to financial data. His research demonstrates evolution with market developments, as evidenced by recent work on ESG factors and FinTech regulation.
Darolles maintains an active presence in the academic finance community through regular presentations at international conferences including the French Finance Association meetings, Society for Financial Econometrics events, and specialized workshops on quantitative finance. His collaborative approach is evident through frequent co-authorship with researchers like G. Le Fol, C. Francq, and S. Ain Tommar.
