معرفی
Sébastien LLEO is a Full Professor of Quantitative Finance at NEOMA Business School in France. He holds a Ph.D. in Mathematics and an HDR (Habilitation à Diriger des Recherches) in Social Sciences and Humanities, alongside certifications such as CFA Charterholder and Professional Risk Manager. His academic leadership includes serving as the inaugural Director of NEOMA's Doctoral School, where he developed groundbreaking Ph.D. and DBA programs. He also coordinated the RISKPERFORM project funded by Région Champagne Ardenne and FEDER, and designed a risk analytics system for the CMHC Pension Fund.
His research focuses on stochastic control, asset management, behavioral finance, and risk prediction. Notable contributions include work on portfolio theory inspired by Harry Markowitz and William Ziemba, as well as predictive models for stock market crashes. His recent articles (2023–2025) emphasize integration of alternative data in asset management and the application of jump-diffusion processes in risk-sensitive strategies. He has authored/co-authored books such as Risk-Sensitive Investment Management and Stock Market Crashes: Predictable and Unpredictable.
LLEO actively participates in academic conferences globally, addressing topics like behavioral finance, stochastic optimization, and systemic risk. His interdisciplinary approach bridges mathematics and finance, with a commitment to practical applications for both academia and industry.
