Yannick Malevergne

Yannick Malevergne is a Professor of Finance at the University of Paris 1 Panthéon-Sorbonne, affiliated with the Sorbonne School of Management and the PRISM research center. He serves as Deputy Director of the Sorbonne School of Management and Director of the Finance division at PRISM. His research focuses on financial asset valuation, risk management, and statistical properties of financial markets, with contributions to econophysics and multifractal analysis.

Education:

• Doctorate in Physics (2000-2002), University of Nice Sophia-Antipolis
• DEA and Agrégation in Physics (1996-2000), École Normale Supérieure de Lyon
• Higher Education Aggregation in Management Sciences (2007)
• Accreditation to Supervise Research (2006), University of Lyon III

Research Interests: Malevergne's work bridges finance and physics, exploring topics like financial risk modeling, asset pricing, market dynamics, and the statistical properties of financial time series. His studies address bubbles, crashes, portfolio optimization, and the application of multifractal analysis to financial data.

Recent Article Trends: His recent work includes modeling financial bubbles and drawdowns, microstructure analysis using Cox-BESQ processes, and risk apportionment theories. He also investigates macroeconomic leverage dynamics and volatility correlations in asset returns.

Professional Roles: Malevergne has held academic positions at Jean Monnet University (2007-2016) and part-time roles at EMLYON Business School (2004-2016). He has collaborated with institutions like ETH Zurich and contributed to financial risk research through publications and books like Extreme Financial Risks: From Dependence to Risk Management.

Labs/Teams: His affiliations include the PRISM research center and Sorbonne School of Management, where he leads the Finance division. His work integrates interdisciplinary approaches from economics, physics, and signal processing.