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Sébastien Lleo is Associate Professor of Finance and Director of Doctoral Program at NEOMA Business School in France. He is Lead Researcher of 'Risk Perform' project, jointly funded by Région Champagne Ardennes and European Union.  He is a Visiting Faculty, MSc in Quantitative Finance (MQF) at the Frankfurt School of Finance and Management and a Tutor on the Certificate in Quantitative Finance (CQF) at Fitch Learning. 

Sébastien has extensive investment industry experience and has consulted on risk management, asset allocation for pension funds and investment boutique in Canada and UK. His research has been published in leading journal and he has co-authored  a book titled Risk-Sensitive Investment Management (World Scientific) with Mark Davis and book chapters on dynamic investment models and risk management; and authored a Risk Management monograph published by the Research Foundation of the CFA Institute.

He holds an MSc in Management, an International MBA, and a PhD in Mathematics from Imperial College London (UK). He is a CQF alumnus (first cohort) and also a CFA Charterholder, a Certified Financial Risk Manager (FRM) and a Professional Risk Manager (PRM).

Areas of research:

  • Portfolio selection.
  • Dynamic investment management.
  • Investment strategies.
  • Behavioural finance.
  • Stochastic control.
  • Stochastic programming.
  • Risk management.
  • Financial disasters.
  • Risk and uncertainty.