Dr. Michel Verlaine has been appointed as Business Analysis Director at the EDHEC Risk and Asset Management Research Centre.
Verlaine holds a PhD in Economics and Management from the Ecole Nationale Suprieure dArts et Mtiers in Paris.
His research interests focus on portfolio optimisation and risk management, with a special emphasis on behaviour under uncertainty and statistical robustness, and his research in these areas has given rise to several articles and conference presentations. He is working notably on the elaboration of robust asset management solutions, and his current research concentrates on the robust pricing of CDOs.
Prior to joining EDHEC, Verlaine worked for several financial and public institutions, including Ernst & Youngs Risk Advisory Services where he was a consultant in charge of developing risk management solutions and processes, and for the Ministry of Economics in Luxembourg where he was in charge of preparing the Ecofin meetings. He also worked on financial modelling issues in the Strategic Capital Allocation Department of the Caisse des Dpts et Consignations.
He holds a certificate of specialisation in Finance from HEC in Paris, where he lectured on strategic asset allocation and risk management. He has also lectured at the Ecole Normale Suprieure de Cachan, and at Humboldt University in Berlin.