INSEAD Business School
Affiliate Professor of Finance

PhD in Engineering-Economic Systems and Operations Research from Stanford University, USA, MBA (Finance and Accounting) from William E. Simon Graduate School of Business, University of Rochester, NY, USA and BA in Management Science with Computing from the University of Kent in the UK. Lucie Tepla's research interests include portfolio investment, derivatives, term-structure modelling and risk management. Recent publications include: 'Optimal portfolio investment with borrowing and short sale constraints' and 'Optimal Investment with Minimum Performance Constraints'. Lucie Tepla has taught graduate level and executive education classes in Investment Science at Stanford University. She has worked for BZW, Credit Suisse and Cornerstone Research, a litigation-consulting firm.


  • JOURNAL ARTICLES - Risk Management with Benchmarking - Management Science
  • CASE STUDIES - KBC Alternative Investment Management (A): Convertible Bond Arbitrage
  • CASE STUDIES - KBC Alternative Investment Management (B): Capital Structure Arbitrage
  • JOURNAL ARTICLES - Optimal Investment with Minimum Performance Constraints - Journal of Economic Dynamics and Control
  • JOURNAL ARTICLES - Optimal Hedging and Valuation of Non-traded Assets - European Finance Review
  • JOURNAL ARTICLES - Optimal Portfolio Policies with Borrowing and Shortsale Constraints - Journal of Economic Dynamics and Control


Portfolio Choice and Risk Management, Credit Risk


Corporate Financial Policy, Derivatives, Financial Economics, Credit Derivatives, Structured Credit

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