Roland Portait
Emeritus Professor, Finance Department at ESSEC
Biography
ESSEC
Education
Ph.D., Wharton School, University of Pennsylvania. Diplômé de l''IEP, Paris. Licence ès Sciences Mathématiques. Ingénieur de l''ENS des Télécommunications.
Research Areas
Areas
Theoretical finance, financial markets, risk management, portfolio management, interest rates.
On-going Projects
"Pricing contingent claims in incomplete markets using the numeraire portfolio" (co-author I. Bajeux-Besnainou), submitted to the International Journal of Finance, second round. "Stop-loss strategies, market stability and crashes" (co-auteur P. Charlety) "Dynamic portfolio optimization under tracking error constraints" (co-authors I. Bajeux-Besnainou and G. Tergny), en développement Cours du programme doctoral FAME (polycopié de 100 pages sur "Continuous time in finance")
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