Gulten MERO

Grade : ATER Evry


Bureau:
1104
Timbre:
J320
Lieu:
(MK2)
Labo:
LFA

Téléphone : 0141177721

Mail : gulten.mero[arrowbase]ensae.fr

ResearchEducationJobsPublicationsTeachingWork in progressOther

Research Interests

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  • Portfolio management 
  • Financial markets
  • Econometrics of finance 
  • Market microstructure
  • Econometrics 
  • Panel data analysis 
  • Factor models
  • Liquidity risk
  • Volatility-volume relationship
  • Stochastic volatility 

 


Biography

Education

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  • PhD Thesis in Finance, University of Rennes 1, IGR-IAE, November 2010, supervised by professors Gaëlle LE FOL and Jean-Jacques LILTI, on: Latent factor models and asset returns.
  • Master in Finance "Politique financière et Finance de Marché", University of Rennes 1, IGR-IAE, June 2006.
  • Maitrise en sciences de gestion (Major : Finance), University of Rennes 1, IGR-IAE, June 2005.
  • Diplôme Supérieur Consulaire en Gestion et Commerce, Ecole de Gestion et Commerce (EGC), Saint-Lô, June 2003.

 

 


Jobs

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  • From Septtember 2011: Assistant professor (Maître de Conférence) at the University of Cergy-Pontoise 
  • Sept. 2009 - Aug 2011: Teaching assistant (ATER) at the University of Evry Val d'Essonne
  • Jan. 2007 - Aug. 2009: Research fellow (allocataire de recherche) at the University of Rennes 1, IGR-IAE.
  • June-December 2006: Internship at Société Générale Asset Management / Alternative Investment / Hedge Funds (SGAm/AI/HDG) as ressearch assistant: Modeling the common risk affecting hedge fund returns, portfolio optimization.
  • May-July 2005: Internship at Banque de France, Paris-Raspail as financial analyst.
  • April-June 2003: Internship at Alcatel, Coutances as management auditor.


Publications

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Teaching

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 2011-2012: University of Cergy-Pontoise

  • Introduction to Financial Principles (L2, course)
  • Asset Pricing (M1, course and TD)
  • Portfolio Management (M2, course and TD)

  2010-2011: University of Evry Val d'Essonne

  • Portfolio Management (M1, TD), course of Eric Bouyé (FRR)
  • Financial Modeling on Excel (M1, course and TD)
  • Introduction to Financial Theories (L3, TD), course of Prof. Jean-Paul Barinci
  • Econometric Applications on Excel (L3, TD), course of Frédéric Karamé 

2009-2010: University of Evry Val d'Essonne

  • Portfolio Management (M1, TD), course of Prof. Gaëlle Le Fol;
  • Financial Modeling on Excel (M1, TD), course of Prof. Gaëlle Le Fol;
  • Introduction to Financial Theories (L3, TD), course of Prof. Jean-Paul Barinci.

 2008-2009: ENSAE - ParisTech

  • Financial Econometrics (3rd year, TD), course of Serge Darolles.

 2006-2009: University of Rennes 1, IGR-IAE

  • Financial Econometrics - Time-Series Analysis (M2, course);
  • Introduction to Empirical Finance and Factor Models (M2, course).
  • Microstructure of Financial Markets (M1, TD), course of Angélique Aubier;
  • Financial Mathematics (L3, TD), course of Angélique Aubier;
  • Financial Analysis and Investment (L3, TD), course of Florence André;

 


Work in progress

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  Papers submitted in peer-reviewed journals

 Working papers

Ongoing research

  • Mero G., 2011. Modèles à facteurs latents appliqués à la finance. 
  • Mero G., 2011. How to Use the Volatility-Volume Relationship to Measure Liquidity?

 


Other

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Curriculum vitae


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