Plateforme de formation continue de l’UCLouvain en Hainaut

Petitjean

 

Nom - Prénom

Petitjean Mikael

Profession

Professeur de finance

Société, association

Louvain School of Management, UCL Mons

Adresse professionnelle

Chaussée de Binche 151 - 7000 Mons

Téléphone

065/32 33 81

Fax

065/32 32 23

E-mail

mikael.petitjean@uclouvain.be

Site web

www.mpetitjean.com

Activités préférentielles

  • Conseil à l’investissement et en gestion de portefeuille
  • Déontologie et éthique en finance

Titres

  • Doctorat en sciences de gestion, Facultés Universitaires Notre-Dame de la Paix (FUNDP, BE)
  • Chartered Alternative Investment Analyst (CAIA), certification delivered by the CAIA Association
  • Financial Risk Manager (FRM), certification delivered by the Global Association of Risk Professionals (GARP)
  • Master of Science in International Securities and Investment Banking, ICMA Centre, Reading University (UK)
  • Master of Science in Management Studies, University of Northampton (UK)
  • Postgraduate Certificate in Advanced Econometrics, London School of Economics (UK)
  • Postgraduate Certificate in Advanced Macroeconomics, London School of Economics (UK)
  • DES en sciences de gestion, Université de Liège (BE)
  • Licence en sciences économiques, Université de Liège (BE)

Publications

Publications dans des revues scientifiques et professionnelles depuis 2007

  • Bank failures and regulation: A critical review, Journal of Financial Regulation and Compliance, forthcoming.
  • Liquidity and CDS Premiums on European Companies around the Subprime Crisis, Review of Derivatives Research, forthcoming. (Co-authors: Clothilde Lesplingart, Christophe Majois).
  • Political idealism and economic realism: A forced marriage to preserve the Eurozone, Revue Bancaire et Financière (Bank- en Financiewezen), vol. 4, 215-223, 2012.
  • The performance of popular stochastic volatility option pricing models during the Subprime crisis, Applied Financial Economics, vol. 21 (14), 1059-1068, 2011. (Co-author: Thibaut Moyaert).
  • Risk management and hedge fund investing: The Amaranth case, Revue Sciences de Gestion, vol. 46, n°249-250, 27-32, 2011. (Co-author: Sébastien Lebrun). [French]
  • How to think about high-frequency trading firms, Revue Bancaire et Financière (Bank- en Financiewezen), vol. 1, 70-72, 2011. [French]
  • To what extent is resampling useful in portfolio management? Applied Economics Letters, vol. 18 (1-3), 239–244, 2011. (Co-author: François Delcourt).
  • On the statistical and economic performance of stock return predictive regression models: An international perspective, Quantitative Finance, vol. 11(2), 175-193, 2011. (Co-author: Pierre Giot).
  • Competitive conditions in the Belgian banking sector between 2002 and 2008, Revue Bancaire et Financière (Bank- en Financiewezen), vol. 8, 499-505, 2010. (Co-author: Hervé Sauvage). [French]
  • Trading activity, realized volatility and jumps, Journal of Empirical Finance, vol. 17, 168-175, 2010. (Co-authors: Pierre Giot and Sébastien Laurent).
  • Commonalities in liquidity within size-based portfolios: What do we learn from the Asian and Russian financial crises? Revue Bancaire et Financière (Bank- en Financiewezen), vol. 1, 49-56, 2010. (Co-authors: Renaud Beaupain and Stéphanie Dauginet). [French]
  • Volatility regimes and liquidity co-movements in cap-based portfolios, Finance, vol. 31(1), 55-79, 2010. (Co-authors: Renaud Beaupain and Pierre Giot).Prize for the best 2010 paper published in Finance (the Official Review of the French Finance Association – AFFI)
  • An intra-day performance analysis of the MACD technical indicator, Revue Bancaire et Financière (Bank- en Financiewezen), vol. 6, 445-450, 2009. (Co-author: Paolo Mazza). [French]
  • Short-term market timing strategies using the Bond Equity Yield Ratio, European Journal of Finance, 15(4), 365-384, 2009. (Co-author: Pierre Giot).
  • Notional interest deduction and cost of equity reduction: An empirical application of the CAPM, Revue Bancaire et Financière (Bank- en Financiewezen),vol. 2-3, 178-185, 2009. (Co-author: Saïd Taleb) [French]
  • Behavioral biases, moral hazard, and fair regulation, Revue Bancaire et Financière (Bank- en Financiewezen),vol. 1, 63-71, 2009. [French]
  • Volume, listing changes and liquidity contract on Alternext, Revue Bancaire et Financière (Bank- en Financiewezen), vol. 8, 488-496, 2008. (Co-author: Jean Waelput). [French]
  • The information content of the Bond-Equity Yield Ratio: Better than a random walk?, International Journal of Forecasting, 27(2), 289-305, 2007. (Co-author: Pierre Giot).

Articles de presse depuis 2007

  • Why care about the Liborgate? La Libre Entreprise, July 30 2012. [French]
  • The remunerations of top managers, Radio Vivacité, January 2012 [Interview]
  • The financial crisis, Débat télévisuel, RTL, Controverses, October 2011 [French]
  • Back to the future of a public bank, L’Echo, Debats et Opinions, October 19, 2011. [French]
  • Social justice and the financial crisis, La Libre Entreprise, October 1, 2011. [French]
  • High Frequency trading is not guilty, L’Echo, Debats et Opinions, January 12, 2011. [French]
  • The CFO face à son intermédiaire financier, Finance Management - CFO Magazine, 37, p. 27, May 2010.
  • Le modèle ‘Twin peaks’ ne changera pas la face du monde, L’Echo, May 19 2010.
  • Ils ont joué les pompiers dans la crise bancaire, L’Echo, May 18 2010.
  • Speculation? Presumed guilty, L’Echo, Debats et Opinions, May 14 2010. [Also reproduced in La Libre Entreprise, May 2010] [French]
  • Northern Rock: The first earthquake, L’Echo, Debats et Opinions, February 20-21 2010. [Also reproduced in La Libre Entreprise, February 2010] [French]
  • Fin des ripailles pour Dubaï? Vers l’avenir, November 28 2009.
  • There will be other financial and speculative bubbles in the future, Vers l’avenir, November 25 2009. [French]
  • G20 : « Prendre le temps d'agir », Vers l’avenir, September 24 2009
  • Structural measures are needed, L’Echo, Point of View, March 20 2009. [French]
  • Behavioral Biases affect the economy, L’Echo, Point of View, February 26 2009. [French]
  • Assainir le secteur bancaire, L’Echo, Debats et Opinions, February 11 2009.
  • Inflation: plus ce qu’elle était, La Libre Entreprise, January 31 2009.
  • Drôle d’inflation, L’Echo, Debats et Opinions, January 14 2009.]
  • Looking for a World Finance Organization, L’Echo, Debats et Opinions, October 30 2008. [French]
  • Globalisation et régulation, La Libre Economique, Enjeux-Universités, October 25 2008.
  • Little impact on trade, Vers l’avenir, October 23 2008. [French]
  • Your money and your life, La Libre Economique, Enjeux-Universités, October 29 2007. [French]
Activités culturelles
Lieu :

Aux Ateliers des Fucam, 2, rue des Soeurs Noires, Mons (entrée rue du Grand Trou Oudart)

LEMPS, le village le plus dessiné de France

Fusains, pastels, aquarelles, gouaches··· ,"sur le motif ",
d´étudiants en architecture de LOCI Tournai

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