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
Inspirations sauvages

Exposition - photographies de Michel d'Oultremont
du 27/09 au 27/10/2019 - Gratuit
du lundi au vendredi de 9-18h les samedis 14-18h
Vernissage le 26/09, 18h30

LUZ DA

En concert le 7 décembre 2019 - 20h
Info par mail : contact.brogna@gmail.com

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