A bit about me

I am an alumni of  the Ecole Normale Superieure of Paris (ENS, also known as Normale Sup, Ulm) and the Ecole Nationale de la Statistique et des Administrations Economiques (ENSAE –  a school of economics, statistics and finance).

I spent the 2003-2004 academic year as a visiting student at the Department of Economics of Princeton University.

From 2005 till 2007, I started off my PhD at the London School of Economics in London, doing my course work at the department of finance.

In September 2007 I transferred to the Swiss Finance Institute in Lausanne, to conduct my research under the supervision of Peter Bossaerts, at the Laboratory of Decision-Making under Uncertainty (LDMU).

I have accepted a position as assistant professor of finance at the School of Banking and Finance at the Australian School of Business
in Sydney — starting on September the 1st.

So I have been moving around quite a bit lately for my research ;-) But I still feel attached to my home country, Monaco; if you are a Monégasque abroad like me, consider joining the “Association  des Monégasques de l’étranger”!

Current Research

My research uses tools from economic sciences (experimental economics, behavioral economics and financial economics) and cognitive sciences (decision neuroscience, cognitive psychology and machine learning) to pin down the nature of uncertainty in financial contexts, from the perspective of individual decision makers — “Neurofinance.”  The ultimate question is how agents perceive and react to this uncertainty.

My thesis examined both theoretically and empirically whether agents can learn the distributions of asset returns that switch over time. I observed in the lab that they can, despite the complexity of the enterprize.

I am now exploring the neural systems  supporting this learning, by running a neuroimaging study of the Boardgame in collaboration with John O’Doherty at Trinity College. We adapted the original Boardgame to make it suitable for a functional magnetic resonance imaging analysis.