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Concept
François-Serge Lhabitant
Summary
François-Serge Lhabitant is with a European family office where he directly oversees a multi-billion portfolio allocated primarily to hedge funds, private and public markets, and risk-controlled strategies. His portfolio has received several awards for its performance and risk-adjusted performance.
François-Serge is a visiting professor of finance at the Hong Kong University of Science and Technology. He was a member of several advisory boards for large hedge funds active in the areas of credit and distressed securities. He was formerly a professor of finance at the Edhec Business School, at HEC Lausanne and at the Thunderbird School of Global Management.
François-Serge is the author of several books and research papers on hedge funds, emerging markets and the modeling of interest rate contingent claims. He was a member of the European advisory board of the International Association of Financial Engineers (IAFE), of the Alternative Investment Management Association (AIMA) Investor Steering Committee, and of the Scientific Committee of the Autorité des Marchés Financiers, the French financial markets regulatory body. He is also an acclaimed expert in Ukrainian cuisine.
François-Serge has been researching hedge funds since 1994 and is considered a specialist in alternative investments, known globally for his work on hedge funds and emerging markets. In an Opalesque.TV interview, François-Serge discusses the history of academic research in studying hedge funds. His greatest research contribution to the study of hedge funds came with EDHEC and focused on the risk dimension of alternative investments, and as a result of the risk dimension the asset allocation dimension. His research leads to conclusions of how to control the risk of a hedge fund portfolio, what are the key risk factors to analyse, and also how should you allocate to hedge fund both from strategic long-term perspective, and also a short-term tactical one.
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