Dr. Maillet is currently Professor in Quantitative Finance at emlyon business school. He was previously in Financial Economics at the University of La Réunion, an Adjunct Professor in Finance at the University of Paris-Dauphine, an associate researcher at the LEO/CNRS (Center for National Research) at the University of Orléans. He has been also, for more than 15 years, an Executive Head of Research (MD) within AAAdvisors-QCG (Center of Excellence in Funds Selection of ABN AMRO). He graduated in Economics, in Finance, in Statistics, and holds a Ph.D. in Economics and a Ph.D. in Finance (Habilitation à Diriger des Recherches) from the University of Paris-1Panthéon-Sorbonne, and was promoted in 2013 as a Full University Professor (Agrégé).
Dr. Maillet has published many articles in academic journals in Economics, in Finance and in Applied Mathematics, such as Journal of Banking and Finance, Journal of Economic Dynamics and Control, European Journal of Operational Research, Quantitative Finance, Review of International Economics, European Journal of Finance, Neural Networks, Neurocomputing, chapters in books edited by Wiley, Springer and Kluwer Academics. He serves as an academic referee in several international leading journals. He was also a co-editor of the book entitled “Multi-moment Asset Allocation and Pricing Models” published by John Wiley NYC. His domain of expertise covers financial econometrics, risk management, performance measurement, portfolio management and asset pricing. With a thorough knowledge of the latest research in finance and a sound practitioner experience of financial markets over the last 15 years, he is specializing in the design of tools to support decisions and financial products with a high added value.