curriculum vitae education professional experiences publications

CURRICULUM VITAE
Huyen NGUYEN-THI-THANH
Married, 1 child
Born June 15, 1978
Assistant Professor of Finance
University of Le Mans
Faculty of Law, Economics and Finance
Avenue Olivier Messiaen
72085 Le Mans Cedex 9
France
Office: (+33) 2 43 83 31 25
E-mail : [email protected]
Homepage : http://www.univ-lemans.fr/~hnguyen/
EDUCATION
2007: Ph.D in Finance (with honors)
University of Orleans, France
Dissertation defended on Octocber 24, 2007: « The Measure of Performance for Hedge
Funds » (Committee: G. Colletaz, G.Gallais-Hamonno (Advisor), P. Grandin (Referee),
G. Hübner (Referee), P.Navatte (Chair))
2003: M.Sc. in Econometrics (Free Auditor), University of Orleans, France
2001 : Master in Economics and Finance (with honors), University of Orleans-France
2000 : B.A. in Banking (with honors), National Economics University, Vietnam
PROFESSIONAL EXPERIENCES
2008 : Assistant Professor of Finance, University of Le Mans
2007-2008 : Assistant Professor of Finance, La Rochelle Business School
2005-2007 : Research and Teaching Assistant, Faculty of Law, Economics and Management,
University of Orleans
2002-2005 : Instructor for the courses Financial Markets, Introduction into Finance,
Microeconomics, University of Orleans
PUBLICATIONS AND RESEARCH PAPERS
1. Articles in peer reviewed journals
•
•
“On the Consistency of Performance Measures for Hedge Funds”, Journal of Performance
Measurement, 2009, forthcoming
“The Necessity to Correct Hedge Fund Returns: Empirical Evidence and Correction Methods”,
with G. Gallais-Hamonno and T. Hoang, Bank & Markets, n° 96, 6-19 (article published in
french).
1
•
“Does the Realized and Trailing PER Anomaly Exist ? Empirical Evidence on the Paris Stock
Exchange 1991-2001”, Bank & Markets n° 76, 62-71 (article published in french).
2. Submitted and Working papers
• “An Aggregate Performance Measure for Investment Funds”, submitted to Journal of Portfolio
Management
• “On the Use of Data Envelopment Analysis in Assessing Local and Global Performances of Hedge
Funds” (2007), Working Paper N°2007-25, Orleans Laboratory of Economics, University of
Orleans.
• “Analyse de la performance des hedge funds : correction des rentabilités, méthodes et
implications” (2007), Working Paper N°2007-25, Orleans Laboratory of Economics, University of
Orleans, with G. Gallais-Hamonno and T. Hoang
WORK IN PROGRESS
• Insights into the Dynamic Natures of Hedge Fund Strategies (with J. Fouquau)
• Another Look at the Competition among Mutual Fund Managers
• Optimal Contracts for Hedge Fund Managers
CONFERENCES
• "On the Consistency of Performance Measures for Hedge Funds”
- 15th Annual Global Finance Conference, May 2008, Hangzhou, China
- AFFI International Conference, May 2008, Lille, France
- 25th Symposium on Money, Banking and Finance, June 2008, Luxembourg
• "Faut-il corriger les rentabilités des hedge funds ?" (with G. GALLAIS-HAMONNO & T. HOANG)
- Annual Conference of the French Association of Economics Sciences (AFSE), 2007, Paris, France
- Annual Conference of the French Association of Finance (AFFI), 2007, Bordeaux, France
- 5th Workshop on "Recent Developments of Econometrics Applied in Finance", 2006, University of
Paris Nanterre, France
• "On the Use of Data Envelopment Analysis in Hedge Fund Performance Appraisal"
- 15th Conference on Pacific Basin Finance, Economics, Accounting and Management, 2007,
Vietnam
- Annual Conference of the French Association of Finance (AFFI), june 2006, Poitiers, France
- 38th Money Macro and Financial Research Group, september 2006, York, United Kingdom
• "Hedge Fund Behavior : An Ex-post Analysis"
- 2004 FMA European Doctoral Student Seminar, juin 2004, Zurich, Suisse
- 21th Symposium on Banking and Monetary Economics, june 2004, Nice, France
- 21th AFFI International Conference, june 2004, Paris-La Défense, France
• "Existe-t-il un effet P.E.R. réalisé et prévisionnel ? Evidence empirique sur la Bourse de Paris"
- AFFI International Conference, december 2001, Paris, France.
REFREE REPORTS
Quantitative Finance, Revue du Financier
2
MEMBERSHIPS
•
•
•
French Association of Finance (AFFI)
French Association of Economics Sciences (AFSE)
Financial Management Association
TEACHING ACTIVITIES
•
•
•
•
•
Portfolio Theory
Derivatives
Portfolio Diversification
Financial Engineering
Financial Markets
FELLOWSHIPS
• C.N.R.S. (French National Centre of Scientific Research) Fellow 2002-2005
• Fellow of the Agence Universitaire de la Francophonie 2000-2001 (to engage in Master)
• Fellow of the Vietnamese government for best students 1997-2000
3