Functions :

• Department : Finance and Law, Assistant Professor, Phd
• Field of research : Financial Management for the Future, Professor

General data :

Category: Académique

Degree certificates :

• 2015 : Ph.D. in Economics and Management Sciences
• 2011 : Master Sc. in Business Engineering

Biography: Julien Hambuckers is assistant professor of finance at HEC Liège - University of Liège. His major research interests are in the field of financial econometrics and applied statistics (model selection, forecasting, testing) for financial economics. In particular, Julien works on improving the modelling of financial risks with the help of Extreme Value Theory and its extensions to the regression context, focusing mostly on operational and systemic risks related to financial institutions (banks, insurance companies and funds). He holds a M.Sc. in Business Engineering specialized in Finance as well as Ph.D. in Economics and Management. Prior to his position at HEC Liège, Julien was a postdoctoral fellow at the Chair of Statistics, University of Goettingen (Germany) from 2016 to 2018.

Teaching data :

Courses :

• Applied Financial Instruments
• Financial Data Modelling
• Financial Derivatives
• International Finance

Research data :

Thesis title : [2015] Nonparametric and bootstrap techniques applied to financial risk modeling Ph.D. in Economics and Management Sciences

Publications: Click here