Olivier Scaillet

Olivier Scaillet has a master in business engineering and a master in statistics from the Université Libre de Bruxelles, as well as a master and PhD in Applied mathematics from the University of Paris Dauphine. He has done research in econometric theory and econometrics applied to finance and insurance as well as derivative pricing and asset allocation.

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Securing Investment Returns in the Long Run (Coursera)

In this course, you will learn about the famous dichotomy between active and passive investing, how to appropriately measure and analyze investment performance and what the future trends in the investment management industry are. You will first learn about absolute and relative performance, risk-adjusted returns and how to decompose [...]

Portfolio and Risk Management (Coursera)

In this course, you will gain an understanding of the theory underlying optimal portfolio construction, the different ways portfolios are actually built in practice and how to measure and manage the risk of such portfolios.

Meeting Investors' Goals (Coursera)

In this course, you will dive into the concepts of rationality and irrationality and understand how they impact our investment decisions and what the consequences can be at the market level. You will first explore the different biases that we, as humans, are subjected to when facing investment decisions [...]