Alexandre RUBESAM

Alexandre RUBESAM
Assistant Professor
Ph.D., Finance - Cass Business School
Filière : Finance
Membre du LEM
Formation
  • 2008 : Ph.D., Finance, Cass Business School, United Kingdom
  • 2004 : MSc., Statistics, State University of Campinas, Brazil
  • 2001 : Bachelor, Statistics, State University of Campinas, Brazil
Expériences Professionnelles
Expérience académique :
  • 2017 - maintenant, Professor, IÉSEG School of Management, , France
  • 2010 - 2013, Lecturer, Instituto Educacional BM&F Bovespa, São Paulo, Brazil
  • 2006 - 2008, Visiting professor, Cass Business School, London, United Kingdom
Expérience en entreprise :
  • 2013 - 2017, Chief Risk Officer, Senior Vice President, Itaú-Unibanco, New York Branch, New York, USA
  • 2012 - 2013, Risk Manager, Vice President, Itaú-Unibanco, São Paulo, Brazil
  • 2011 - 2012, Model Validation Specialist, Itaú-Unibanco, São Paulo, Brazil
  • 2009 - 2011, Quantitative Researcher and Trader, Principia Capital Management, São Paulo, Brazil
Prix Scientifiques et Awards
Awards
  • 2007 : Dimitris N. Chorafas Foundation Prize, The Dimitris N. Chorafas Foundation
  • 2006 : Best paper award - PhD research day, Cass Business School
Articles publiés dans des revues à comité de lecture
  • Rubesam A., Hwang S., Salmon M., (2021). Beta Herding through Overconfidence: A Behavioral Explanation of the Low-Beta Anomaly, Journal of International Money and Finance, 111 (1) 102318.
  • Rubesam A., (2021). The Long and the Short of Risk Parity, The Journal of Portfolio Management, 0 0.
  • Rubesam A., Hwang S., (2020). Bayesian selection of asset pricing factors using individual stocks, Journal of Financial Econometrics, 0 0.
Afficher tout
  • Hwang Soosung, Rubesam A., (2015). The disappearance of momentum, The European Journal of Finance, 21 (7) 584-607.
  • Rubesam A., Beltrame André Lomonaco, (2013). Minimum variance portfolios in the Brazilian equity market, Revista Brasileira de Financas, 11 (1) 81–118.
  • Hwang Soosung, Rubesam A., (2013). A behavioral explanation of the value anomaly based on time-varying return reversals, Journal of Banking & Finance, 37 (7) 2367-2377.
  • Dias Ronaldo, Rubesam A., (2003). Allocation of clients into groups using classification via boosting: a comparison with traditional classification methods, Revista Brasileira de Estatística, 64 (221) 25-41.
Domaines de Recherche
  • Finance
  • Asset pricing
  • Financial Econometrics
  • Quantitative trading
  • Portfolio management
Enseignement
Programme Grande Ecole :
  • Programming in finance using r
  • Introduction to machine learning in finance
  • Fixed income
  • Firm valuation
  • Financial markets
MSc in Finance :
  • Active portfolio management: investment simulation
  • Portfolio management and analysis
Post graduate program :
  • Global finance