The QMI-QUANTVALLEY books, aims to bring together a set of monographs, short and related to the themes of interest to quantitative management. The target audience is management company employees as well as Masters students specialising in Finance.

Multi-Factor Factor Models and Signal Processing Techniques: Application to Quantitative Finance, Wiley, August 2013.

Risk-Based and Factor Investing, ISTE Press - Elsevier, November 2015

  • E. Jurczenko (Editor), ESCP Europe, Member of QMI

Contagion phenomena: Applications to portfolio management, ISTE Press - Elsevier, August 2015

  • S. Darolles, Université Paris – Dauphine, Member of QMI
  • C. Gourieroux, University of Toronto and CREST, Member of QMI.

Factor investing and Risk premia, forthcoming