Messaoud CHIBANE
Finance, Audit, Accounting and Control
Permanent
Presentation
Biography
Prior to starting his academic career in 2015, Messaoud CHIBANE headed Shinsei Bank's cross-asset quantitative research team in Tokyo. He began his career at JP Morgan Bank in 1997. Since then, he has held several senior quantitative analyst positions in London and Tokyo, specializing in the valuation and hedging of exotic interest rate and FX options. He joined ESSEC Business School in 2015 then NEOMA Business School in 2017 where he created and directed the MSc Finance & Big Data. His research focuses on asset valuation, the link between macroeconomics and financial markets as well as sustainable finance and cryptocurrencies. Messaoud CHIBANE has published in international peer-reviewed journals such as the Quarterly Review of Economics and Finance, Applied Economics, Economic Modelling and the European Journal of Finance as well as several practitioners’ journals such as Risk Magazine and the Wilmott Journal. A graduate from Ecole Centrale Paris, he also holds a DEA in Applied Economics from the University of Paris – La Sorbonne as well as a PhD in Finance from EDHEC Business School.
Degrees and Training
| Year | Title | Institution | Country |
|---|---|---|---|
| 2016 | PhD, Business Administration, Finance – incl Banking | EDHEC Business School | France |
| 1996 | Master, Engineering, Quantitative Methods | Central School of Paris (ECP) | France |
| 1996 | Specialized Mastere, Economy, Finance – incl Banking | Université Paris 1 Panthéon-Sorbonne | France |
Courses Taught
| Year | Title | Country | Institution |
|---|---|---|---|
| 2025 | Financial Decisions | France | ICN Business School |
| 2025 | Décisions Financières | France | ICN Business School |
| 2025 | Décisions Financières en E-Learning | France | ICN Business School |
| 2025 | Gestion de portefeuille et mesure de performance | France | ICN Business School |
| 2025 | Portfolio management and measures of performance | Germany | ICN Business School |
Publications
| Year | Type | Reference |
|---|---|---|
| 2025 | Journal article | CHIBANE, M., G. GIMENEZ ROCHE, S. OUZAN, “Durable goods, rare disasters, and the value premium”, The European Journal of Finance, September 2025, pp. 1-27 |
| 2025 | Journal article | CHIBANE, M., A. KUHANATHAN, “Examining the impact of natural gas price volatility on EURO zone inflation expectations”, Quarterly Review of Economics and Finance, December 2025, vol. 104, no. 102062 |
| 2025 | Journal article | CHIBANE, M., P. PONCET, “Housing rare disaster events and asset prices”, Economic Modelling, June 2025, vol. 147 |
| 2025 | Journal article | CHIBANE, M., N. JANSON, “Is Bitcoin the best safe haven against geopolitical risk?”, Finance Research Letters, March 2025, vol. 74, no. 106543 |
| 2023 | Journal article | CHIBANE, M., “Can COVID-19 solve the equity premium puzzle?”, Applied Economics, June 2023, vol. 55, no. 6, pp. 603-616 |
| 2022 | Journal article | CHIBANE, M., G. GIMENEZ ROCHE, A. GABRIEL, “Credit booms and crisis-emergent asset comovement: The problem of latent correlation”, Quarterly Review of Economics and Finance, August 2022, vol. 85, pp. 270-279 |