Research interests
Financial Econometrics, Risk Management, Market microstructure and Fund industry
Virginie Terraza is and , in France. Associate Professor at the University of Luxembourg Associate Researcher at the University of Montpellier
She holds a PhD in Economics from Paris 2 entitled: “Modélisation de la Value at Risk, une évaluation de l’approche Riskmetrics”.
Currently, the main goal of her research is to address the challenges associated with replicating traditional financial indices and to establish proposals of new fund classifications in order to carry out the attractiveness of fund’s financial market places.
