Lamya Kermiche
Département
Gestion, Droit et Finance
Nationalité
Algérie, France
Fonction
Professeur
Lamya Kermiche est depuis septembre 2007 professeure associée au département Gestion-Droit-Finance de Grenoble Ecole de Management. Elle a auparavant exercé des fonctions d'analyste quantitatif auprès de plusieurs institutions financières françaises et étrangères (1998-2001), et occupé un poste de professionnelle de recherche associée à la chaire de Gouvernance et Juricomptabilité d'HEC Montréal (2002-2004). Elle est titulaire d'un diplôme d'ingénieur en informatique et mathématiques appliquées (Ensimag 1998) et d'un Doctorat en Sciences de gestion de l'Université de Grenoble 2 (2007). Ses axes de recherche relèvent du risque sur les marchés financiers, de la volatilité des produits dérivés et de la qualité de l'information financière.
- Gestion des risques
- Marchés financiers
- Produits dérivés
- Audousset-Coulier S., Broye G., Kermiche L., Piot C., 2026.The Determinants of Joint Audit Imbalance: A Supply-Side AnalysisAccounting in Europe: Online first
- Kermiche L., 2024.The determinantes of joint audit imbalance: A supply-side analysis)CAAA conference, Canadian Academic Accounting Association, Halifax, Canada
- Benlemlih M., Jaballah J., Kermiche L., 2023.Does financing strategy accelerate corporate energy transition? Evidence from green bondsBusiness Strategy and the Environment, 32, 1: 878-889
- Kermiche L., Audousset-Coulier S., Broye G., Piot C., 2023.The determinants of joint audit imbalance: A supply-side analysis18th EUFIN (European Financial Reporting) Workshop, EAA European Accounting Association, Piraeus, Grèce
- Kermiche L., Piot C., Audousset-Coulier S., Broye G., 2022.The determinants of joint audits imbalance. French evidenceEAA Annual Congress 2022, EAA European Accounting Association, Bergen, Norvège
- Kermiche L., Piot C., Audousset-Coulier S., Broye G., 2019.Why are joint audits imbalanced?CAAA Annual Conference 2019, Canadian Academic Accounting Association, Ottawa, Canada
- Aubert F., Gajewski F., Kermiche L., 2018.How to better detect cases of financial reporting fraud: some new findings from earnings restatementsDans Research Handbook Of Investing in the Triple Bottom Line. Boubaker S., Cumming D., Nguyen D. K. Ed. Cheltenham: Edward Elgar Publishing
- Kermiche L., Piot C., 2018.The Audit Market Dynamics in a Mandatory Joint Audit Setting – The French ExperienceJournal of Accounting, Auditing and Finance, 33, 4: 463–484
- Kermiche L., Vuillermet N., 2016.Weather derivatives structuring and pricing: a sustainable agricultural approach in AfricaApplied Economics, 48, 2: 165-177The objective of this article is to calculate the price of weather derivatives for different African countries with payout depending on temperature. A new approach for computing degree day contracts is shown and gives another scale to the numerical relevance and practical implementation of the findings. With historical data for each country, a stochastic process based on continuous time with mean reversion representing the evolution of the temperature is determined. Focusing on the Monte Carlo simulation method, the price of each contract and the potential implications to solve several aspects of the threatened African economy are presented.
- Dupuy P., Kermiche L., 2016.Understanding Foreign Exchange Option Returns: The Information Content Of VolatilityJournal of Applied Business Research, 32, 2: Online
Seules les 10 dernières publications sont affichées