Marielle is associate professor in finance at the Grenoble Ecole de Management since October 2020. She lectures in the fields of portfolio management, fixed income and sustainable investing.
Marielle has worked as a researcher in the investment management industry for 25 years. She started her career in the City of London in 1994, and moved to Paris in 1997, joining (HSBC) Sinopia, and in 2011 Amundi, where she headed the fixed-income quant research team.
She carries out research projects in areas such as bond portfolio construction, sustainable investing and liquidity scoring, and publishes her work in international journals. She is the editor-in-chief of the Journal of Asset Management.
She holds an MSc in econometrics from the Erasmus University of Rotterdam, an MSc in operational research from Cambridge University (UK), and a PhD in finance from the University of Aix-Marseille. She has defended her HDR (Habilitation à Diriger des Recherches) in 2022.
- Financial Markets
- Quantitative Methods
- Advanced Research Methods - Master - De 2025 à 2026
- Fixed Income Investments - Master - De 2020 à 2022
- Gestion de portefeuille - Licence - De 2021 à 2023
- Quantitative Methods for Finance - Licence - De 2020 à 2022
- Advanced Financial Markets - Master - De 2022 à 2023
- Sustainability and CSR - Licence - De 2021 à 2024
- W2 - Research design and literature review - PhD - De 2023 à 2025
- Seminar 2 - Research Design & Literature Review - PhD - De 2023 à 2025
- Asset Management - Master - De 2020 à 2021
- de Jong M., 2025.Et si le VIX concernait aussi les actifs non cotés ?Option Finance
- De Jong M., Frank Fabozzi F., 2025.Derivatives Application in Asset ManagementLondon: Palgrave Macmillan
- de Jong M., Garibal J.-C., Mukherjee A., 2025.ESG ratings: cocktails of stakeholder valuesJournal of Asset Management: Online first
- De Jong M., Louis D., 2024.Grenoble Ecole de Management - Executive DBALe Figaro
- Buckle D., De Jong M., 2024.Monte Carlo Simulation for Portfolio AnalysisJournal of Portfolio Management, 51, 2: 86 - 100Monte Carlo simulation is a powerful and pragmatic technique for assessing the performance outlook of investment portfolios. By imitating the price-behavior of the assets in the portfolio via random draws from a probability distribution, one can generate fictive portfolio outcomes, and on that basis derive return- and risk forecasts. In this article, the authors lay out the basics of the analysis technique, and provide a series of portfolio management examples.
- De Jong M., 2024.Introduction to the special issue on derivative applications in asset managementJournal of Asset Management, 25, 6: 529–530
- De Jong M., Sug I., 2024.Youth, the quiescent stakeholder of sustainable enterpriseJournal of Asset Management, 25, 7: 627-629
- De Jong M., Duyvesteyn F., Fabozzi F., Houweling P., van der Linden L., 2024.Applications of CDS to Bond Portfolio ManagementJournal of Asset Management, 25, 6: 617–625This article illustrates two fundamental uses of credit default swaps (CDS) in managing bond portfolios. The applications include CDS in a buy-and-hold strategy to optimize a portfolio’s return-to-risk profile and employing CDS indices to efficiently replicate corporate bond returns. Each application is thoroughly examined, demonstrating how CDS can serve as a versatile tool for mitigating credit risk while striving for higher returns.
- De Jong M., 2023.Quand les financiers se font profsOption Finance
- De Jong M., 2023.Conversations with Frank FabozziPortfolio Management ResearchIn this conversation, Marielle will share her thoughts on: • Equities • Fixed income • Illiquid assets • Mean-variance framework • Market risk • Bond factor investing • Sustainable investing