Charles-Olivier
Amédée-Manesme
Full Professor (Professor)
Director, Department of Finance, Insurance and Real Estate
Co-holder iA Financial Group Research Chair
Department of Finance, Insurance and Real Estate
FSA ULaval
Pavillon Palasis-Prince
Local 3547
Fields of Interest and Research
- Real estate economics
- Urban, rural and regional economics
- Finance, n.e.c.
- International economics and international finance
- Urban analysis and development
- Urban design and studies
Education
- Doctorate in finance (Ph. D.), Cergy-Pontoise University
- Specialized Postgraduate Degree in Financial Techniques (MS), ESSEC Business School
- Research Master's : Money, Bank and Finance, École normale supérieure Paris-Saclay
- Engineering school, building & construction - concentration: geomatics, École spéciale des travaux publics
Publications
Articles
- Amédée-Manesme, C.-O., & Barthélémy, F. (2026). Navigating small datasets: The efficacy of the factorial index over the repeat sales index. Annals of Operations Research. DOI : 10.1007/s10479-026-07080-6
- Amédée-Manesme, C.-O., & Barthélémy, F. (2022). Proper use of the modified Sharpe ratios in performance measurement: rearranging the Cornish Fisher expansion. Annals of Operations Research, 313, 691-712. DOI : 10.1007/s10479-020-03858-4
- Amédée-Manesme, C.-O., Baroni, M., & Barthélémy, F. (2020). Un nouveau paradigme de la dynamique des rendements immobiliers parisiens. Revue économique, 71(4), 751-765. DOI : 10.3917/reco.pr2.0146
- Amédée-Manesme, C.-O., Faye, B., & Le Fur, E. (2020). Heterogeneity and fine wine prices: application of the quantile regression approach. Applied Economics, 52(26), 2821-2840. DOI : 10.1080/00036846.2019.1696937
- Amédée-Manesme, C.-O., Barthélémy, F., Bertrand, P., & Prigent, J.-L. (2019). Mixed-asset portfolio allocation under mean-reverting asset returns. Annals of Operations Research, 281(1-2), 65-98. DOI : 10.1007/s10479-018-2761-y
- Amédée-Manesme, C.-O., Barthélémy, F., & Maillard, D. (2019). Computation of the corrected Cornish–Fisher expansion using the response surface methodology: application to VaR and CVaR. Annals of Operations Research, 281(1-2), 423-453. DOI : 10.1007/s10479-018-2792-4
- Amédée-Manesme, C.-O., & Barthélémy, F. (2018). Ex-ante real estate Value at Risk calculation method. Annals of Operations Research, 262(2), 257-285. DOI : 10.1007/s10479-015-2046-7
- Amédée-Manesme, C.-O., Baroni, M., Barthélémy, F., & Des Rosiers, F. (2017). Market heterogeneity, investment risk and portfolio allocation: Applying quantile regression to the Paris apartment market. International Journal of Housing Markets and Analysis, 10(5), 641-661. DOI : 10.1108/IJHMA-04-2017-0040
- Amédée-Manesme, C.-O., Baroni, M., Barthélémy, F., & Des Rosiers, F. (2017). Market heterogeneity and the determinants of Paris apartment prices: A quantile regression approach. Urban Studies, 54(14), 3260-3280. DOI : 10.1177/0042098016665955
- Amédée-Manesme, C.-O., Barthélémy, F., & Prigent, J. L. (2016). Real estate investment: Market volatility and optimal holding period under risk aversion. Economic Modelling, 58, 543-555. DOI : 10.1016/j.econmod.2015.10.033
- Amédée-Manesme, C.-O., Des Rosiers, F., & Grégoire, P. (2015). The pricing of embedded lease options. Finance Research Letters, 15, 215-220. DOI : 10.1016/j.frl.2015.10.001
- Amédée-Manesme, C.-O., Barthélémy, F., & Keenan, D. (2015). Cornish-Fisher Expansion for Commercial Real Estate Value at Risk. Journal of Real Estate Finance and Economics, 50(4), 439-464. DOI : 10.1007/s11146-014-9476-x
- Amédée-Manesme, C.-O., Baroni, M., Barthélémy, F., & Mokrane, M. (2015). The impact of lease structures on the optimal holding period for a commercial real estate portfolio. Journal of Property Investment & Finance, 33(2), 121-139. DOI : 10.1108/JPIF-02-2014-0010
- Amédée-Manesme, C.-O., Barthélémy, F., Baroni, M., & Dupuy, E. (2013). Combining Monte Carlo simulations and options to manage the risk of real estate portfolios. Journal of Property Investment & Finance, 31(4), 360-389. DOI : 10.1108/JPIF-09-2012-0042
Communications in a Conference Without Proceedings
- Amédée-Manesme, C.-O. (2025). Optimizing REIT Portfolios: The integration of ESG Criteria and its financial implications. American Real Estate Society 41st Annual Meeting 2025, Tucson, United States of America.
- Amédée-Manesme, C.-O. (2024). Residential investment in light in foreign buyers. American real estate society, Orlando, United States of America.
- Amédée-Manesme, C.-O. (2019). Canadian housing market integration in light of foreign buyers. 26th Annual conference of the European Real Estate Society, Cergy-Pontoise, France.
- Amédée-Manesme, C.-O. (2019). Canadian housing market integration in light of foreign buyers. 36th Annual French Finance Association Meeting (AFFI), Canada.
- Amédée-Manesme, C.-O. (2019). Residential Real Estate Investment: Impact of Taxation and Risk Aversion on the Optimal Holding Period. 36th Annual French Finance Association Meeting (AFFI), Québec, Canada.
- Amédée-Manesme, C.-O. (2019). Canadian housing market integration in light of foreign buyers. 59e congrès annuel de la Société canadienne de science économique (SCSE), Canada.
- Amédée-Manesme, C.-O., Barthélémy, F., Bertrand, P., & Prigent, J.-L. (2018). Mixed-Asset Portfolio Allocation Under Mean-Reverting Asset Returns. 35th Annual French Finance Association Meeting (AFFI 2018), Paris, France.
- Amédée-Manesme, C.-O., Baroni, M., & Barthélémy, F. (2018). An Index to forecast housing returns. 25th Annual European Real Estate Society Meeting (ERES International 2018), Reading, United Kingdom.
- Amédée-Manesme, C.-O., Des Rosiers, F., & Grégoire, P. (2017). Commercial Leases, Terms and Options in the Light of Game Theory. 2017 American Real Estate and Urban Economics Association International Conference, Amsterdam, Netherlands (The).
- Amédée-Manesme, C.-O. (2017). On the Effectiveness and Usefulness of Portfolio Insurance Strategies for REITs. 2017 American Real Estate and Urban Economics Association International Conference (AREUEA 2017), Amsterdam, Netherlands (The).
- Amédée-Manesme, C.-O., Des Rosiers, F., & Grégoire, P. (2017). Commercial Leases, Terms and Options in the Light of Game Theory. 24th Annual Conference of the European Real Estate Society (ERES 2017), Delft, Netherlands (The).
- Amédée-Manesme, C.-O. (2017). On the Effectiveness and Usefulness of Portfolio Insurance Strategies for REITs. 34th International Conference of the French Finance Association, Valencia, France.
- Des Rosiers, F., & Amédée-Manesme, C.-O. (2016). Segmenting the Paris Residential Market Using a Principal Component Analysis. 23rd Annual Conference of the European Real Estate Society (ERES 2016), Regensburg, Germany.
- Amédée-Manesme, C.-O. (2016). Term Structure of Real Estate Returns and Mixed-Asset Portfolio. International Conference of the French Finance Association, Liege, Belgium.
- Amédée-Manesme, C.-O., & Des Rosiers, F. (2016). Market Heterogeneity and the Determinants of Paris Apartment Prices: A Quantile Regression Approach. 56e Congrès de la Société canadienne de science économique, Québec, Canada.
- Amédée-Manesme, C.-O. (2016). Non-Unicity of Cornish-Fisher Expansion: Correction and Application to Real Estate Data. 32nd Annual American Real Estate Society Meeting, Denver, United States of America.
- Des Rosiers, F., Amédée-Manesme, C.-O., & Grégoire, P. (2016). The Pricing of Embedded Lease Contracts Options. 32nd American Real Estate Society Annual Meeting, Denver, United States of America.
- Amédée-Manesme, C.-O., Des Rosiers, F., & Grégoire, P. (2015). The Pricing of Embedded Lease Contracts Options. 22nd Annual Conference of the European Real Estate Society (ERES 2015), Istanbul, Turkey.
- Amédée-Manesme, C.-O. (2015). Ex-Ante Real Estate Value at Risk Calculation Method. 22nd Annual Conference of the European Real Estate Society (ERES 2015), Istanbul, Turkey.
- Amédée-Manesme, C.-O., & Des Rosiers, F. (2015). Market Heterogeneity, Investment Risk and Portfolio Allocation: Applying Quantile Regression to the Paris Apartment Market. 32nd International Conference of the French Finance Association, Cergy, France.
- Amédée-Manesme, C.-O., Des Rosiers, F., & Grégoire, P. (2015). The Pricing of Embedded Lease Contracts Options. 48th Annual Conferene of the Canadian Economics Association, Toronto, Canada.
- Des Rosiers, F., & Amédée-Manesme, C.-O. (2015). Pricing Housing Attributes in a Context of Market Heterogeneity: An Application of Quantile Regression to Paris Apartmetns. 31st Annual Meeting of the American Real Estate Society (ARES 2015), Fort Myers, United States of America.
- Amédée-Manesme, C.-O. (2015). Accounting for the Term Structure of Real Estate Returns in Mixed-Asset Portfolio. 31st Annual Meeting of the American Real Estate Society (ARES 2015), Fort Myers, United States of America.
- Amédée-Manesme, C.-O. (2015). Value at Risk: A Specific Real Estate Model. 8th International Finance Conference (IFC8), Paris, France.
- Barthélémy, F., Des Rosiers, F., Baroni, M., & Amédée-Manesme, C.-O. (2014). Market Heterogeneity and Investment Risk - Applying Quantile Regression to the Paris Apartment Market, 1990-2006. Proceeding of the 21st Annual European Real Estate Society Conference (ERES 2014), Bucharest, Romania.
- Amédée-Manesme, C.-O. (2014). Modified Sharpe Ration for Real Estate Portfolio Allocation and Performance Measurements. 30th Annual American Real Estate Society Meeting (ARES 2014), San Diego, United States of America.
- Barthélémy, F., Des Rosiers, F., Baroni, M., & Amédée-Manesme, C.-O. (2014). Market Heterogeneity and Investment Risk - Applying Quantile Regression to the Paris Apartment Market, 1990-2006. Proceedings of the 30th Annual American Real Estate Society Meeting (ARES 2014), San Diego, United States of America.