Charles-Olivier
Amédée-Manesme
Professeur titulaire
Directeur du Département de finance, assurance et immobilier
Cotitulaire de la Chaire iA Groupe financier en assurance et services financiers
Département de finance, assurance et immobilier
FSA ULaval
Pavillon Palasis-Prince
Local 3547
Champs d'intérêt et recherche
- Économie de l'immobilier
- Économie urbaine, rurale et régionale
- Finance, n.c.a.
- Économie internationale et finance internationale
- Analyses du milieu urbain et développement urbain
- Aménagement urbain et études de milieu urbain
Formation
- Doctorat en finance (Ph. D.), Université de Cergy-Pontoise
- Master spécialisé en techniques financières (MS), ESSEC Business School
- Master Recherche Économie, École normale supérieure Paris-Saclay
- Baccalauréat en école de génie, infrastructure et construction, 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 dans une conférence sans actes
- 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, Etats-Unis d'Amérique.
- Amédée-Manesme, C.-O. (2024). Residential investment in light in foreign buyers. American real estate society, Orlando, Etats-Unis d'Amérique.
- 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, Royaume-Uni.
- 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, Pays-Bas.
- 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, Pays-Bas.
- 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, Pays-Bas.
- 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, Allemagne.
- Amédée-Manesme, C.-O. (2016). Term Structure of Real Estate Returns and Mixed-Asset Portfolio. International Conference of the French Finance Association, Liege, Belgique.
- 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, Etats-Unis d'Amérique.
- 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, Etats-Unis d'Amérique.
- 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, Turquie.
- 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, Turquie.
- 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, Etats-Unis d'Amérique.
- 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, Etats-Unis d'Amérique.
- 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, Roumanie.
- 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, Etats-Unis d'Amérique.
- 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, Etats-Unis d'Amérique.