• Informations générales
  • Spécialités
  • Scolarité & Diplômes
  • Enseignements
  • Activités de recherche
  • Expérience professionnelle
  • Vie associative
  • Autres
Informations générales
Nom & Prénom : Skander Slim
Date de naissance : Vendredi 26 Décembre 1975 à Sousse
Situation familiale : Married
Email : slim_skander@yahoo.fr
Adresse :

Research Group in Economics, Management and Quantitative Finance (LaREMFiQ),
IHEC ,University of Sousse, Route de la ceinture - B.P:
40,Sousse 4054 - Tunisia.

Télécharger Curriculum vitae

Quantitative Methods

Scolarité & Diplômes


  • 2016 - HDR degree in Quantitative Methods (Habilitation for Supervising Doctoral Research). University of Sousse, Tunisia.

  • 2006 - Ph.D. Quantitative Finance. Paris X-Nanterre University, France.

    • Title:  Locally Stationary Processes and Extreme Values: Applications to Portfolio Selection

    • Advisor:  Prof. Daniel Zajdenweber

  • 2000 - Master of Finance and Insurance. Paris X-Nanterre University, France.

  • 1995-1999,  Graduate studies  - Management Science, Institut Supérieur de Gestion (ISG), Sousse, Tunisia.




Derivatives Management and Pricing 





Financial and Actuarial Mathematics





Financial Markets Microstructure





 Financial Risk Modeling





Time Series Models and Software





Financial Modeling using MATLAB              










Credit Scoring





Statistics and Probability




Trading Activity-Volatility Relationship on the Tunis Stock Exchange (with Rabaa Karaa and Dorra Mezzez Hmaid). Research in International Business and Finance, 2017, In Press.




Value-at-Risk under Lévy GARCH models : Evidence from global stock markets (withYosra Koubaa and Ahmed BenSaïda). Journal of International Financial Markets, Institutions & Money, 2017, 40, 30–53.




On the source of stochastic volatility : Evidence from CAC40 index options during the subprime crisis. Physica A, 2016, 463, 63-76.




Highly flexible distributions to fit multiple frequency financial returns (with Ahmed BenSaïda). Physica A, 2016, 442, 203-213.



Asymmetric information, volatility components and the volume-volatility relationship for the CAC40 stocks (with Meriam Dahmene). Global Finance Journal, 2016, 29, 70-84.



The role of trading volume in forecasting market risk, Journal of Financial risk Management, 2016, 5, 22-34.



Trading Intensity and Informed Trading in the Tunis Stock Exchange (with Rabaa Karaa and Dorra Mezzez Hmaid). In Emerging Markets and the Global Economy : A Handbook, Edited by Mohamed Arouri, Sabri Boubaker and Duc Khuong Nguyen, Elsevier, 2013, Chapter 9, 179-200.


Portfolio Value at Risk Bounds Using Extreme Value Theory (with Imed Gammoudi and Lotfi Belkacem). International Journal of Economics and Finance, 2012, 4 (3), 204-215.



On Portfolio Selection Under Extreme Risk measure : The Heavy-tailed ICA Model (with Stéphan Clémençon). International Journal of Theoretical and Applied Finance, 2007, 10 (3), 449-474.



Statistical Analysis of Financial Time Series Under the Assumption of Local Stationarity (with Stéphan Clémençon). Quantitative Finance, 2004, 4 (2), 208-220.

Expérience professionnelle
  • 2017-Present : Associate Professor, IHEC Sousse, Tunisia.

  • 2006-2016 : Assistant Professor, IHEC Sousse, Tunisia.

  • 2010-Present : Trainer for Portfolio Managers, Institut de Formation de la Bourse de Tunis, Tunis Stock Exchange.

  •     Financial Markets Mathematics and Statistics.

  •     Financial Modeling Using Excel and VBA.

  • 2008-2011: Department Chief – Economics and Quantitative Methods, IHEC Sousse, Tunisia.

  • 2003-2005: ATER (Lecturer of Economics and Finance), University of Paris X-Nanterre, France.

  • 2000-2003: Allocataire-Moniteur, University of Paris X-Nanterre, France.

  • 2000: Traineeship, National Institute for Research in Computer Science and Control (INRIA), Versailles Requoncourt - Fractals Project, France.

  •  Title: Long Memory Processes in Finance

  • High-level Scientific Stays

  • 2009 and 2010: Communication and Information Laboratory, Departement of  Image and Signal Processing - Telecom ParisTech, France.

  • 2008 : Econometrics Laboratory, Departement of Economics - Ecole Polytechnique, France.

  • Referee : Emerging Market Review, Research in International Business and Finance, Frontiers in Finance and Economics, Journal of Financial Reporting and Accounting, Physica A, Emerging Markets Finance and Trade.

Membre association

President of association du travail culturel, IHEC Sousse.

  • Computer skills :  Matlab, Eviews, Stata, Visual Basic, Latex.

  • Languages : Arabic (native), French and English (fluent).