Faculty Biography

Guillaume Weisang

Guillaume Weisang

Assistant Professor of Finance
Graduate School of Management
Clark University
Worcester, MA 01610-1477

Phone: 508-421-3852
Email: gweisang@clarku.edu

Curriculum Vitae

Ph.D., Bentley University

Research Interests

Bayesian statistics and Bayesian econometrics, times series, hedge fund performance evaluation and replication, hedge fund systemic risk.

Teaching Courses

Financial Econometrics
Financial Indexing
Computational Finance

Key Publications/Presentations


Roncalli, T., and Weisang, G. "Risk Parity Portfolios with Risk Factors." Quantitative Finance 16, no 3, pp. 377-88, 2016.

"An Examination of Determinants of Expatriate Career Intentions." A. Joardar, G. Weisang, February 2016 (Revision)

"Asset Management and Systemic Risk," T. Roncalli, G. Weisang, May 2015. Available on ssrn.com.

“Factor Selection in Dynamic Hedge Fund Replication Models: A Bayesian Approach,” Bayesian Model Comparison, 34:181–222, 2014.

“Tracking Problems, Hedge Fund Replication and Alternative Beta,” T. Roncalli, G. Weisang, Journal of Financial Transformation, Volume 31, pp.19–29, 2011.

“Risk management Lessons from Madoff fraud,” P. Clauss. T. Roncalli, G. Weisang, International Finance Review, Volume 10, Chapter 17, Eds. J. J. Choi and M. Papaioannou, 2009.

“Vagaries of the Euro : An Introduction to ARIMA Modeling” G. Weisang, Y. Awazu, Case Studies in Business, Industry and Government Statistics, Volume 2, Issue 1, 2008.


“An Examination of Determinants of Expatriate Career Intentions,” presented by A. Joardar, AIB 2015 Bengaluru Conference, June 27–30, 2015, Indian Institute of Management, Banga- lore (IIMB), India.

“Robust Filtering, Portfolio Replication and Leverage Effect,” GSOM Research Seminar, February 18, 2015, Clark University, Worcester, MA.

“Factor Selection in Dynamic Hedge Fund Replication Models : A Bayesian Approach,” WPI Statistics Seminar, September 29, 2014, Worcester Polytechnic Institute, Worcester, MA.

"Factor selection in hedge fund replication dynamic models: an application of forward filtering - backward sampling algorithm and reversible-jump MCMC," Invited talk, ICSA Applied Statistical Symposium, June 24, 2012, Boston, MA.

“Hedge Fund Replication and Tracking Problems : a “new” approach to Alternative Beta,” Fidelity Investment Strategic Research Group, May 20, 2010, Boston, MA.

“Risk Management Lessons from Madoff Fraud,” Invited Talk, Battles Lecture, May 29, 2009, NES/MAA meetings at Fairfeld University, Fairfeld, CT.