Marie Brière is Head of Investor Research Center at AMUNDI (Asset Management of Crédit Agricole and Société Générale) in Paris. She is also Affiliate Professor with Paris Dauphine University and Associate Researcher with the Centre Emile Bernheim at Solvay Business School, Université Libre de Bruxelles.
She started her working career in 1998 as a quantitative researcher at the proprietary trading desk at BNP Paribas. She joined Credit Lyonnais Asset Management in 2002 as a fixed income strategist, then a Head of Fixed Income, Forex and Volatility Strategy at Credit Agricole Asset Management.
Since 2010, she leads and conducts research on long term asset allocation and risk management, with the goal to advise strategic decisions of investors. She has written numerous articles published in academic journals. She holds a PhD in Economics from the University Paris X and graduated from ENSAE.
Bodie Z., Brière M. (2014), Sovereign Wealth and Risk Management: A Framework for Optimal Asset Allocation of Sovereign Wealth, Journal of Investment Management, vol. 12, n°1
Brière M., Bodie Z. (2014), Optimal Asset Allocation For Sovereign Wealth Funds: Theory And Practice, Bankers, Markets & Investors, n°128, p. 49-54
Szafarz A., Oosterlinck K., Drut B., Brière M., Mignon V. (2013), Is the Market Portfolio Efficient? A New Test of Mean-Variance Efficiency when all Assets are Risky, Finance, vol. 34, n°1, p. 7-41
Brière M., Signori O., Fermanian J-D., Malongo H. (2012), Volatility Strategies for Global and Country Specific European Investors, Bankers, Markets & Investors, n°121, p. 17-29
Signori O., Brière M., Aglietta M., Rigot S. (2012), Rehabilitating the Role of Active Management for Pension Funds, Journal of Banking and Finance, vol. 36, n°9, p. 2565-2574
Bodie Z., Brière M. (2011), Financing Future Growth : the Need for Financial Innovations, OECD Journal : Financial market trends, n°1, p. 4
Burgues A., Brière M., Signori O. (2010), Volatility Exposure for Strategic Asset Allocation, Journal of Portfolio Management, vol. 36, n°3, p. 105-16
Topeglo K., Brière M., Signori O. (2008), Bond market "conundrum" : new factors to explain long-term interest rates ?, Banque & marchés, vol. 8, n°92, p. 51-68
Brière M., Szafarz A. (2008), Crisis-Robust Bond Portfolios, The Journal of Fixed Income, vol. 18, n°2, p. 57-70
Brière M., Szafarz A. (2018), Factors and Sectors in Asset Allocation: Stronger Together?, in Bulusu, Narayan; Coche, Joachim; Reveiz, Alejandro; Rivadeneyra, Francisco; Sahakyan, Vahe; Yanou, Ghislain, Advances in the practice of public investment management. Portfolio modelling, performance attribution and governance, Basingstoke: Palgrave, p. 291-309
Brière M., Szafarz A. (2017), Factor Investing: the Rocky Road from Long-Only to Long-Short, in Jurczenko, Emmanuel, Factor Investing. From Traditional to Alternative Risk Premia, Amsterdam: Elsevier, p. 25-45
Brière M. (2012), Managing Commodity Risk : Can Sovereign Funds Help ?, in Stiglitz, Joseph E., Sovereign Wealth Funds and Long Term Investing, New York: Columbia University Press, p. 238
Brière M. (2011), Managing commodity price volatility, in Stiglitz, Joseph E., Sovereign Wealth Funds and Long Term Investing, New York: Columbia University Press, p. 238
Ielpo F., Brière M. (2009), Yield Curve Reaction to Macroeconomic News in Europe : Disentangling the US Influence, in Stavárek, Daniel, Consequences of the European monetary integration on financial systems, Newcastle: Cambridge Scholars Publishing, p. 268
Signori O., Brière M., Burgues A. (2009), Volatility as an Asset Class for Long-Term Investors, in Nyholm, Ken, Interest Rate Models, Asset Allocation and Quantitative Techniques for Central Banks and Sovereign Wealth Funds, Basingstoke: Palgrave, p. 408
Brière M. (2006), Représentations conventionnelles sur les marchés de taux, in Eymard-Duvernay, François, L'économie des conventions, méthodes et résultats. Tome 2. Développements, Paris: La Découverte, p. 481
Brière M., Signori O. (2011), Inflation-hedging Portfolios in Different Regimes, in Bank für Internationalen Zahlungsausgleich, Portfolio and risk management for central banks and sovereign wealth funds, Basel, Bank for International Settlements, 314 p.
Brière M., Boon L-N., Rigot S. (2014), Does Regulation Matter? Riskiness and Procyclicality of Pension Asset Allocation, 31st International French Finance Association Conference, AFFI 2014, Aix-en-Provence, France
Brière M., Werker B., Gresse C., Boon L-N. (2013), Regulatory Environment and Pension Investment Performance, 11th Workshop on Pension, Insurance and Savings, Paris, France
Brière M., Bodie Z. (2011), Sovereign Wealth and Risk Management. A New Framework for Optimal Asset Allocation of Sovereign Wealth, 30th International French Finance Association Conference, Lyon, France
Boulier J-F., Viala J-R., Brière M. (2007), Do Leveraged Credit Derivatives Modify Credit Allocation ?, EDHEC Symposium « Risk and Asset Management », Nice, France
Werker B., Brière M., Gresse C., Boon L-N. (2014), Pension Regulation and Investment Performance: Rule-Based vs. Risk-Based, SSRN Working Paper Series, 12 p.
Brière M., Szafarz A. (2011), Investment in Microfinance Equity : Risk, Return, and Diversification Benefits, Bruxelles, CEB Working Paper, 42 p.
Drut B., Brière M. (2009), The Revenge of Purchasing Power Parity on Carry Trades during Crises, Bruxelles, CEB Working Paper, 27 p.