First Author:   Julien Chevallier IPAG Business School (IPAG Lab) julien.chevallier04@univ-paris8.fr   184 Boulevard Saint-Germain Paris, 75006, France       Second Author: Florian Ielpo LOIM, CERMSEM, U. Paris 1 f.ielpo@lombardodier.com   Lombard Odier Investment Management, Avenue des Morgines 6, Place du Marechal de Lattre de Tassigny Petit-Lancy, 1213, Switzerland       Third Author: Ling-Ni Boon Amundi, University Paris Dauphine lingni.boon@amundi.com         http://