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EDHEC-Risk Executive Education

EDHEC-Risk Institute PhD in Finance - Research Workshop Series

Forthcoming research workshops

  • February 16, 2012, Professor Pierre Mella-Barral, EDHEC Business School, "Entrepreneurial Spawning and Firm Characteristics"

  • March 14, 2012, Professor Ekkehart Boehmer, EDHEC Business School, "High Frequency Trading Around The World"

  • March 15, 2012, Professor Harrison Hong, Princeton University, "Speculative Betas"

  • March 21, 2012, Professor Federico Bandi, Johns Hopkins University, "Price and Volatility Co-jumps"

  • May 24, 2012, Professor René Garcia, EDHEC Business School, Title to be confirmed

  • May 24, 2012, Professor Florencio Lopez-de-Silanes, EDHEC Business School, Title to be confirmed

  • June 14, 2012, Professor Tim Bollerslev, Duke University, Title to be confirmed

  • August 30, 2012, Professor Robert Kimmel, EDHEC Business School, Title to be confirmed

Past research workshops

  • January 26, 2012, Professor Mikhail Chernov, London School of Economics, "Sources of Risk in Currency Returns"

  • January 25, 2012, Professor Rama Cont, Columbia University, "Statistical Modeling of CDS Portfolios: A Multivariate Model for Spread Risk"

  • January 19, 2012, Professor Giuseppe Bertola, EDHEC Business School, "Finance, Governments, and Trade: 1980-2007"

  • November 17, 2011, Professor Jakša Cvitanic, Caltech, "Do High Frequency Traders Affect Transaction Prices?"

  • October 20, 2011, Professor Ravi Bansal, Duke University, "Volatility, the Macroeconomy and Asset Prices"

  • October 19, 2011, Professor Tarun Ramadorai, University of Oxford, "Change You Can Believe In? Hedge Fund Data Revisions"

  • October 5, 2011, Professor Abraham Lioui, EDHEC Business School, "The Myth of Long Horizon Predictability: An Asset Allocation Perspective"

  • September 1, 2011, Professor René Garcia, EDHEC Business School, "Idiosyncratic Risk and the Cross-section of Stock Returns"

  • June 23, 2011, Professor Lionel Martellini, EDHEC Business School, "Life-Cycle Investing for Individual Investors - When Wall Street meets Main Street"

  • June 09, 2011, Professor Jérôme Detemple, Boston University, "Optimal Portfolio Allocations with Hedge Funds"

  • June 09, 2011, Professor Nicholas Polson, University of Chicago, "Nonlinear Filtering and Learning Dynamics"

  • May 26, 2011, Professor Florencio Lopez de Silanes, EDHEC Business School, "Giants at the Gate: On the Cross-section of Private Equity Investment Returns in the Past 30 Years"

  • April 15, 2011, Professor Robert Kimmel, EDHEC Risk Institute—Asia, "Statistical Inference Using Maximum-Correlation Portfolios"

  • March 24, 2011, Professor Stéphane Gregoir, EDHEC Economics Research Centre, "Testing in Vector Autoregressions with Possibly Seasonally and Non-seasonally (Co-)Integrated Processes: An Application to Monetary Policy"

  • March 16, 2011, Professor Antonio Mello, University of Wisconsin, "Pay Now or Later: Designing Securities for Financial Flexibility"

  • February 24, 2011, Professor Pierre Mella-Barral, EDHEC Business School, "Entrepreneurial Spawning and Firm Characteristics"

  • January 20, 2011, Professor Yacine Aït-Sahalia, Princeton University, "Modelling Financial Contagion Using Mutually Exciting Jump Processes"

  • January 19, 2011, Professor Peter Christoffersen, Rotman School of Management, "Is the Potential for International Diversification Disappearing?"

  • November 17, 2010, Professor Olivier Ledoit, University of Zurich, "Nonlinear Shrinkage Estimation of Large-Dimensional Covariance Matrices"

  • October 14, 2010, Professor Raman Uppal, London Business School, "Improving Portfolio Selection Using Option-Implied Volatility and Skewness"

  • September 16, 2010, Professor Francis X. Diebold, University of Pennsylvania, "Connectedness’ Measurement for Financial Risk Management"

  • September 16, 2010, Professor Ekkehart Boehmer, University of Oregon, "What do Short Sellers Know?"

  • June 24, 2010, Professor Stéphane Gregoir, EDHEC Economics Research Centre, "Testing in Vector Autoregressions with Possibly Seasonally and Non-seasonally (Co-)integrated Processes: An Application to Monetary Policy"

  • March 25, 2010, Professor Florencio Lopez-de-Silanes, EDHEC Business School, "Opening the Black Box: Internal Capital Markets and Managerial Power"

  • March 18, 2010, Professor Harrison Hong, Princeton University, "Gradual Information Diffusion in Asset Markets"

  • February 25, 2010, Professor Massimo Guidolin, Manchester Business School, "Can VAR Models Capture Regime Shifts in Asset Returns? A Long-Horizon Strategic Asset Allocation Perspective"

  • January 28, 2010, Professor Laurent Calvet, HEC Paris, "Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios"

  • January 20, 2010, Professor Tim Bollerslev, Duke University, "Tails, Fears and Risk Premia"

  • January 20, 2010, Professor Rama Cont, Columbia University, "Systemic Risk and Default Contagion in Banking Networks"

  • January 14, 2010, Professor Andrea Buraschi, Imperial College London, "When Uncertainty Blows in the Orchard: Comovement and Equilibrium Volatility Risk Premia"

  • January 11, 2010, Professor Hui Guo, College of Business, University of Cincinnati, "Uncovering the Relation between Aggregate Stock Illiquidity and Expected Excess Market Returns"

  • November 19, 2009, Professor Olivier Scaillet, HEC Université de Genève, "Detecting spurious jumps in high frequency data"

  • November 13, 2009, Professor Alexandre Jeanneret, University of Lausanne - HEC School, Institute of Banking and Finance, "Sovereign Default Risk and the U.S. Equity Market"

  • November 12, 2009, Professor Giuseppe Bertola, Facoltà di Scienze Politiche, Università degli Studi di Torino, "Reforms, Finance, and Current Accounts"

  • October 16, 2009, Professor Daniel Dorn, Drexel University LeBow College of Business, "Rational Disposition Effects: Theory and Evidence"

  • October 15, 2009, Professor Sudipto Bhattacharya, London School of Economics, "Control Rights and Corporate Venturing"

  • September 3, 2009, Professor Pietro Veronesi, University of Chicago Booth School of Business, "Stock Based Compensation and CEO (Dis)Incentives"

  • June 25, 2009, Professor Pierre Mella-Barral, EDHEC Business School, "Firm Spawning Dynamics"

  • June 18, 2009, Professor Marcel Rindisbacher, Boston University School of Management, "Optimal Portfolio Allocations with Hedge Funds"

  • June 15, 2009, Doctor Tobias Adrian, Assistant Vice President, Federal Reserve Bank of New York, "CoVaR"

  • May 28, 2009, Professor Raman Uppal, London Business School, "Keynes Meets Markowitz: The Trade-off between Familiarity and Diversification"

  • April 30, 2009, Professor João Cocco, London Business School, "Longevity Risk and Retirement Savings"

  • March 26, 2009, Professor Jakša Cvitanic, Caltech, "Optimal Compensation of Managers and Executives"

  • February 12, 2009, Professor Ekkehart Boehmer, Mays Business School at Texas A&M University, "Short Selling and the Informational Efficiency of Prices"

  • January 28, 2009, Professor Lionel Martellini, Scientific Director of the EDHEC Risk and Asset Management Research Centre, "How Costly is Regulatory Short-Termism for Defined-Benefit Pension Funds?"

  • December 4, 2008, Professor Abraham Lioui, EDHEC Business School, "Do the Fama French Factors Really Proxy for Time Varying Opportunity Set?"

  • November 13, 2008, Professor Jacob Sagi, Owen Graduate School of Management at Vanderbilt University, "Do Fund Managers Make Informed Asset Allocation Decisions?"

  • October 16, 2008, Professor Robert Kosowski, Imperial College Business School, "When There Is No Place to Hide: Correlation Risk and the Cross-Section of Hedge Fund Returns"

  • September 18, 2008, Professor Federico Bandi, University of Chicago Graduate School of Business, "Market Volatility, Market Frictions, and the Cross-Section of Stock Returns"

These sessions have been recorded and are available in multimedia streaming. Affiliate faculty members and prospective students should contact Maud Gauchon to obtain a link to access these recordings or to participate in future sessions.