PhD in Finance 2012-2013 electives unveiled
The purpose of the PhD in Finance programme at EDHEC-Risk Institute is to help outstanding individuals become autonomous researchers and innovators by enabling them to develop the scientific background and skills required to define, conduct and complete research projects that advance knowledge and practices in the financial industry.
Practitioners undertake the PhD in Finance as a critical development step towards senior positions in the financial industry or, when they already hold such positions, to steer their organisations in new directions.
To allow the participation of professionals in full-time jobs, the presential requirements of the programme are limited to around forty days and can be completed in a total of eight residential weeks over three years.
The programme structure includes core courses, electives, research workshops, and the dissertation. Given over the first year, core courses equip participants with sound training in financial theory, and state-of-the-art analytical and research methods. Elective seminars and workshops expose PhD candidates to the latest advances in specific fields of their choice. The dissertation allows participants to work individually with programme faculty on topics selected for their academic and industry relevance and according to each candidate’s research interests and professional goals.
After completing their core courses and passing their comprehensive examinations, students in the PhD in Finance advance to the second stage of the curriculum and select the electives which will provide them with opportunities to develop a specialisation and acquire additional knowledge and skills necessary for their dissertation work. Like the core courses, electives are taught by world-class specialists in finance, asset management, and economic and financial modelling; they bring together EDHEC Business School’s senior economics and finance scholars and affiliate professors from top research institutions around the world.
PhD in Finance candidates are required to take a minimum of five elective seminars in the second and third year of their studies and are free to participate in additional electives. PhD candidates may choose from the electives offered in London, Nice, and Singapore.
With five electives now offered each academic year both in Europe and in Asia, participants in the programme can tap into an unprecedented breadth of expertise over the course of their studies. The exceptional programme of 2012 and 2013 is detailed below.
Electives offered in 2012
| January 2012, London | Credit Risk Modelling | Rama Cont (Columbia) |
| January 2012, London | Credit Derivatives: Modelling, Pricing and Risk Management | Mikhail Chernov(LSE) |
| March 2012, Singapore | Microstructure | Ekkehart Boehmer(EDHEC) |
| March 2012, Singapore | Behavioural Finance | Harrison Hong (Princeton) |
| March 2012, Nice | Estimation of Continuous-time Models | Federico Bandi (JHU & EDHEC) |
| June 2012, Singapore | Volatility Modelling | Tim Bollerslev (Duke) |
| August 2012, Nice | Dynamic Asset Allocation Decisions - Long-Term Investing with Short-Term Constraints | Lionel Martellini (EDHEC) |
| August 2012, Nice | Macroeconomic and Political Uncertainty and the Dynamics of Asset Prices | Pietro Veronesi, (Chicago) |
| September 2012, Singapore | Portfolio Problems with High-Dimension Covariance Matrices | Jianqing Fan (Princeton) |
| September 2012, Singapore | Credit Risk Modelling | Sanjiv Das (SCU) |
Electives offered in 2013
| January 2013, London | International Finance | Tarun Ramadorai (Oxford) |
| January 2013, London | Portfolio Allocation | Michael Brandt (Duke) |
| March 2013, Singapore | Hedge Funds | Vikas Agarwal (Georgia State) |
| March 2013, Singapore | Strategic Asset Allocation | Jerome Detemple (Boston) |
| March 2013, Nice | High-Frequency Asset Pricing | Torben Andersen (Northwestern) |
| May 2013, Singapore | Forecasting | F.X. Diebold (Pennsylvania) |
| September 2013, Singapore | Risk Management and Extreme Risks | Peter Christoffersen (Toronto) |
| September 2013, Singapore | Monte-Carlo Methods in Finance | Rama Cont (Columbia) |
The next deadline to apply for the PhD in Finance Executive Track (European and Singapore cohorts) is March 30, 2012. The number of seats in the programme is limited in order to guarantee the quality of research supervision.
We invite you to attend one of our forthcoming information presentations:
- London, 24 January, 2012 – EDHEC Risk Institute—Europe premises – 6.00pm
- Hong Kong, 9 February, 2012 – Face-to-face meetings
- Webconference, 9 February, 2012 – 2:00pm CET, 8:00am EST, 9:00pm UTC+8
- New York, 23 February, 2012 – Andaz Wall Street Hotel – 6:00pm
- Dubai, 5 March, 2012 – Face-to-face meetings
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