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EDHEC-Risk Institute - July 10, 2012

Jakša Cvitanić, Affiliate Professor of Finance at EDHEC Business School, taking part in the CEPR/Study Center Gerzensee European Summer Symposium in Financial Markets in July


Jakša Cvitanić, Affiliate Professor of Finance at EDHEC Business School, and Member of EDHEC-Risk Institute, will be taking part in the 23rd European Summer Symposium in Financial Markets (ESSFM) co-organised by Study Center Gerzensee and CEPR from 16 to 27 July, 2012. The event aims to bring together leading researchers for an extended period, and in addition to time set aside for seminars and focus sessions, a substantial amount is reserved for independent work and collaborative research, thus providing participants with a unique opportunity to interact and discuss each other's research. Professor Cvitanić will be participating in the focus session on Asset Pricing. The Organising Committee for this year’s symposium consists of Dirk Niepelt (Study Center Gerzensee and CEPR), Adriano Rampini (Duke University) and Tarun Ramadorai (University of Oxford and CEPR).

Professor Cvitanić is a specialist in stochastic methods applied to dynamic asset allocation, valuation, financial strategy and optimal contracts. He is currently Professor of Mathematical Finance at the California Institute of Technology and will be joining EDHEC Business School as Professor of Finance in September 2012. Prior to joining Caltech in 2005, Professor Cvitanić held positions as Professor of Mathematics and Economics at the University of Southern California and Associate Professor of Statistics at Columbia University. His research work focuses on the application of stochastic methods to a wide variety of market and corporate finance issues. He has published in leading journals, including Journal of Economic Theory, Journal of Financial Economics, Journal of Mathematical Economics, Management Science, and Review of Financial Studies, and has received numerous research grants. He currently serves as co-editor for Finance and Stochastics and Mathematics and Financial Economics, and as associate editor for several other journals, including Annals of Finance and Mathematical Finance.