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EDHEC-Risk Institute - January 18, 2013

EDHEC Professor Jakša Cvitanić to be a guest speaker at a number of European institutions in the coming months


Jakša Cvitanić, Professor of Finance at EDHEC Business School, and Member of EDHEC-Risk Institute, has been invited to deliver a number of presentations throughout Europe in the next few months.

On January 25, 2013, Professor Cvitanić will be conducting a research seminar entitled "Competition in Portfolio Management: Theory and Experiment" at the National Bank of Serbia in Belgrade, where he will be presenting a recent paper on the subject, co-authored with Elena Asparouhova, Peter Bossaerts, Jernej Copic, Brad Cornell and Debrah Meloso. Based on a large-scale experiment involving approximately 100 subjects over multiple weeks, the paper develops a new theory of delegated investment whereby managers compete in terms of composition of the portfolios they promise to acquire, and studies the resulting asset pricing in the inter-manager market.

On February 7, 2013, Jakša Cvitanić will be present at the Luxembourg School of Finance, on February 11 he will be in Sophia-Antipolis for a presentation hosted by INRIA, a public research body dedicated to computational sciences, and on February 19, 2013 he will be a plenary speaker at a conference held in honour of Rose-Anne Dana at Paris-Dauphine University. Professor Cvitanić will also be delivering a presentation organised by the Department of Banking and Finance at the University of Zurich on February 22, 2013 and on March 8, 2013, he will be participating in a graduate seminar at the Institut Henri Poincaré in Paris. On April 4, 2013, Jakša Cvitanić will be in Paris as an invited speaker at a Natixis Foundation event on quantitative finance at the Pierre and Marie Curie University Jussieu campus. On April 11, 2013 he has been invited to give a talk at the Department of Mathematics, Humboldt University in Berlin, followed on April 18, 2013, by another talk at the Department of Mathematics at Nice University as part of the "Probabilities and Statistics" seminar series. On 4-7 June, 2013, Professor Cvitanić will be addressing the "Frontiers in Financial Mathematics 2013" conference organised at the Institute of Bankers in Dublin as a plenary speaker.

Jakša Cvitanić is a specialist in stochastic methods applied to dynamic asset allocation, valuation, financial strategy and optimal contracts. He joined EDHEC Business School as Professor of Finance in September 2012. Prior to that he was Professor of Mathematical Finance at the California Institute of Technology and has also 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.