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Asset Management Education - February 25, 2013

PhD in Finance Candidates to Present at EDHEC-Risk Days

Organised for the benefit of professionals, the EDHEC-Risk Days present the research conducted by EDHEC-Risk Institute and discuss its implications and applications with the institutional investor and fund manager communities.

As part of these conferences, which are attended by hundreds of practitioners in London, Singapore and New York, sponsored by leading financial institutions, the PhD forum provides EDHEC-Risk Institute PhD in Finance candidates with the opportunity to join the speaker faculty and discuss their dissertation work with the industry.


EDHEC-Risk Institute’s original PhD in Finance programme is designed for professionals whose aim is to gain and maintain an in-depth understanding of finance as well as the ability to initiate and carry through research projects that will yield original insights and lead to innovative approaches and offerings. The programme offers both a residential track for high-potential graduate students who hold part-time research or teaching positions at EDHEC Business School, and an executive track for high-level practitioners in full-time jobs. Executive track participants 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. Residential track participants typically complete doctoral studies to access academic careers in leading research and educational institutions.

The main achievement of any doctoral programme is the authoring of a dissertation, a work that makes a significant contribution to the body of knowledge, and demonstrates not only mastery of the research techniques in the field but also the ability to articulate and substantiate original thinking. While the EDHEC-Risk Institute PhD in Finance allows participants to work on fundamental research pursuits, its differentiating ambition is to train a new breed of practitioners who will combine their practical, in-field expertise with the knowledge and research skills acquired through the programme to exert thought-leadership and introduce radical innovation in the finance industry.

Against this backdrop, the PhD Forum is also an excellent opportunity to take stock of the academic quality and professional relevance of the research work undertaken by participants in the EDHEC-Risk Institute PhD in Finance programme.

This year, the PhD Forum will discuss a wealth of topics of interest to portfolio managers and market authorities:

Multi-country study of yield curve dynamics in a monetary policy framework - an open economy perspective
Speaker: Igor Lojevsky (London, March 27)

  • Comparative study of yield curve dynamics for developed and emerging markets with different exchange rate regimes and monetary policies
  • Term structure models with open economy factors
  • Types of monetary policies and differentiated impact on yield curve
Optimal portfolio strategies in the presence of regimes in asset returns
Speaker: Carlos Campani (London, March 27)
  • The effects of regime changes in both portfolio and consumption strategies
  • The costs of no short-selling and of buy-and-hold strategies
  • The impacts of adding return predictability
Conditional performance evaluation of asset allocation funds
Speaker: Rehan Syed (London, March 27)
  • Do mutual fund managers outperform when tasked with asset allocation across equities and fixed income?
  • Does manager outperformance come from selection or market timing skills?
  • Can we identify top managers by measuring the persistence of alpha and timing skills?
Volatility transmission, correlation dynamics and contagion in East Asian equity and bond markets
Speaker: Neo Teng-Hwee (Singapore, May 15)
  • How Asian equity and bond markets evolved dynamically over the last 15 years
  • Dynamic models of volatility transmission across these asset markets
  • Implied contagion and diversification effects
A network perspective of the systematic risk in derivatives markets
Speaker: Lee Su Fen (Singapore, May 16)
  • How has the network of derivatives market participants changed over time?
  • What do systemic risk indicators say about the derivatives network?
  • How would central counterparties affect the derivatives network?
Algorithmic trading in Indian markets
Speaker: Ramachandran Shankar (Singapore, May 16)
  • Overview of market microstructure and regulatory environment in India
  • Impact of algorithmic trading on market efficiency
  • Effectiveness of algorithmic traders in enforcing the law of one-price across derivatives and cash markets
  • Open regulatory issues
EDHEC-Risk Institute PhD in Finance Academic Director, Professor René Garcia, and Assistant Academic Director for Asia, Professor Ekkehart Boehmer, will act as discussants for these presentations and moderate questions and answers with the audience.

Forthcoming information sessions of the PhD in Finance programme will be held in Dubai (March 7), London (March 26 during the EDHEC-Risk Days Europe conference), New York (April 2), Stockholm (April 4 & 6), Montreal (April 8 & 12), Shanghai (May 11), Singapore (May 15 & 16 during the EDHEC-Risk Days Asia conference), Melbourne (September 18), and Sydney (September 26).

To reserve your place, to receive our brochure, or to learn more about the EDHEC-Risk Institute PhD in Finance, please contact Brigitte Bogaerts at brigitte.bogaerts@edhec-risk.com or on +33 493 183 267/+65 64 389 896.

The next deadline for application is 29 March, 2013 (October 2013 admission for the Europe-based programme, or February 2014 admission for the Asia-based programme).