EDHEC-Risk Concept Industry Analysis Featured Analysis Latest EDHEC-Risk Surveys Features Interviews Indexes and Benchmarking FTSE EDHEC-Risk Efficient Index Series FTSE EDHEC-Risk ERAFP SRI Index EDHEC-Risk Alternative Indexes EDHEC IEIF Quarterly Commercial Property Index (France) Hedge Fund Index Research Equity Index Research Amundi "ETF, Indexing and Smart Beta Investment Strategies" Research Chair Rothschild & Cie "Active Allocation to Smart Factor Indices" Research Chair Index Regulation and Transparency ERI Scientific Beta Performance and Risk Reporting Hedge Fund Performance Performance Measurement for Traditional Investment CACEIS "New Frontiers in Risk Assessment and Performance Reporting" Research Chair Asset Allocation and Alternative Diversification Real Assets Meridiam Infrastructure/Campbell Lutyens "Infrastructure Equity Investment Management and Benchmarking" Research Chair Natixis "Investment and Governance Characteristics of Infrastructure Debt Instruments" Research Chair Société Générale Prime Services (Newedge) "Advanced Modelling for Alternative Investments" Research Chair CME Group "Exploring the Commodity Futures Risk Premium: Implications for Asset Allocation and Regulation" Strategic Research Project Asset Allocation and Derivative Instruments Volatility Research Eurex "The Benefits of Volatility Derivatives in Equity Portfolio Management" Strategic Research Project SGCIB "Structured Investment Strategies" Research ALM and Asset Allocation Solutions ALM and Private Wealth Management AXA Investment Managers "Regulation and Institutional Investment" Research Chair BNP Paribas Investment Partners "ALM and Institutional Investment Management" Research Chair Deutsche Bank "Asset-Liability Management Techniques for Sovereign Wealth Fund Management" Research Chair Lyxor "Risk Allocation Solutions" Research Chair Merrill Lynch Wealth Management "Risk Allocation Framework for Goal-Driven Investing Strategies" Research Chair Ontario Teachers' Pension Plan "Advanced Investment Solutions for Liability Hedging for Inflation Risk" Research Chair Non-Financial Risks, Regulation and Innovations Risk and Regulation in the European Fund Management Industry Index Regulation and Transparency Best Execution: MiFID and TCA Mitigating Hedge Funds Operational Risks FBF "Innovations and Regulations in Investment Banking" Research Chair EDHEC-Risk Publications All EDHEC-Risk Publications EDHEC-Risk Position Papers IPE EDHEC-Risk Institute Research Insights AsianInvestor EDHEC-Risk Institute Research Insights P&I EDHEC-Risk Institute Research for Institutional Money Management Books EDHEC-Risk Newsletter Events Events organised by EDHEC-Risk Institute EDHEC-Risk Smart Beta Day Amsterdam 2017, Amsterdam, 21 November, 2017 EDHEC-Risk Smart Beta Day North America 2017, New York, 6 December, 2017 Events involving EDHEC-Risk Institute's participation EDHEC-Risk Institute Presentation Research Programmes Research Chairs and Strategic and Private Research Projects Partnership International Advisory Board Team EDHEC-Risk News EDHEC-Risk Newsletter EDHEC-Risk Press Releases EDHEC-Risk in the Press Careers EDHEC Risk Institute-Asia EDHEC Business School EDHEC-Risk Executive Education EDHEC-Risk Advances in Asset Allocation Blended Learning Programme 2017-2018 Yale School of Management - EDHEC-Risk Institute Certificate in Risk and Investment Management Yale SOM-EDHEC-Risk Harvesting Risk Premia in Alternative Asset Classes and Investment Strategies Seminar, New Haven, 5-7 February, 2018 Investment Management Seminars Contact EDHEC-Risk Executive Education Contact Us ERI Scientific Beta EDHEC PhD in Finance
EDHEC-Risk Information
Asset Management Education - January 09, 2014

Wide range of electives available in the PhD in Finance programme in 2014


After completing their core courses, the PhD in Finance candidates in the entering classes of October 2012 and February 2013 will proceed to the second stage of the curriculum and begin selecting elective seminars that will expose them to the latest research advances in specific fields, providing them with opportunities to develop a specialisation and acquire additional knowledge and skills required for their dissertation work.

Candidates must take a minimum of five electives in their second and third years. With five elective seminars offered in Singapore and in Europe this year, programme participants will have access to an unparalleled breadth of expertise.

Electives offered in 2014 in Asia and in Europe form a balanced portfolio of seminars presenting conceptual advances and state-of-the-art quantitative methods. Courses will introduce new methods for the design and calibration of advanced models of asset prices and volatility, look at the link between macroeconomics and long-term risks and asset prices, explore the use of high-frequency and big data, show how to use dynamic risk and asset allocation to design modern investment solutions, and review research advances in private equity.

As always, elective seminars are delivered by some of the leading authorities in each field and, as such, provide PhD in Finance candidates with additional opportunities to engage with senior scholars from the world over.

Returning to the seminar faculty roll for 2014 are EDHEC-Risk Institute core faculty Professors Ekkehart Boehmer and Lionel Martellini, and PhD in Finance affiliate faculty members Yacine Aït-Sahalia, Professor of Finance and Economics and Director of the Bendheim Centrer for Finance at Princeton University, Ravi Bansal, J.B. Fuqua Professor of Finance and Tim Bollerslev, Professor of Economics and Professor of Finance, at Duke University, Mikhail Chernov, Professor of Finance at the London School of Economics and at University of California, Los Angeles, Sanjiv Das, Professor of Finance at Santa Clara University, Allan Timmermann, Professor of Finance and Economics at University of California, San Diego and Pietro Veronesi, Roman Family Professor of Finance at the University of Chicago.

Teaching for the first time in the programme is PhD in Finance affiliate faculty member Ludovic Phalippou, Lecturer in Finance at the University of Oxford.

The schedule for the 2014 electives may be found below:

European Chapter
20-22 January, 2014, London and online Markov Switching and Time-varying Parameter Models in Finance Allan Timmermann, Atkinson/Epstein Endowed Chair, Professor of Economics and Finance, UC San Diego Rady School of Management
23-25 January, 2014, London and online Volatility Modelling Tim Bollerslev, Juanita and Clifton Kreps Distinguished Professor of Economics and Professor of Finance, Fuqua School of Business, Duke University
10-12 March, 2014, Nice and online An Introduction to High Frequency Financial Econometrics Yacine Aït-Sahalia, Otto A. Hack 1903 Professor of Finance and Economics and Director of the Bendheim Centre for Finance, Princeton University
1-3 September, 2014, Nice and online Macroeconomic and Political Uncertainty and the Dynamics of Asset Prices Pietro Veronesi, Roman Family Professor of Finance, University of Chicago Booth School of Business
4-6 September, 2014, Nice and online Dynamic Risk and Asset Allocation Decisions – From Investment Problems to Investment Solutions Lionel Martellini, Professor of Finance and Scientific Director of EDHEC-Risk Institute, EDHEC Business School
Asian Chapter
17-19 March, 2014, Singapore and online Microstructure Ekkehart Boehmer, Professor of Finance, EDHEC Business School
20-22 March, 2014, Singapore and online Long-Run Risks in Asset Prices Ravi Bansal, J.B. Fuqua Professor of Finance, Duke University Fuqua School of Business
5-7 May, 2014, Singapore and online Empirical Option Pricing Mikhail Chernov, Professor of Finance, London School of Economics and Political Science and Professor of Finance, University of California, Los Angeles Anderson School of Management
8-10 May, 2014, Singapore and online Advances in Modelling and Data Science Sanjiv Das, Professor of Finance, Santa Clara University Leavey School of Business
1-3 September, 2014, Singapore and online Private Equity Ludovic Phalippou, University Lecturer in Finance, Oxford University Saïd Business School

The next information sessions for the PhD in Finance programme will be held in London on January 20 and 21, 2014 (face-to-face meetings with Professor René Garcia, EDHEC-Risk Institute PhD in Finance Academic Director).

Other presentations will be scheduled throughout the year in Asia, Europe, North America, Oceania and online.

To reserve your place, to receive our brochure or to learn more about the EDHEC-Risk Institute PhD in Finance, please contact Brigitte Bogaerts or on +33 493 183 267 / +65 6653 8586.

The next deadline for application is March 31, 2014 (October 2014 admission for the Europe-based programme).