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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).