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Asset Management Education - June 25, 2015

2015/2016 seminars for the PhD in Finance programme unveiled


After completing their core courses, PhD in Finance candidates in the entering class of October 2014 will advance to the second stage of the curriculum and start selecting elective seminars that expose them to the latest research advances in specific fields, providing them with opportunities to develop a specialisation and acquire additional knowledge and skills necessary for their dissertation work.

Candidates must take a minimum of five electives in their second and third years and will have access to six elective seminars offered in Europe and in Singapore.

The 2015/2016 elective courses form a balanced portfolio of seminars presenting conceptual advances and state-of-the-art quantitative methods. The seminar on portfolio allocation is devoted to the econometric issues that arise in implementing portfolio choice problems; PhD candidates will be introduced to advanced topics in predictive modelling as it applies to financial time series and to modern asset allocation theories focusing on recent developments. They will also explore the yield curves and macroeconomic fundamentals, as well as network connectedness in financial markets, financial institutions, and underlying fundamentals. The asset management course covers topics on both mutual funds and hedge funds and the volatility modelling seminar surveys some of the most popular modelling procedures currently in use along with practical empirical applications thereof.

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

Returning to the seminar faculty roll for 2015/16 are EDHEC PhD in Finance affiliate faculty members Michael Brandt, Professor of Finance, Duke University, Allan Timmermann, Professor of Finance and Economics, University of California, San Diego, Vikas Agarwal, Professor of Finance, Georgia State University, Jérôme Detemple, Professor and Distinguished Faculty Scholar, Boston University, Francis X. Dieblold, Professor of Economics, Finance and Statistics, Co-Director of the Wharton Financial Institutions Center, University of Pennsylvania, and Tim Bollerslev, Professor of Economics and Finance, Duke University.

The schedule of 2015/2016 electives is as follows:

19-21 October 2015, London and online Portfolio Allocation Michael Brandt (Duke)
22-24 October 2015, London and online Predictive Modelling and Forecast Evaluation in Financial Markets Allan Timmermann (University of California San Diego)
7-9 March 2016, Singapore and online Asset Management (Mutual Funds & Hedge Funds) Vikas Agarwal (Georgia State)
10-12 March 2016, Singapore and online Dynamic Asset Allocation Jérôme Detemple (Boston)
26-28 April 2016, Nice and online Aspects of Real-Time Measurement and Monitoring in Financial Markets, Macro Fundamentals, and the Interface Francis X. Diebold (UPenn)
22-24 August 2016, Singapore and online Volatility Modelling Tim Bollerslev (Duke)

The next information sessions will be held in in Hong Kong (26 August), Singapore (31 August) and London (29 September) with telephone interviews taking place from North America on 20 July, 2015.

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 or on +65 6653 8586.

The next deadlines for application are July 15, 2015 (September 2015 admissions) and December 15, 2015 (September 2016 start).