EDHEC PhD in Finance candidate Jessica Mitra at the Private Markets Research Conference
"My dissertation work is on advances in empirical asset pricing. The conference gave me the opportunity to interact directly with many leaders in this field and gain deeper understanding of the topics with face-to-face interaction."
"I think the most valuable part was networking with my peers and other PhD students working on different emerging topics on Private Markets"
EDHEC PhD in Finance candidate Jessica Mitra had the opportunity to attend the latest Private Markets Research conference held in Lausanne and shares with us her experience and take aways from this event.
EDHEC PhD in Finance Candidate, and Director of Portfolio Analytics and Quantitative Modeling at Sumitomo Mitsui Banking Corporation, USA
EDHEC Business School, EPFL, UNIL, and the University of Paris-Dauphine, in association with Unigestion, Campbell Lutyens and Efront, have developed a forum to explore the latest research in private markets today. By combining academic analysis alongside practitioner perspectives, the conference seeks to address pressing topics, such as data-based investing and the role private markets play in wider society.
Jessica, you attended the latest Private Markets Research Conference co-organised by EDHEC, could you please describe your experience?
I wanted to discover the Private Markets research and the current trends in the industry. The conference was a great opportunity to listen to the scholarly discussions and presentations from the leaders in the field. Overall, it was a very well-organized conference.
You have solid credentials in risk management and quantitative finance in the context of your professional experience and past studies; the private markets research is a new area for you, what has been your “take aways” from this event?
I learned the advances in the data sciences and models – particularly new applications of machine learning and many new developments taking place in Europe - that I can bring it back to work and use in developing new analytics for risk management.
Could you please introduce the topic of your dissertation work and explain how the conference has been helpful for your research?
My dissertation work is on advances in empirical asset pricing. The conference gave me the opportunity to interact directly with many leaders in this field and gain deeper understanding of the topics with face-to-face interaction.
I learned the techniques used to acquire data and build analytics from the “Master class on advances in the data sciences & the future of private markets” by Ludovic Phalippou. Interested readers can find details in the recently published paper by Tamayo, Braun, Lopez-de-Silanes, Phalippou and Sigrist (June 26, 2023). This paper is available here.
The keynote address by Michael S. Weisbach entitled “20 years of academic research on private markets: what did we learn?” was very informative. His recent book “THE Economist’s CRAFT” is an essential read for all researchers and scholars. The presentation of the papers and the review comments by the discussant were both insightful and thought provoking.
I think the most valuable part was networking with my peers and other PhD students working on different emerging topics on Private Markets.