Productivity Research Scholarship (PQ) granted to Carlos Heitor Campani

Written on 08 March 2021.


Coppead UFRJ Professor of Finance Carlos Hector Campani, EDHEC PhD (2013) has received a Productivity Research Scholarship (PQ) granted by the Brazilian National Council for Scientific and Technological Development (CNPq).This is one of the most important research scholarships in Brazil.

His latest research titled “Optimal Portfolio Strategies in the Presence of Regimes in Asset Returns” (with René Garcia and Marcelo Lewin) was published in February 2021 in the Journal of Banking & Finance, Vol. 123, No. 106030, 1 – 17, 2021.

From March 2021, Carlos will be a regular contributor to The Banker Magazine and TheBanker.com and his first article warns about the traditional risk and performance assessment tools – standard deviation and the Sharpe index – that can fail badly in analysing investments with asymmetric risks.

See Also

The Economist ranks EDHEC Global MBA among Top 20 worldwide, #4 in Europe
News
- 22-06-2022
The EDHEC Global MBA ranks among the Top 20 best MBAs worldwide and #4 in Europe,...
EDHEC Master’s programs: new exchange opportunities
News
- 22-06-2022
EDHEC is extending its range of academic partnerships in Europe and North America for...
The winner of the Student Dataviz Challenge 2022 is Qiaolong LIN
News
- 21-06-2022
The Student Dataviz Challenge 2022 final took place at EDHEC on the Paris campus on...
Campus life: develop a greater understanding of how data analytics and machine learning
News
- 21-06-2022
As an MSc in Strategy, Organisation & Consuling student, Aurélien Haas joined the...