Alumni News
15-10-2020
In a podcast available at https://investresolve.com/podcasts/marat-molyboga-the-trend-is-your-friend/, Marat Molyboga, EDHEC PhD 2019, shares insights on different topics connected to his current research, such as combining carry with trend, how the makeup of Chinese commodity markets impacts risk-... 
24-06-2020
Assistant Professor at the Universidad de Los Andes in Bogotà, Daniel Mantilla-Garcia, EDHEC PhD (2011), was invited to be part of the Advisory Committee of the Colombian Asset Disclosure Initiative (CADI), thanks to his experience and extensive experience in this field.
The committee consists of... 
24-06-2020
Special Issue - EDHEC PhD in Finance Newsletter - June 2020
Article signed by Aravind Srinivasan, EDHEC PhD candidate, Director, Quantitative Trader, Electronic FX Market Making desk, Commerzbank, London
Global Asset Connectedness at Different Frequencies
Global markets are increasingly connected... 
24-06-2020
Special Issue - EDHEC PhD in Finance Newsletter - June 2020
Article signed by Jean-Paul Brasier, EDHEC PhD candidate, Head of Market Risk, Segantii, Hong Kong
Which one moves first: a study of long-term equilibrium and price discovery between Variance Premium, Credit Risk Premium and Bond Liquidity... 
24-06-2020
Special Issue - EDHEC PhD in Finance Newsletter - June 2020
Article signed by Robert Normand, EDHEC PhD (2020), Project Director, CIRANO and Adjunct Professor, Polytechnique Montréal
The Value of Consensus Currency Forecast
This paper examines whether users of consensus currency forecasts can... 
24-06-2020
Special Issue - EDHEC PhD in Finance Newsletter - June 2020
Article signed by Cheryl Lim, EDHEC PhD candidate, Quantitative Strategist, Lucror Analytics, Singapore
Style Factors in Emerging Asian Government Bond Markets
This article is an abridged version of our working paper “Style Factors in... 
24-06-2020
Special Issue - EDHEC PhD in Finance Newsletter - June 2020
Article signed by Mark Siebert, EDHEC PhD (2016), Chief Risk Officer, Corporate & Institutional Banking Risk, National Australia Bank Limited, Hong Kong
The Impact of Extreme Weather Events on US Equities
In their Global Risks Report... 
15-05-2020
In August 2020, David A. Mascio, EDHEC PhD (2018) will join Stetson University in Florida as the Rolland and Sarah George Professor of Investments (endowed chair). Managing Founder and Principal of Della Parola Capital Management, David will continue to serve as the firm’s Chief Economist, and Head... 
08-05-2020
During the first half of 2020, four doctoral theses were successfully defended. All the candidates were executive track participants of the EDHEC PhD in Finance program.
The first thesis, authored by Mark Refermat, is entitled "Liquidity of Futures Markets: Dynamics and Risk Premium". The results... 
20-04-2020
It is with great sadness that we share the news of the passing of one of our EDHEC alumni on April 12, 2020, Igor Lojevsky, holding a PhD in Finance from EDHEC.
Always looking for new intellectual challenges, Dr Igor Lojevski joined the initial cohort at the launch of EDHEC’s PhD in Finance as an... 
15-11-2019
Gideon Ozik, EDHEC PhD (2012) and Vijay Vaidyanathan, EDHEC PhD (2012) are contributing as instructors in a series of MOOCs offered by EDHEC Business School, and Coursera.
Initiated by EDHEC-Risk Institute Executive Education, the specialisation in Data Science and Machine Learning for Asset... 
08-11-2019
Rodney Hoskinson, EDHEC PhD (2016), Director, Quantitative Support (Strategic Trading and Funding), ANZ Banking Group gave an extended talk on “Balance Sheet XVA by Deep Learning and GPU”, joint work* with Stéphane Crepey, University of Evry at The 15th Quantitative Finance Conference in Rome,... 
16-09-2019
Two EDHEC PhD in Finance graduates were speakers at the QuantMinds Americas Conference in Boston (10 & 11 September 2019). Experts from banks, buy-side, Silicon Valley and academia shared ideas at this America's leading quant finance event.
David Mascio, PhD (2018), Managing Founder and... 
24-07-2019
Singapore-based Eric Tham, EDHEC PhD in Finance candidate, has been selected to present his paper “Sentiment, Habits and the Value Premium” at the RMI conference in a session entitled “Asset Return and Risk”, that will be held in Singapore on July 25, 2019
This research is part of Eric's current... 
12-07-2019
The paper titled “Emerging market equity benchmarks for Japanese investors: countries, sectors or styles?” authored by Harsh Parikh, EDHEC PhD 2016 has just been published in the Journal of Asset Management, July 2019, Volume 20, Issue 4, pp 289–300.
In this artiche, the author presents three... Pages
EDHEC PhD IN FINANCE
See Also
News
- 15-10-2020
In a podcast available at https://investresolve.com/podcasts/marat-molyboga-the-trend-...
News
- 17-09-2020
A new cohort of 13 PhD participants has embarked on the EDHEC doctoral programme and on...
News
- 24-06-2020
EDHEC PhD in Finance Newsletter - Special Issue - June 2020
Article signed by Professor...
News
- 24-06-2020
EDHEC PhD in Finance Newsletter - June 2020
Editorial © signed by Darrell Duffie[1] ,...
About EDHEC
Operating from campuses in Lille, Nice, Paris, London and Singapore, EDHEC is one of the top 15 European business schools. Fully international and directly connected to the business world, EDHEC is a school for business, rather than a business school, where excellence in teaching and research focuses on innovation to stimulate entrepreneurship and creativity. EDHEC functions as a genuine laboratory of ideas and produces innovative solutions valued by businesses. The School’s teaching philosophy, inspired by its award-winning research activities, focuses on “learning by doing”.
