PhD in Finance Alumni l EDHEC Business School
Find the latest EDHEC PhD alumni news, including new appointments, awards, publications in peer-reviewed academic and professional journals, conferences and the PhD Forum.
PhD in Finance alumni
PhD in Finance alumni of EDHEC Business school serve in leadership roles in the finance industry or teach and conduct research at renowned institutions.
Successfully completing a PhD while holding down a full-time job, with the myriad challenges of work and academic study, requires discipline, motivation, perseverance, tenacity and tremendous determination. We are, therefore, especially proud of all our graduates and their achievements so far.
78 research papers published in peer-reviewed academic and professional journals
Below is a selection of recently published articles by PhD alumni, or articles due to be published shortly in peer-reviewed academic or professional journals.
- The Battle of the Factors: Macroeconomic Variables or Investor Sentiment?, David A. Mascio, Marat Molyboga and Frank J. Fabozzi, Journal of Forecasting, forthcoming
- Benchmark Analysis of Machine Learning Methods to Forecast the U.S. Annual Inflation Rate During a High-Decile Inflation Period, Rama K. Malladi, Computational Economics, August 2023
- The Agency of Greenwashing, Marco Ghitti, Gianfranco Gianfrate, and Lorenza Palma, Journal of Management and Governance, July 2023
- Quantifying Narratives and Their Impact on Financial Markets, Rajeev Bhargava, Xiaoxia Lou, Gideon Ozik, Ronnie Sadka and Travis Whitmore, The Journal of Portfolio Management, April 2023, jpm.2023.1.472
- Corporate social responsibility and comparative capitalism frameworks: Evidence from the United States, Poland, and Italy, Giacomo Boesso, Barbara Fryzel, and Marco Ghitti, Corporate Social Responsibility and Environmental Management, Volume 30, March 2023, Issue 2, Pages 531-547
- Deposit Insurance and Market Discipline, Juan Carlos Quintero Valdivieso, The Journal of Financial Stability, Volume 64, February 2023, 101101
- Sentiment or habits: Why not both?, Eric Tham, The Journal of Financial Research, Fall 2022, Volume XLV, N. 3.
- Competition Links and Stock Returns, Assaf Eisdorfer, Ken Froot, Gideon Ozik, and Ronnie Sadka, Review of Financial Studies, Volume 35, Issue 9, September 2022, Pages 4300–4340.
- Improving Interest Rate Risk Hedging Strategies through Regularization, Daniel Mantilla-Garcia, Lionel Martellini, Vincent Milhau & Hector Enrique Ramirez-Garrido, Financial Analysts Journal, Volume 78, Issue 4 (2022), pages 18-36.
- Employee Satisfaction and Long-Run Stock Returns, 1984-2022, Hamid Boustanifar, and Young Dae Kang, Financial Analysts Journal, Volume 78, Issue 3 (2022), pages 129-151.
Sustainable Investing with ESG Rating Uncertainty, Doron Avramov, Abraham Lioui, Si Cheng, and Andrea Tarelli, Journal of Financial Economics, Volume 145, Issue 2, Part B, August 2022, Pages 642-664
Alternative Risk Premium Fund Analysis, Frank J. Fabozzi, and Stephen A. Gorman, Journal of Portfolio Management, July 2022, jpm.2022.1.356
- Ambiguous Text, Eric Tham, Journal of Behavioral Finance, Volume 23, July-Sep 2022
- Can the Portfolio Excess Growth Rate Explain the Predictive Power of Idiosyncratic Volatility?, Daniel Garcia-Mantilla, Julia Malagon, and Julian R. Aldana-Galindo, Finance Research Letters, Volume 47, Part A, June 2022, 102577
- Central Bank Monetary Tones and Yields, Musa Amadeus, Rajeev Bhargava, Tim Graf, Michael Guidi, Michael Metcalfe, Gideon Ozik and Ronnie Sadka, The Journal of Fixed Income, Spring 2022, jfi.2022.1.132
- Predicting Performance Using Consumer Big Data, Ken Froot, Namho Kang, Gideon Ozik, and Ronnie Sadka, Journal of Portfolio Management, February 2022, jpm.2021.1.320
- Measuring and Managing ESG Risks in Sovereign Bond Portfolios and Implications for Sovereign Debt Investing, Lionel Martellini, and Lou-Salomé Vallée, Journal of Portfolio Management, Vol. 47, Issue 9, Novel Risks 2021
- Flattening the Illiquidity Curve: Retail Trading During the COVID-19 Lockdown, Gideon Ozik, Ronnie Sadka, and Siyi Shen, Journal of Financial and Quantitative Analysis, Volume 56, Issue 7, November 2021, pp. 2356 - 2388
- Mispricing, Short-Sale Constraints, and the Cross-Section of Option Returns, R.L. Shankar and Jitendra Tayal, Journal of Financial Economics, Volume 141, Issue 1, July 2021, Pages 297-321
- Finding Value Using Momentum, Frank J. Fabozzi and Bijon Pani, Journal of Portfolio Management, QES Special Issue 2022, jpm.2021.1.272
- The Impact of Corporate Social Responsablity on Corporate Finance Performance and Credit Ratings in Japan, Frank J. Fabozzi, Peck Wah Ng, and Diana E. Tunaru, Journal of Asset Management, Volume 22, pages79–95 (2021)
- Optimal Portfolio Strategies in the Presence of Regimes in Asset Returns, Carlos Heitor Campani, René Garcia, and Marcelo Lewin, Journal of Banking & Finance, February 2021, Volume 123, 106030.
- Bail-in vs Bail-out: Bank Resolution and Liability Structure, Luca Leanza, Alessandro Sbuelz, and Andrea Tarelli, International Review of Financial Analysis, January 2021, Volume 73, 101642.
- XVA Analysis from the Balance Sheet, Claudio Albanese, Stéphane Crépey, Rodney Hoskinson, and Bouazza Saadeddine, Quantitative Finance, 2021, Volume 21, Issue 1
- Robust and Interpretable Liquidity Proxies for Market and Funding Liquidity, Riccardo Rebonato and Hong Sherwin, The Journal of Fixed Income, Winter 2021, 30 (3) 67-82
- A Unified Stochastic Volatility—Stochastic Correlation Model, Xiang Lu, Gunter Meissner, and Hong Sherwin, Journal of Mathematical Finance, November 2020, Vol.10 No.4.
- Short-Term Trend: A Jewel Hidden in Daily Returns, Marat Molyboga, Larry Swedroe, and Junkai Qian, The Journal of Portfolio Management, November 2020, jpm.2020.1.186.
- Time Series Analysis of Cryptocurrency Returns and Volatilities, Prakash L. Dheeriya and Rama K. Malladi, Journal of Economics and Finance, September 2020, 45(1), 75-94
- Factor Investing for the Long Run, Abraham Lioui and Andrea Tarelli, Journal of Economic Dynamics and Control, August 2020, Volume 117, 103960.
- A General Method for Valuing Complex Capital Structures, Paul Borochin, Yaacov Kopeliovich, and Kevin Shea, Finance Research Letters, July 2020, Volume 35,101304.
- A Modified Hierarchical Risk Parity Framework for Portfolio Management, Marat Molyboga, The Journal of Financial Data Science, Summer 2020, jfds.2020.1.038.
- Structural Recovery of Face Value at Default, Rajiv Guha, Alessandro Sbuelz, and Andrea Tarelli, European Journal of Operational Research, June 2020, Volume 283, Issue 3, Pages 1148-1171.
- Performance of Retirement Funds: An Analysis Focused on Pure Insurance Companies, Carlos Heitor Campani and William Clem Soares, Accounting & Finance Review, Revista Contabilidade & Finanças, Sept./Dec. 2020, vol.31 no.84 São Paulo.
- Equally Weighted Portfolios and Momentum Effect: An Interesting Combination for Unsophisticated Investors?, Carlos Heitor Campani, Fábio Civiletti and Raphael Moses Roquete, Brazilian Business Review, Sept./Oct. 2020, vol.17 no.5 Vitória.
- Portfolio Management under Multiple Regimes: Strategies that Outperform the Market, Carlos Heitor Campani and Marcelo Lewin, Revista de Administração Contemporânea, 2020, Volume 24, No. 4, Pages 300-316.
- Foreign direct investment and financial markets influences: Results from the United States, Yavas, Burhan F., and Rama K. Malladi, The North American Journal of Economics and Finance, 2020, Volume 53, 101182.
- Protecting investors from themselves: Evidence from a regulatory intervention, Chris Firth, Journal of Behavioral and Experimental Finance, September 2020, Volume 27, Pages 100329.
- Market Timing using Combined Forecasts and Machine Learning, David Mascio, Frank J. Fabozzi, and J. Kenton Zumwalt, Journal of Forecasting, April 2020.
- Market Anomalies and Disaster Risk: Evidence from Extreme Weather Events, Matt Lanfaer, Abraham Lioui and Mark Siebert, Journal of Financial Markets, November 2019, Volume 46, 100477.
- Exploring Entrepreneurs’ Perceptions of Venture Capitalists’ Added Value, Rajiv Vaidyanathan, Vijay Vaidyanathan, and Vivek Wadhwa, Journal of Macromarketing, November 2019, Volume 39, 4, Pages 447-462.
- The Impact of Performance Fees on Multi-Manager CTA Portfolios, Kathryn Kaminski and Marat Molyboga, The Journal of Alternative Investments, Fall 2019, Volume 22, Issue 2, Pages 24-34.
- Exchange Options in the REIT Industry, Carlos Heitor Campani, Ginaluca Marcato, and Tulellano Sebehela, Advances in Investment Analysis & Portfolio Management, 2019, Volume 9.
- Effectiveness of Developed and Emerging Market FX Options in Active Currency Risk Management, Suprita Vohra and Frank J. Fabozzi, Journal of International Money and Finance, Volume 96, September 2019, Pages 130-146.
- Risk premia in Chinese Commodity Markets, Chaohua He, Cheng Jiang, and Marat Molyboga, Journal of Commodity Markets, September 2019, Volume 15, 100075.
- The Heuristic of Representativeness and Overconfidence Bias in Entrepreneurs, Marcos Avila, Carlos Heitor Campani, and Natalia Dias, Latin America Business Review, September 2019.
- KIDZ Beating The Market? A Case For Children-Focused Thematic Index (KIDZ), Prakash Dheeriya and Rama K. Malladi, The Journal of Wealth Management, Summer 2019, Volume 22 (1), Pages 62-72.
- Emerging Market Equity Benchmarks for Japanese Investors: Countries, Sectors or Styles?, Harsh Parikh, Journal of Asset Management, July 2019, Volume 20, Issue 4, Pages 289–300.
- Investor Segmentation: How to Improve Current Techniques by incorporating Behavioral Finance Concepts?, Ronaldo Andrade Deccax, and Carlos Heitor Campani, International Journal of Economics and Business Research, May 2019, Volume 18, No. 1, Pages 31 – 48, 2019.
- Macroeconomic Environment, Money Demand and Portfolio Choice, Abraham Lioui and Andrea Tarelli, European Journal of Operational Research, April 2019, 274(1), 357-374.
- Approximate Analytical Solutions for Consumption/investment Problems under Recursive Utility and Finite Horizon, Carlos Heitor Campani, and René Garcia, The North American Journal of Economics and Finance, April 2019, Volume 48, Pages 364-384
- Sentiment Indices and their Forecasting Ability, David Mascio and Frank J. Fabozzi, Journal of Forecasting, January 2019, Volume 38, Pages 257-276.
- Volatility Smiles when Information is Lagged in Prices, Gianluca Marcatoa, Tumellano Sebehelab, Carlos Heitor Campani, The North American Journal of Economics and Finance, November 2018, Volume 46, Pages 151-165.
- The Impact of Market Conditions on Active Equity Management, Harsh Parikh, Karen McQuiston and Sujian Zhi, The Journal of Portfolio Management, Winter 2018, 44 (3, Pages 89-101.
- Risk Premia in Chinese Commodity Markets, Marat Molyboga, Journal of Commodity Markets, online 24 September 2018.
- Local Volatility and the Recovery Rate of Credit Default Swaps, Jeroen Jansen, Sanjiv Das and Frank J. Fabozzi, Journal of Economic Dynamics and Control, July 2018, Volume 92, Pages 1-29.
- Capital Structure Decesions and the Optimal Design of Corporate Market Debt Programs, Lionel Martellini, Vincent Milhau and Andrea Tarelli, Journal of Corporate Finance, April 2018, Volume 49, Pages 141-167.
- Predicting Stock Returns in the Presence of Uncertain Structural Changes and Sample Noise, Daniel Mantilla-Garcia and Vijay Vaidyanathan, Financial Markets and Portfolio Management, 2017, Volume 31, No. 3, Pages 357-391.
- What do measures of real-time corporate sales say about earnings surprises and post-announcement returns?, Kenneth Froot, Namho Kang, Gideon Ozik and Ronnie Sadka, Journal of Financial Economics, 2017, Volume 125, No. 1, Pages 143-162.
- CDS Implied Credit Ratings, Jeroen Jansen and Frank J. Fabozzi, Journal of Fixed Income, Spring 2017, Volume 26, Issue 4, Pages 25-52.
- Benchmark Construction and Performance Evaluation of Mezzanine Finance Funds, Yaacov Kopeliovich, The Journal of Private Equity, Spring 2017, Volume 20, No. 2, Pages 46-51.
- Skillful Hiding: Evaluating Hedge Fund Managers' Performance Based On What They Hide, Rama Malladi and Frank J. Fabozzi, Applied Economics, 2017, Volume 49, Issue 7, Pages 664-676.
- Equal-weighted strategy: Why it outperforms value-weighted strategies? Theory and evidence, Rama Malladi and Frank J. Fabozzi, Journal of Asset Management, 2017, Volume 18, No. 3, Pages 188-208.
- The Impact of Market Conditions on Bond Fund Managers, Harsh Parikh and Frank J. Fabozzi, The Journal of Fixed Income, 2017, Volume 27, No. 3, Pages 6-22.
- Still No Presidential Puzzle for the Stock Market, Francois Cocquemas and Robert E. Whaley, Journal of Portfolio Management, Summer 2016, Volume 42, No. 4, Pages 4-7.
- Equity Style Allocation: A nonparametric approach, Mohan Subbiah and Frank J. Fabozzi, Journal of Asset Management, May 2016, Volume 17, Issue 3, Pages 141-164.
- Hedge Fund Allocation: Evaluating Parametric and Nonparametric Forecasts Using Alternative Portfolio Construction Techniques, Mohan Subbiah and Frank J. Fabozzi, International Review of Financial Analysis, May 2016, Volume 45, Pages 189-201.
- Stochastic Alpha-Beta-Rho Hedging for Foreign Exchange Options: Is It Worth the Effort?, Yifan Yang, Frank J. Fabozzi, and Michele Leonardo Bianchi, Journal of Derivatives, Winter 2015, Volumr 23, Issue 2, Pages 76-89.
- The disposition effect in the absence of taxes, Chris Firth, Economics Letters, November 2015, Volume 136, Pages 55–58.
- On the Rate of Return and Valuation of Non-Conventional Projects, Carlos Heitor Campani, Business and Management Review, October 2015, Volume 3(12) Pages 01
- On the Correct Evaluation of Cost of Capital for Project Valuation, Carlos Heitor Campani, Applied Mathematical Sciences, October 2015, Volume 9, No. 132, Pages 6583-6604.
- Towards Conditional Risk Parity – Improving Risk Budgeting Techniques in Changing Economic Environments, Lionel Martellini, Vincent Milhau and Andrea Tarelli, Journal of Alternative Investments, Summer 2015, Volume 18, Issue 1, Pages 48-64.
- Robust Risk Estimation and Hedging: A Reverse Stress Testing Approach, Yaacov Kopeliovich, Arcady Novosyolov, Daniel Satchkov and Barry Schachter, Journal of Derivatives, Summer 2015, Volume 22, Issue 4, Pages 10-25.
- Bilateral counterparty risk valuation adjustment with wrong way risk on collateralized commodity counterparty, Yifan Yang, Frank J. Fabozzi, and Michele Leonardo Bianchi, Journal of Financial Engineering, March 2015, Volume 02, No. 01.
- Skin in the Game versus Skimming the Game: Governance, Share Restrictions, and Insider Flows, Gideon Ozik, Ronnie Sadka, Journal of Financial and Quantitative Analysis, 2015, Volume 50, No. 6, Pages 1293-1319.
- Estimation Risk versus Optimality Risk: An Ex-Ante Efficiency Analysis of Alternative Equity Portfolio Diversification Strategies, Lionel Martellini, Vincent Milhau and Andrea Tarelli, Bankers, Markets & Investors, September-October 2014, Volume 132, Pages 26-42.
- Dynamic Allocation Strategies for Absolute and Relative Loss Control, Daniel Mantilla-Garcia, July 2014, Algorithmic Finance 2014, 3:30-4, Pages 209-231.
- Growth Optimal Portfolio Insurance for Long-Term Investors, Daniel Mantilla-Garcia, February 2014, Journal of Investment Management.
- Idiosyncratic Risk and the Cross-Section of Realized Returns: Reconciling the Aggregate Returns’ Predictability Evidence, Daniel Mantilla-Garcia, Lionel Martellini, René Garcia, Journal of Financial and Quantitative Analysis, Volume 49 , Issue 5-6 , December 2014 , pp. 1133 - 1165
The programme impact to date? I have started to use some new asset pricing models, such as the production-based channel, to test and build new factors to help us make better investment decisions.
Haohua (Andy) Tang
EDHEC PhD Candidate, Quantitative Analyst at William Blair, Chicago
So far, among other things, the programme has impacted my overall understanding of finance in general, as I am confronted with new and interesting questions and a vast body of literature that broadens perspectives on a variety of issues.
Juan Carlos Quintero
Chief Officer, Investments and other Assets at FOGAFÍN, Colombia
One significant impact of the programme in my day-to-day work is that I am more careful about the robustness of the statistical analysis.
EDHEC PhD Student, Portfolio Manager, Amundi Asset Management, Paris
What I also benefited from, and what I probably value the most, is the teaching methodology the instructors used. This is what I share with others who ask for feedback on this programme.
Director, FX & Commodities Structuring Asia, Barclays, Singapore ‒ Singapore
I appreciated that the programme was designed for industry professionals because of its flexibility, with a strong focus on research that is on the edge of academia and industry.
EDHEC PhD (2019), CFA, Chief Risk Officer, Director of Research, Efficient Capital Management, USA
The class comprises an incredible pool of talented and experienced people. Some of my peers are already at the top of their field and many others have the shine of future leaders. The diversity in the classroom is also astounding: here is a group of men and women from all continents, with academic backgrounds ranging from math and physics to political science, and a wealth of professional experiences...
Head of Hedge Fund Solutions, SGAM AI ‒ Israel
Being mature and experienced, programme participants bring a lot to the classroom and are ready and well equipped to tap the industry knowledge of their peers and to take advantage of the expertise of their professors. It is empowering to be in a position to have in-depth, mature, discussions with people who are experts and have industry experience. This provides for a different learning ...
Associate Principal at a global management consultancy, Singapore ‒ Singapore
What I've found useful in the programme so far is that both the professors and students have a diverse range of research interests. This makes it essential to communicate your research clearly and concisely, so that researchers from different backgrounds can appreciate it. This is a life-long skill, and the programme offers a friendly environment in which to refine it.
Chief Technical Officer, ET Index Research
The experience has been very positive. I have had the opportunity to make a host of new contacts from a diverse range of backgrounds, experiences, cultures and industries. The quality, experience and reputation of the permanent and visiting staff are big plus points.
Restructuring and Turnaround Advisor ‒ UK
I looked at a few other institutions, but the EDHEC-Risk Institute stood out because of its format, which makes it possible for executives to join, and for the outstanding quality and broad range of expertise of its faculty. Frankly speaking, there is no competition at the moment in this space.
Manager, Actuarial, QBE Insurance Group, Australia ‒ Australia
I also valued the fact that, unlike the students in many full-time PhD programmes with little or no practical experience, all the students in this programme had industry experience. This experience enhances classroom discussions, often improves the quality of the questions asked of professors, and enhances interaction among students outside the classroom. For me, this improves the learning...
Stephen A. Gorman
Senior Managing Director, Director, Tactical Asset Allocation, Wellington Management, Boston ‒ US
Before starting the programme, I talked to a colleague of mine, Igor Lojevsky, who recently successfully completed the programme. He gave me very good advice and said that the programme was high standard and very challenging. That was the magic word! I wanted to take on a real intellectual challenge, so it confirmed my first impression.
Managing Director, Co-Head of European Structuring ‒ Structured Finance, Deutsche Bank, UK
EDHEC Business School’s PhD in Finance programme is highly competitive, relevant to current financial research and academically rigorous. Having studied in top research universities on three continents (Asia, America and Europe), I can vouch for the fact that the EDHEC PhD in Finance programme is geared towards producing top researchers who can publish in both academic and industry journals. The faculty of the ...
Associate Professor of Finance, California State University, Los Angeles ‒ USA
I looked at the programme in detail and was excited as it opened up new subjects for me, things I did not have the opportunity to do on the job: the core courses mix technical topics like empirical finance and less technical subjects like corporate finance, and the various electives cover a very broad spectrum ‒ all of this promising to expand my perspectives way beyond the confines of...
Global Head of Quantitative Research, Shinsei Bank, Japan ‒ France and Algeria
The programme brings together highly motivated individuals with outstanding professional achievements and a wide diversity of backgrounds; these are essential ingredients for the success of this type of venture.
Head of Market Risk Management, LIM Advisors, Hong-Kong
I was looking for a programme that would allow me to take an in-depth and comprehensive look at the research that had been done to spur innovation in the asset management industry. Naturally, this being a PhD in Finance, I also expected to review other aspects of finance that would not have direct relevance to my work as an investment professional. As it turns out, I find that these other...
Chua Sue Wan
Consultant (Treasury), Hong Kong Jockey Club, Hong Kong SAR ‒ Singapore
I would recommend the programme to any experienced asset management officer aspiring to higher intellectual levels and career development, and to anybody who wants to function on the state-of-the-art frontier, which is way beyond where professional designations take you. Come to think of it, I would recommend the programme to any serious finance practitioner.
Head of Portfolio Management, ABN AMRO Private Bank, Dubai ‒ US
I will not deny that part of the motivation of me pursuing this programme was to try to get an academic position in finance departments in the US. Having completed the programme relatively quickly, I embarked on my search for an academic position. On 31 August 2015, when I entered to give my first lecture as a new faculty member of the finance department in the University of Connecticut, I completed a...
Assistant Professor in residence position in the Finance Department, University of Connecticut ‒ Israel and US
I decided it was time to pursue a doctoral degree, primarily motivated by the desire to conduct original research and to gain in-depth and broad theoretical understanding after working with a large number of pricing models. With a unique mixture of rigour and flexibility, the Executive Track at EDHEC was a perfect fit for my developmental plan, allowing me to continue my career path ...
Director at Financial Industry Regulatory Authority (FINRA), New York ‒ USA
The two features that stood out to me were the existence of an executive track that allowed me to continue to work while doing my PhD, and the track record of EDHEC-Risk Institute in doing research that has practical relevance to the industry.
Lee Su Fen
Senior Economist, Monetary Authority of Singapore, Singapore ‒ Singapore
I think I have become more curious and questioning about what is written, published etc. The research part also prepares you to perform better when uncertain and to embrace that uncertainty when a new project comes in or decisions have to be made.
Multi-Asset Market Strategist, Avanda Investment Management Pte Ldt, Singapore
I also find that there is a lot of informal learning going on, during workshops, for instance, or when professors deviate from the slides in class to discuss how a result was established after trial and error, or how avenues were explored that turned out to be dead ends. Through such interactions, I have come to understand research as a process rather than a finished product. It is also...
Chief Executive Officer, dollarDEX, Singapore ‒ UK
As a finance practitioner, I like the balance in terms of technical rigour and application. I have attended many elective seminars that cater to a wide range of interests. In addition, these seminars are delivered by the top scholars in their fields.
Neo Teng Hwee
Executive Director and Head of Portfolio Management for Asia, premier Swiss private bank, Singapore ‒ Singapore
The format of the EDHEC-Risk Institute PhD in Finance clearly stands head and shoulders above everything else available in part-time format. As a matter of fact, I had been searching for such a course for years, but had never found a reputable institution until EDHEC appeared in my research.
Could you tell us about your background ‒ academically and professionally?
Chief Executive Officer, HL Asset Management, London ‒ UK
PhD alumni and candidates share their experience of the programme.
Testimonial of EDHEC PhD in Finance Graduate Gideon Ozik, PhD (2011)
EDHEC BUSINESS SCHOOL
Did the programme meet your expectations?
PhD in Finance (EDHEC) and Managing Partner and Founder, MKT MediaStats
I thought the programme was fantastic.
First, when I entered the programme, I had very high expectations.
But when I had finished, I realized, it went above and beyond my expectations.
The workload is something that was a bit surprising. We expected a very intensive workload. However it turned out that the work was a lot more difficult and demanding that we initially anticipated. So it’s a real PhD.
The professors that are involved in the programme are among the top in the finance world.
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Testimonial of EDHEC PhD in Finance Graduate Messaoud Chibane, PhD (2016)
EDHEC BUSINESS SCHOOL
How relevant is the doctoral programme for finance practitioners?
PhD in Finance (EDHEC), Assistant Professor, NOEMA Business School, formerly Global Head of Quantitative Research, Shinsei Bank
I think it's very relevant to finance professionals especially for those who have had a reasonably long experience in finance and who still maintain the the willingness to to learn fundamental aspect of finance so these combined with teachers who have very profound theoretical knowledge but are also very knowledgeable about practical
application of finance. The fit of these two utility functions makes it very relevant to financial practitioners.
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