Alumni News

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...

28-06-2019
Daniel Mantilla, EDHEC PhD (2011), Assistant Professor of Finance at the Universidad de Los Andes and Research Associate at EDHEC-Risk Institute presented on 26 June 26 2019 his latest research “Assets' Dependence Structure Implications for Portfolio Insurance Strategies Performance”, at the 28th...

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See Also

Special Issue on PhD Research
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- 24-06-2020
EDHEC PhD in Finance Newsletter - Special Issue - June 2020 Article signed by Professor...
Still Too Big to Fail?
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EDHEC PhD in Finance Newsletter - June 2020  Editorial © signed by Darrell Duffie[1] ,...
L’EDHEC rejoint la Global Research Alliance for Sustainable Finance and Investment
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- 09-06-2020
L’EDHEC Business School intègre la Global Research Alliance for Sustainable Finance and...
The EDHEC Community mourns the passing of a PhD alumnus
Actualités
- 20-04-2020
It is with great sadness that we share the news of the passing of one of our EDHEC...