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Sélectionnés (Bourses)

  • Ouarda MERROUCHE, Université Paris Nanterre – “Are Too-Big-to-Fail Reforms Effective? Insights from the Covid-19 Stress Test”
  • Catherine D’HONDT, UCLouvain, Maxime MERLI, University of Strasbourg, Tristan ROGER, ICN Business School, Nancy – “ESG investing, retail investors’ profile and behavior”
  • Yannick LUCOTTE, Laboratoire d’Economie d’Orléans -“Effectiveness of the countercyclical capital buffer: Does the surplus of bank capital matter?”
  • Evgenia PASSARI, University Paris Dauphine – “The Interplay between Commodities and Climate Change: Implications for Monetary Policy”
  • Christophe DUTANG & Quentin GUIBERT, CEREMADE, Univ. Paris Dauphine, PSL Université – “Machine Learning et explicabilité”
  • Sondes MBAREK, Institut Mines Télécom Business School – “Cyberattacks in G7 companies : Determinants, Consequences and Corrective measures”
  • Najat EL MEKKAOUI, Université Paris Dauphine PSL – “Releasing Home Equity to Pay for Long Term Care: A Novel Leave-to-let & Mortgage Scheme”
  • Sophie SHIVE, University of Notre Dame (USA) – “Financing frictions and the transition to green aviation”
  • Luc ARRONDEL, CNRS-PSE – “The impact of 2017 tax reforms on the risky portfolio of French households”
  • Maria FLORA, CREST, ENSAE, Institut Polytechnique de Paris – “Towards the design of a new generation of circuit breakers: when regulation meets econometrics”
  • Sofia RAMOS, ESSEC – “Sustainability Labelling In Europe: Governmental Bodies Versus Private Actors”
  • Christophe SPAENJERS, HEC Paris – “Energy Efficiency, House Prices, and Inequality”
  • Sara AIN TOMMAR, NEOMA Business School – “Private Equity and the Evolution of Public Markets”
  • Eric MONNET, EHESS et Paris School of Economics – “Chocs climatiques et instabilité financière. 1900-2020”
  • Olivier LOPEZ, Sorbonne Université et Caroline HILLAIRET, ENSAE Paris – “Assurabilité du risque cyber”

  • Sara AIN TOMMAR, Assistant Professor of Finance, NEOMA Business School – “Is Covid-19 Gender-Blind? Evidence from the Hedge Fund Industry”
  • Luc ARRONDEL, Research Director, PSE-CNRS – “Are Risk Preferences Stable?”
  • Stephane AURAY, Professor, Ecole Nationale de la Statistique et de l’Analyse de l’Information – “The Macroeconomic Effects of Lockdown Policies”
  • Adrien BARRASSO, Maître de Conférence, LaMME, Université Evry Paris-Saclay – “Optimal Lockdown, a Bio-Economics Point of View, Mean-Field Games with Super Spreaders”
  • Catherine BOBTCHEFF, Researcher and Professor, CNRS and PSE – “Organizing Pandemic Insurance”
  • Catherine BRUNEAU, Full Professor, Université Paris I Panthéon-Sorbonne – “Network and Big Data: How to Improve the Assessment of the Systemic Consequences of Exogenous Shocks on Stock Markets?”
  • Stéphane CREPEY, Professor, Université Evry Paris-Saclay – “Derivative Accounting Principles at the Test of the Covid-19”
  • Gilles DUFRENOT, Professor of Economics, Aix-Marseille School of Economics – “Pricing financial risks in turbulent times: do viral pandemics matter?”
  • Abdelaziz ENASRI, Senior Manager/Expert Intervenant, Bluecap Finance/IAE IUP BFA Caen – “Détecter les critères ESG pertinents dans la gestion des crises sanitaires et généralisation de l’approche pour une meilleure résilience des entreprises face aux risques extrêmes”
  • Eric GUERCI et Sébastien DUCHENE, Maître de conférences, Université Côte-d’Azur et Université de Montpellier – “Investing in a Negative Interest Rate World after COVID-19 Pandemic”
  • Emmanuel KEMEL, CNRS Researcher, GREGHEC (HEC Paris & CNRS) – “Behavioral Factors of Consumer Stockpilling”
  • Bertrand MAILLET, Professeur des Universités, Université PSL Paris-Dauphine – “On the Potential Global Impacts on Financial Markets and Real”
  • Isabelle MARTINEZ, Full Professor, TSM Research (CNRS) Univ. Toulouse 1 – “Do Investors Care more or less about Climate Change in a Post-Pandemic World?”
  • Nicolas NAVARRETE, Post-doc, Paris School of Economics – “Supporting Small Firms During a Pandemic: The Effect of COVID-19 Loans on Borrowing, Defaults and Formal Job Destruction”
  • Evgenia PASSARI, Assistant Professor, University PSL Paris Dauphine – “The Effects of the COVID-19 Pandemic on Commodity Marketsand the Impact on Firms’ Lending Decisions”

  • Simone SCOTTI, Associate Professor, Université Paris Diderot – “The Impact of Information on Financial Markets: Detecting, Analysing and Modelling Abrupt Changes in Prices Resulting from News Arrivals”
  • Tinghua DUAN, Assistant Professor of Finance, IESEG School of Management – “Climate Change Concerns and Mortgage Lending”
  • Elisa LUCIANO, Full Professor, University of Torino – “Insurance Capacity, Insurance Cycles and Regulation”
  • Anna SIMONI, CNRS Researcher, CREST-CNRS – “Using Google Search Data for Nowcasting Macroeconomic and Financial Aggregates in OECD Countries”
  • Edith GINGLINGER, Professor of Finance, Université PSL Paris-Dauphine – “Climate Risk and the Cost of Debt”
  • Monica BILLIO, Professor of Econometrics, Ca’Foscari University of Venice – “Climate Risk, ESG Factors and Financial Stability”
  • Stéphane CREPEY, Professor of Mathematics, Université d’Evry Paris-Saclay – “Design of the Clearing Member Default Management Process”
  • Noufel FRIKHA, Associate Professor, Université de Paris – “A Mean-Field Approach to Reduced Form Credit Risk Modeling”
  • Laurence LESCOURRET, Associate Professor, ESSEC Business School – “Dealers and Market Power in Credit Derivatives”
  • Sébastien DUCHÊNE, Associate Professor, Université de Montpellier – “Factors Affecting the “greenpremium”: Experimental Evidence”
  • Zoltan SZABO, Research Associate Professor, CMAP, Ecole Polytechnique – “Machine Learning for Risk Management: Kernels with Shape Constraints”
  • Elise GOURIER, Assistant Professor, ESSEC Business School – “Capital Commitment and Portfolio Allocation”
  • Johan HOMBERT, Associate Professor, HEC Paris – “Long-Term Savings in Life Insurance Products”
  • Zvi WIENER & Dan GALAI, Professor of Finance, The Hebrew University of Jerusalem – “Tradable Analytics – Trading RSG”
  • Adrien RICHOU, Maître de conférences, Université de Bordeaux, Institut de Mathématiques de Bordeaux – “Backward Stochastic Differential Equations for Market Microstructure”

  • Arnaud LIONNET, Lecturer, University of Birmingham – “Dynamique du Risque Systémique dans les Réseaux Financiers et Politiques Publiques”
  • Paolo MAZZA, Associate Professor of Finance, IESEG School of Management CNRS LEM – “Carbon Exchange Markets and Climate Change”
  • Lise PATUREAU, Professor of Economics, PSL Université Paris-Dauphine – “Quantifying the Financial Accelerator Across Countries”
  • Serge DAROLLES, Professor of Finance, PSL Université Paris-Dauphine – “Illiquidity in Risk Analysis and Large Dimensions: Application to Mutual Funds”
  • David STOLIN, Professor of Finance, Toulouse Business School – “Multi-lingual News Coverage and its Impact on Stock, Currency and Commodity Prices”
  • Mohamed MRAD, MCF, Université Paris 13 – “Intergenerational Risk Sharing in Pension Plans”
  • Gianpaolo PARISE, Associate Professor, EDHEC – “Optimal Asset Allocation with Competition and Illiquid Assets”
  • Nicolas BRUNEL, Professor, ENSIIE – “Detecting and Characterizing Abrupt Changes in Markets: A Machine Learning Approach”
  • Noufel FRIKHA, Associate Professor, Université Paris Diderot – Paris 7 – “Financial Risk Regulation: A Mean-field Approach”
  • Francesco VIOLANTE, Professor, ENSAE-CREST – “The Erratic Nature of Financial Risks”
  • Peter TANKOV, Professor of Quantitative Finance, ENSAE Paris-Tech – “Greening Companies’ Practices Through Optimal Environmental Investing”
  • Jonathan PEILLEX, Associate Professor, Université de Picardie Jules Verne – “Does Attention to Environmental Concerns Influence Investors’ Financial Decisions?”
  • Alexandre RAMBAUD, Maître de Conférences, AgroParisTech, CIRED, PSL Université Paris-Dauphine – “Comptabilité Elargie – Comment Intégrer le Changement Climatique ?”
  • Claudio FONTANA, Assistant Professor, University of Padova – “Information in Financial Markets: A Probabilistic Perspective”
  • Nabil KAZI-TANI, Assistant Professor, Lyon 1 University, ISFA – “Model Uncertainty in Financial Risk Measurement”

  • Luc ARRONDEL, Paris School of Economics (PSE) – “Measuring Financial Literacy in France”
  • Bruno BIAIS, Toulouse School of Economics (TSE) – “Are Crowds Wise?”
  • Etienne ESPAGNE, CIRED – “The Low-Carbon Transition in the Eurozone: a Modelling Approach to New Financial Risks and Institutional Opportunities”
  • Najat EL MEKKAOUI DE FREITAS, PSL Université Paris-Dauphine – “Modelling of Households’ Assets Accumulation and Pension’ Information”
  • Andras FULOP, ESSEC Business School – “Do Financial News Contain Useful Information on Fundamentals? Tests on Sovereign Credit Markets”
  • Zorana GRBAC, Université Paris Diderot – “Interest Rate Term Structures in a Low-Rate Environment: Modelling, Calibration and Regulatory Aspects”
  • Ghizlane KETTANI, Collège de France – “The Collateral Channel and Innovation”
  • Gaëlle LE FOL, PSL Université Paris-Dauphine – “Illiquid Assets and Portfolio Management”
  • Stefano LOVO, HEC Paris – “Herding in Equity Crowdfunding”
  • François PANNEQUIN, ENS Paris-Saclay – “Trust and Moral Hazard in Financial Advice”
  • Simone SCOTTI, Université Paris Diderot – “Clusters and Information Flow: Modelling, Analysis and Implications”
  • Huan TANG, HEC Paris – “Peer-to-Peer Lenders Versus Banks; Substitutes or Complements?”
  • Marina TRAVERSA, HEC Paris – “Structural Change in Banking: The Role of Information Asymmetrics”
  • Yang YU, INSEAD – “Revisit Capital Controls Policies When Bitcoin is in Town”
  • Jean-Michel ZAKOIAN, CREST – “Estimating the Conditional Expected-Shortfall Parameter”
  • Joëlle MIFFRE, Audencia Business School – (Repêchée) : “Hedging Pressure Everywhere?”

  • Edith GINGLINGER, Université Paris-Dauphine – “Encouraging Long-Term Shareholder Engagement: the Case of Double Voting Right Shares in France”
  • Jérôme POUYET, Ecole Normale Supérieure, PSE – “Impact of Financial Constraints on Product Market Regulation”
  • Christophe HURLIN, Université d’Orléans – “Risk-Based Portfolio Strategies and Estimation Risk”
  • Marlène BENQUET, Paris-Dauphine CNRS – “L’investissement en capital: une succes story à la française? Approche socioéconomique du private equity, en France (1984-2016)”
  • Benoît SEVI, Université de Nantes – “Insider Trading in Oil Markets”
  • Marius ZOICAN, Université Paris-Dauphine, PSL, DRM Finance – “Markets of Tomorrow: Blockchain Trade Settlement and Liquidity”
  • Adrian BUSS, INSEAD – “Benchmarking and Information Production”
  • Johan HOMBERT, HEC Paris – “The Impact of Collateral Frictions on Financial Intermediation and Securities Markets”
  • Christophe BISIERE, Toulouse School of Economics (TSE) – “The Blockchain Folk Theorem”
  • Robert GARY-BOBO, CREST – ENSAE – “Family Contracts, Intermediation and Intergenerational Transmission of Wealth”
  • Monica PAIELLA, Universita di Napoli Parthenope – “Network Connections in Peer-to-Peer Lending”
  • Claudio FONTANA, Université Paris-Diderot – “Interest Rate Modeling in the Presence of Low Rates, Multiple Curves and Political Events”
  • Tamara NEFEDOVA, Université Paris-Dauphine – “The Impact of CoCo Bonds and Write Down Bonds on Banks’ Risk Appetite and Investment Policy”
  • Guillaume CHEVILLON, ESSEC Business School – “Long Memory Through Hidden Dependence and Marginalization”

Sélectionnés 2015

Luc Arrondel, Paris School of Economics

Luc Arrondel est directeur de recherche au Centre National de Recherche Scientifique (CNRS), chercheur à l’école d’économie de Paris (PSE). Il est également professeur associé à la Paris School of Economics. Economiste, ses recherches portent sur les aspects théoriques et empiriques des comportements d’épargne.

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Monica Billio, Ca’ Foscari University of Venice

Monica Billio est professeure titulaire d’économétrie à l’Université Ca ’Foscari de Venise. Elle est titulaire d’un doctorat en mathématiques appliquées de l’Université Paris Dauphine.

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Hector Calvo-Pardo, University of Southampton Economics

Hector Calvo-Pardo est lecteur en économie à la Faculté des sciences économiques, sociales et politiques de l’Université de Southampton. Hector a reçu un doctorat en 2005 de l’EHESS, PSE, France, financé par La Caixa et la Banque d’Espagne. 

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Jean-Edouard Colliard, HEC Paris

Jean-Edouard Colliard a obtenu son doctorat en 2012 à la Paris School of Economics ; il est également l’ancien étudiant de l’Ecole Normale Supérieure (Ulm).

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Stéphane Crépey, Université d’Evry Val d’Essonne

Stéphane Crépey est professeur au département de mathématiques de l’Université d’Evry (France) / Paris Saclay, responsable des probabilités et de la finance mathématique au laboratoire LaMME, responsable du programme de Master finance quantitative M2IF.

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George Dionne, HEC Montréal

Georges Dionne est titulaire de la Chaire de recherche du Canada en gestion des risques et professeur de finance à HEC Montréal. Ses principaux domaines de recherche comprennent l’économie financière, l’économie de l’assurance, l’économétrie appliquée, la microstructure du marché et l’économie publique.

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Amine Tarazi, Université de Limoges

Amine Tarazi est professeur d’économie et de finance à l’Université de Limoges où il est actuellement directeur d’un centre de recherche, LAPE, et responsable des programmes de Master et de Doctorat en banque et finance.

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