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Selected (grant)

Last modification: 01/06/2022

  • 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 and 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”

Selected 2015

Luc Arrondel, Paris School of Economics

Luc Arrondel is director of research at the National Center for Scientific Research (CNRS), researcher at the Paris School of Economics (PSE). He is also an associate professor at the Paris School of Economics. An economist, his research focuses on the theoretical and empirical aspects of savings behavior.

Monica Billio, Ca’ Foscari University of Venice

Monica Billio is Full Professor of Econometrics at the University Ca’ Foscari of Venice. She holds a PhD in Applied Mathematics at the University Paris Dauphine.

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Hector Calvo-Pardo, University of Southampton Economics

Hector Calvo-Pardo is a Reader in Economics within the School of Economic, Social and Political Sciences at the University of Southampton. Hector received a PhD in 2005 from EHESS, Paris School of Economics (PSE, France), funded by La Caixa and the Bank of Spain. 

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Jean-Edouard Colliard, HEC Paris

Jean-Edouard Colliard obtained a PhD in 2012 from the Paris School of Economics and is a former student of the Ecole Normale Supérieure (Ulm).

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Stéphane Crépey, University of Évry Val d'Essonne

Stéphane Crépey is a Distinguished Professor at the mathematics department of University of Evry (France) / Paris Saclay, head of probability and mathematical finance at the LaMME laboratory, head of the quantitative finance master program M2IF.

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George Dionne, HEC Montréal

Georges Dionne holds the Canada Research Chair in Risk Management and is professor of Finance at HEC Montréal. His main research fields include financial economics, insurance economics, applied econometrics, market microstructure and public economics.

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Amine Tarazi, University of Limoges

Amine Tarazi is a professor of Economics and Finance at the University of Limoges (France) where he is currently the Director of a research center, LAPE, and Head of Master and PhD programs in Banking and Finance.

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