Hosted within the Fondation du Risque and with the support of the Institut Louis Bachelier, the work conducted within the framework of this Research initiative is principally carried out by teams from the University Paris-Dauphine and the ENSAE (Ecole Nationale de la statistique et de l'administration économique). It benefits from a partnership with LFIS.
Quantitative Management Initiative (QMI) was born in early 2012 with the objective to promote Quantitative Finance and its benefits in terms of research, risk management and value creation for investors. Renewed in 2020 thanks to the financial support of LFIS Capital, QMI is investing even more in the promotion of research and the development of interactions between the academic world and the Professional world of Quantitative management. It is structured around the following aims:
- Developing quantitative research applied to asset management ;
- Facilitating knowledge transfer between academic environments and asset management agents ;
- Responding to the research issues of various private partners ;
- Encouraging collaboration with one or more companies that are leaders in fields relating to quantitative management ;
- Promoting the image of asset management based on quantitative approaches ;
- Increasing and consolidating the high level of excellence of the partnerships by organising reflexion, research and training activities on an international scale relating to one or more themes of general interest ;
- Reflecting on the evolution of regulation pertaining to asset management.