Ongoing PhD theses

 

    • Antoine Baena, Essais sur l'instabilité financière et les politiques macroéconomiques, under the supervision of Serge Darolles and Sylvain Benoit.

 

    •  John Coadou, Topics on the ESG’s uneven contribution over stock markets, ongoing thesis under the supervision of Serge Darolles. Cifre at Amundi.

 

    • Luc Dumontier, The 5 W’s of Alpha Generation , ongoing thesis under the supervision of Gaëlle Le Fol.

 

    •  Ahmed-Amine El Azdi, 3 Essais d'économétrie financière : Stratégies d'arbitrage, risques extrêmes transversaux et volatilité, ongoing thesis under the supervision of Serge Darolles.

 

    • Anouk Faverjon, Three contributions on ESG ratings and their impacts on firm performance, ongoing thesis under the supervision of Serge Darolles and Marie Lambert.

 

PhD defense and placement

 

    • Sarah Ain Tommar, « Trois essais en Private Equity», Université Paris - Dauphine, December 10, 2018, under the supervision of Serge Darolles. Sarah Ain Tommar is assistant professor at Neoma Business School.

 

    • Eric Benhamou, Can Deep Reinforcement Learning solve the portfolio allocation problem ?, on going thesis, October 2, 2023 at Université Paris Dauphine - PSL, under the supervision of Jamal Atif and Rida Laraki. Eric is Scientific advisor at AI for Alpha.<

 

    • Adrien Bécam, « Mesure de performance et liquidité dans l'industrie des hedge funds», Université Paris - Dauphine, December 11, 2018, under the supervision of Gaëlle Le Fol. Adrien Bécam is Quantitative risk analyst at the Banque de France.

 

    • Charles Chevalier, « Trois essais sur les strategies de suivi de tendance », Université Paris - Dauphine, December 17, 2019, under the supervision of Serge Darolles. Charles Chevalier is Quantitative Analyst at KeyQuant.

 

    •  Ophélie Couperier, Three essays in Financial econometrics, under the supervision of Christian Franck, and Christophe Hurlin and Jean-Michel Zakoian. December 2, 2022 at Institut Polytechnique de Paris. Ophélie was also teaching assistant (ATER) at Université Paris Dauphine-PSL. Ophélie is on the Job Market.

 

    •  Sébastien Fries, « Anticipative alpha-stable linear processes for time series analysis: conditional dynamics and estimation », Université Paris - Dauphine, December 4, 2018, under the supervision of Jean-Michel Zakoian. Sébastien Fries is Assistant Professor of Data Science. Vrije Universiteit Amsterdam.

 

    • Julien Royer, Infinite ARCH processes, dynamic betas, and financial applications, under the supervision of Christian Franck, Jean-Michel Zakoian. December 9, 2022 at Institut Polytechnique de Paris. Julien Royer is now Quant researcher at Lombard Odier IM in Paris.

 

    • Béatrice Sagna, Trading volumes in stock markets: Forecasts, Trading Strategies, Market Impact, Equity Premium, and Monetary Policy, under the supervision of Gaëlle Le Fol. November 29, 2022 at Université Paris Dauphine-PSL. Beatrice is now Economist at the International Monetary Fund.

 

    • Arthur Stalla-Bourdillon, Systemic Financial Risk Analysis: from the Sectoral to the Aggregate Perspective, under the supervision of Gaëlle Le Fol. November 24, 2022 at Université Paris Dauphine-PSL. Arthur is now Economist at Banque de France.

 

    • Ran Sun, « Risque de liquidité dans l'univers des fonds ouverts », Université Paris - Dauphine, August 29, 2018, under the supervision of Gaëlle Le Fol. Ran Sun is working as a Quant in China.