Call for Papers - Dauphine- Amundi Chair in Asset Management

  • Institution University Paris-Dauphine
  • Event Type Call for Paper
  • Date May 12, 2013 - July 05, 2013
  • Location Paris
  • Details

    The steering committee of the Chair invites submissions of high-quality theoretical or empirical research papers (*) and high-quality surveys (**). This call for papers in asset management covers particularly topics such as: Topics relative to financial markets Topic # 1 « Behavioural aspects and risk measurement (VaR, CVaR). »* Topic # 2 « Risk measurement and risk perception. »*,** Topic # 3 « Financial risk and regulation »*,** Topic # 4 « Longevity risk and pension funds »*,** Topic # 5 « Basel III & Solvency II: what are the impacts on financial institutions’ business models? »** Topic # 6 « Quantitative easing and asset pricing implications »* Topic # 7 « Loan portfolio structuration of small and medium-sized enterprises »*,** Topic # 8 « The early management of the rising interest rate risk »* Topics more specific to asset management industry Topic # 9 « What is the future economic model for asset management? »* Topic # 10 « Sovereign risk and asset management »*,** Topic # 11 « Perception and risk measurement: the case of individual investors »*,** Topic # 12 « Diversification of foreign exchange reserves, emergence of new international currencies, etc. What impact will this have on asset allocation? »* Topic # 13 « The impact of sovereign funds on international asset allocation »*,** Topic # 14 « Pension funds: what model should be used in the long term? » *,** Topic # 15 « Portfolio management for the long term: how is it different? »* Topic # 16 « Impact of financial transaction taxation on portfolio optimisation and management »* Topic # 17 « The position occupied by commodities in asset management »** Topic # 18 « What is happening today in the world in terms of orientation of savings systems? »** More details : http://www.fondation.dauphine.fr/fileadmin/mediatheque/docs_pdf/Asset_Management/Appels_%C3%A0_candidature/AM_Call_for_papers_5-5-13.pdf

  • Submission Deadline06-30-2013
  • Email adele.gauvrit@fondation-dauphine.fr

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