ESSEC-Amundi Chair workshop
The ESSEC-Amundi Chair, whose co-directors are Jocelyn Martel, ESSEC professor of Finance, and Philippe Ithurbide, Director of Strategy and Analysis Research at AMUNDI, are delighted to invite you to the Second Annual Workshop on Asset & Risk Management.
Wednesday March 16th at 8:30 AM
90-91 Boulevard Pasteur
75015 Paris
Program of the day:
8.30 - 9.00: Welcoming of participants
9.00 - 9.15: Word of Welcome
9.15 - 9.55: “Credit Risk Premia: Old Wine in New Bottles”
M. Ben Slimane, M. de Jong & T. Roncalli (Amundi)
9.55 - 10.35: “A Cross-Sectional Analysis of the Variance Risk Premium"
B. Feunou (Bank on Canada), R. Lopez Aliouchkin (Syacuse University), R. Tédongap (ESSEC) & L. Xu (Syacuse University)
10.35 - 11.00: Coffee break
11.00 - 11:40: “Understanding the Momentum Risk Premium”
T. Roncalli (Amundi)
11.40 - 12:20: “Do Financial News Contain Useful Information on Fondamentals? Tests on Sovereing Credit Markets”
A. Fulop (ESSEC) & Z. Kocsis (Central Bank of Hungary)
12.20 - 13.00: “How Should Funds Decisions and Performances React to Size-Driven Liquidity Frictions”
L. Lecesne & A. Roncoroni (ESSEC)
13.00 - 14.00: LUNCH
14.00 - 14.40: “How Alternative are Alternative Investments? The Case of Private Equity”
W. Goetzmann (Yale School of Management), E. Gourier (Queen University of London) & L. Phalippou (University of Oxford)
14.40 - 15.20: “Environmental, Social and Governance Proposals and Shareholder Activism”
J. Wei (ESSEC)
15.20 - 16.00: “Persistence and Skill in the Performance of Mutual Fund Families”
M. McCourt & S. Ramos (ESSEC)
16.00 - 16.30: Coffee break
16.30 - 17:10: “Longivity Risk: To Bear or To Insure”
L. Boon, M. Brière & B. Werker (Amundi)
17.10 - 17:50: “Retirement Savings: Asset Allocation and Risk”
D. Maillard (Amundi - Cnam)
17.50 - : COCKTAIL
Staff ESSEC Alumni
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