SECOND ANNUAL WORKSHOP - May 16, 2018

   PROGRAM

   PAPERS

M. de JONG (Amundi)
“Credit Risk Premia: Old Wine in New Bottles”

R. TEDONGAP (ESSEC)
“A Cross-Sectional Analysis of the Variance Risk Premium” 
>> Download paper <<

T. RONCALLI (AMUNDI)
“Understanding the Momentum Risk Premium”
>> Download paper <<

A. FULOP (ESSEC)
“Do Financial News Contain Useful Information on Fondamentals? Tests on Sovereing Credit Markets”

L. LECESNE ( ESSEC)
“How Should Funds Decisions and Performances React to Size-Driven Liquidity Frictions”

E. GOURIER (Queen University of London)
“How Alternative are Alternative Investments? The Case of Private Equity”
>> Download paper <<

J. WEI (ESSEC)
“Environmental, Social and Governance Proposals and Shareholder Activism”

M. McCOURT (ESSEC)
“Persistence and Skill in the Performance of Mutual Fund Families”

M. BRIERE (Amundi)
“Longivity Risk: To Bear or To Insure”
>> Download paper <<

D. MAILLARD (Amundi)
“Retirement Savings: Asset Allocation and Risk”
Comments