Grants & Awards

2016:

  • Awarded 2016 Crowell Third Prize with the paper "Volatility of Aggregate Volatility and Hedge Fund Returns". The prize, sponsored by PanAgora Asset Management, promotes cutting-edge research that connects theory with the practice of quantitative investment management.

2015:

  • Semi-finalist in "Investments" category at the FMA 2015 Annual Meeting with the paper "Volatility of Aggregate Volatility and Hedge Fund Returns", co-written with V. Agarwal and N.Y. Naik.
  • Awarded HDR (Habilitation à Diriger des Recherches), the highest academic qualification conferred by the French Higher Education Council, on 23 June 2015 by Université Paris-Dauphine.

2014:

  • Awarded €10.000 research grant by Dauphine-Amundi Chair in Asset Management (joint with V. Agarwal and N.Y. Naik).