Teaching and Supervision
Courses
In 2023-2024 I am teaching six courses at HEC Paris:
- Economics of Financial Regulation, for students in the MSc in International Finance.
- Algorithms, Data, and Trading, offered jointly to students in the MSc in International Finance and the MSc Data Science for Business (with Thierry Foucault).
- Bank Regulation, for students in the Executive MSc in Finance.
- Big Data in Finance, for students in the Executive MSc in Finance (with Johan Hombert).
- Régulation Bancaire, for participants in the BCEAO CEMSTRAT program.
- Research Ethics and Academic Integrity: How to Survive in Academia without Giving Up on your Scientific Dreams, for students in the PhD program of HEC Paris.
All the material for these courses is available to HEC participants on BlackBoard. If you are not from HEC and would like to know more about the content (e.g., see the syllabus), please send me an email.
PhD Students
I have had the privilege of supervising four excellent students so far:
Alyssa Rusonik, second year student.
Markus Bak-Hansen, on the job market next year (2023/2024).
Junli Zhao, joined City University of London / Bayes Business School, in 2021.
Thomas Rivera, joined McGill University / Desautels Faculty of Management, in 2019.
MSc / MBA students
If you are a former student of mine, I am always happy to receive news, even if it turns out that you are now doing something completely unrelated to finance and economics!
I had the pleasure to supervise the following theses and projects at HEC in various programs (DSB, EMIF, MBA, MFE, MIF, SASI...).
2021-2022
Michel Alhawa and Richard Malha: Central bank digital currencies, an adequate substitute for cryptocurrencies?
Baptiste Baraghid and Théo Pagès: Existence de facteurs explicatifs de la résilience de certains jetons de Finance Décentralisée lors de périodes de baisse du cours du Bitcoin
Pierre Bouchain: Green investments in the asset management industry
Jianing Chen: RFQ Inclusion Probability in Bond Market
Guoyang Cui: Deep Learning Model for Limit Order Book
Ramsey Daunch: Governance Shocks in DeFi: An Analysis of Decentralization Efforts in Decentralized Finance and Their Effects
Albéric Lemaire de Marne: L’Economie des NFT
Maxime Redstone Leclerc: Pricing in the Peer-to-Peer Secondary Lending Market
Yuqi Shen: Graph-based Forecasting of Corporate Bond Transactions
Ekaterina Staseva: FinTech and Traditional Banking Credit Scoring
Arnaud Sutter: The Influence of Regulators’ Work Experience on Basel II Implementation Rate
2020-2021
Grégoire Colin: An overview of security lending
Wassim Madjoub: Effect of Interest rates and Financial Literacy on Assurance Vie Consumption
Xulun Qiu: Risk of Short Selling Costs in European Equity Markets
Akhila Vangara: Portfolio Construction with Machine Learning
Marc Vigneron: Predicting Stock Returns: Insights from Interpretable AI and Life Insurance Data
Qiwen Zhao: Deep Reinforcement Learning in Cryptocurrency Trading
2019-2020
Sebastien Debaveye: Predicting customer churn and switching behaviour in the life insurance industry: a case study
Léonard Fleutot: Taxes and inconsistencies in investors' decisions in French assurance-vie
Davide Scordamaglia: Capital Requirements in the Banking Sector
Akshay Sundar: Impact of political, economic, and environmental events on customers' appetite for life insurance products
Huanan Tao and Chu Zhou: Evidence of Age Effects in Assurance Vie Investment Choice
2018-2019
Deepa Srinivasan: Regulatory Landscape around FinTech Innovations and Digital Banking
Kai Xin (Serene) Tan: Exploring the idea of educational backgrounds on future policy decisions - The impact of changing academic economic beliefs on future policy decisions made by Central Bank governors
Maria Fernanda Cadena Morales: Impact of GDPR on Profiling
2017-2018
Martin Bang and Esben Wilken: The Credibility of the EU Bail-in System Post Implementation of the Single Resolution Mechanism
Lucas Hell: Link between single governance issues, portfolio quality and financial performance in Rwandan Saccos
Guillem Lana Sabaté and Adrian Moreno Fonts: Bail-In and Bank Resolution in Europe - Aftermath of the first SRM bail-in: Banco Popular
Volodymyr Moroz and Leopold Tikvic: Impact of Dodd-Frank Mortgage Regulation on Community Banks
James Poh and Léa Renaud: How does bail-in alter the magnitude of investors' risk perception?
Matthieu Romagné: The use of AI in financial regulation - Reproducing an alternative stress-test with machine learning. Winner of the 2018 HEC Foundation Prize.
Zhi Liang Soh: The Market Value of Public Administration: Event Studies in France and Singapore
2016-2017
Benoît Carval: Les « prêts non-performants » : définition, enjeux, analyse d’un portefeuille en défaut
Sven Lindstad: Market Reactions to the Single Resolution Mechanism
Paul Stockert: Does the Charter Value Hypothesis hold after the financial crisis? Analysis of banks’ risk-taking
Xinchen Zhou: Bailout Choices in a Banking Crisis and the Lesson for China Banks
2015-2016
Anastasia Ivanova: Infringing bank regulations - Markets' reaction to bank fines and settlements in the USA in 2007 - 2015
Yunli Liu: Measuring the Impact of the Inclusion in G-SIBs on Banks
Jean-Gabriel Magdelain: Financial Institutions and Sanctions assessed by market regulators in the United States and the United Kingdom, 2008 - 2015
Luiz Maudonado Bissoto: The evolution of the European banking sector under the banking union
Luis Moya Ruiz: National biases in the ECB Monetary Policy
Jakub Witold Nowicki: Impact of the Single Supervisory Mechanism on the Banking Industry
Maxime Vauchier: The ECB's Quantitative Easing Programme: economic and financial impact on the Eurozone
2014-2015
Maha Abdellaoui Maane: Do stress tests decrease bank opacity? An empirical study on the 2014 EBA stress-test.
Benjamin Chino and Nicolas Ruffier des Aimes: Le paiement mobile dans le change de devises et les transactions internationales.
Oscar Dintilhac: The impact of economic and monetary union on European financial integration.
Jyothi Bylappa Maralenahalli: Market Reaction to the 2014 EU-Wide Stress Test. Winner of the 2015 Bernheim Mazars Prize.
Marcos Llorente Lopez: Structural Changes in the Spanish Banking Sector.