Congratulations to the 2013 winner Jean-Damien Villiers, ESSEC for his research paper on
Non Linear Dependence Structures: a Copula Opinion Approach in Portfolio Optimization.
The ESSEC student was ranked number 1 by the jury formed of:
Jean-Francois Bouilly, CFA - Partner and C.I.O., Latitude Capital Management,
Frédéric Dodard, CFA, FRM - Head of Asset Allocation, SSgA,
Frédéric Jamet - Head of Investments, SSgA France,
Tomasz Orpiszewski - Associate Economist, AXA Investment Managers,
Luc Paugam - Professeur Assistant - ESSEC Business School,
Peter Pontuch - Economist, European Commission - Instructor, Université Paris Dauphine
Congratulations also to the 3 runner-ups:
Hebi GONG, ESSEC - A Quant Strategy to Identify Undervalued, Efficiently-Run Firms
Benjamin THOMAS, EDHEC Risk-Institute - Funding Liquidity and the Cross-Section of Hedge Fund Returns
Ahmad IBRAHIM, SKEMA BUSINESS SCHOOL - Real-time Local Volatility Calculation
In partnership with
