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 Quant Awards 2013

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


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 Quant Awards 2012

Winners of the 2012 Quant Awards:


1/ Matthias Sigrist - HEC Paris, Master in International Finance:
Market anomaly exploitation using a ternary credit metric model

2/ Kumar Gautam - EDHEC Business School, Master of Science in Finance
Does a Cluster Based Factor Model Perform Better Than an Industry Based Factor Model? An Investigation of European Equities