Awards

Irina Zviadadze is Associate Professor of Finance at HEC Paris and Research Affiliate at CEPR (Centre for Economic Policy Research). Her research focuses on understanding the sources of risk premia in foreign exchange markets, understanding the properties of asset price term structures and developing diagnostic methods for macroeconomically based asset pricing models.

Irina Zviadadze’s CV can be found here.

Olivier Guéant is a researcher in applied mathematics and professor at the University of Paris I. An alumnus of the École normale supérieure and a visiting student at Harvard University, Olivier Guéant completed his studies in mathematics and economics with a doctoral thesis in applied mathematics on mean-field game theory under the supervision of Pierre-Louis Lions, which was awarded the Rosemont Demassieux prize. He is also a graduate of ENSAE and holds a Master 2 in economics from the Paris School of Economics. Since 2016, he has been a professor of applied mathematics at the University of Paris 1 Panthéon-Sorbonne.

Olivier Guéant’s CV can be found here.

Jean-Edouard Colliard is Associate Professor of Finance at HEC Paris, which he joined in 2014. He obtained a PhD in Economics in 2012 from the Paris School of Economics. Before joining HEC, Jean-Edouard worked for two years as an economist in the Research department of the European Central Bank. He is a co-holder of the research chair “Analytics for Future Banking” (HEC Paris – Natixis – Polytechnique). His main research areas are the regulation of financial institutions and the microstructure of financial markets, including topics such as financial transactions taxes, over-the counter markets, bank capital requirements, or the European Banking Union. Jean-Edouard’s research has been published in leading finance and managmeent journals such as the Journal of Finance, the Review of Financial Studies, the Review of Finance, and Management Science. He is an Associate Editor of the journal Management Science. He teaches the courses “Financial Regulation” in the Majeure Finance and MSc in International Finance, “Banking Regulation” in the Executive MSc in Finance, “Introduction to Finance for Data Scientists” (with J. Hombert) in the MSc Data Science for Business, and “Economic Value of Data” (with T. Foucault) in the MSc Data Science for Business and the MSc in International Finance.

Find Jean-Edouard Colliard’s CV here.

Kim Peijnenburg received her PhD in Finance from Tilburg University in 2011. Kim was a faculty member at HEC Paris from 2016 to 2018 and at Bocconi University from 2011 to 2016. She is a Research Affiliate of the Centre for Economic Policy Research (CEPR) and a member of the Network for Studies on Pensions, Aging, and Retirement (Netspar). Kim is a recurring guest at the Wharton School of the University of Pennsylvania and regularly visits the Copenhagen Business School and Nanyang Technological University in Singapore. Her main area of research is household finance, and her research is published in leading journals such as Review of Financial Studies, Journal of Financial Economics, Journal of Financial and Quantitative Analysis, and The Economic Journal.  Her recent publication in the Journal of Financial Economics explores the impact of ambiguity aversion on portfolio choice using a household survey. She has received research grants from the Pension Research Council/TIAA in the US, Netspar in the Netherlands, the Centre for Pension Superannuation in Australia and the European Savings Institute in France. She is a member of the programme committee of the Adam Smith Workshop and the Netspar International Pension Workshop. Kim has presented her work at numerous international conferences such as the Western Finance Association, the SFS Cavalcade and the European Finance Association, as well as at universities around the world, including the London School of Economics, Melbourne University and the University of Zurich.

Find Kim Peijnenburg’s CV here.

Matthieu Bouvard is Professor of Management Sciences at the Toulouse School of Management (University of Toulouse), specialising in Finance, and a member of the Toulouse School of Economics. He obtained his PhD from the University of Toulouse in 2009. His research focuses on financial intermediation and the impact of technological innovation in finance (Fintech). His work has been published in international journals such as Journal of Finance, Review of Financial Studies, Management Science. He has received funding from the Agence National de la Recherche in France, and from provincial and federal agencies in Canada (FRQSC, IFSID, SSHRC).

Find Matthieu Bouvard’s CV here.

Guillaume Vuillemey is assistant professor of finance at HEC Paris. His research focuses on banking economics, derivatives markets and risk management, bank financing, central clearing and financial history. His work has been published in the Journal of Finance, the Review of Financial Studies and the Journal of Financial Economics, among others. He is also a research fellow at the CEPR (London) and the Autorité de Contrôle Prudentiel et de Régulation (ACPR). He was awarded the Best Young Researcher in Finance prize by the Autorité des marchés financiers (AMF) in 2016. He holds a PhD in economics from Sciences-Po (Paris).

Find Guillaume Vuillemey’s CV here.

Researcher at CERMICS (Ecole Nationale des Ponts et Chaussées) and lecturer at Ecole Polytechnique, Aurélien Alfonsi defended his thesis written under the supervision of Benjamin Jourdain on 26 June 2006. After his thesis, he was a post-doctoral student in Berlin (TU), before joining CERMICS as a researcher. He has made major contributions to several areas of financial mathematics, including numerical simulation (his article “On the discretization schemes for the CIR (and Bessel squared) processes” was cited 212 times according to google scholar), optimal execution (his article “Optimal execution strategies in limit order books with general shape functions”, co-authored with A. Fruth and A. Fruth. Schied has been cited 379 times according to Google Scholar) and price impact models, multi-dimensional stochastic volatility models based on the Wishart process, and the use of the optimal transport theory of measures. He is Deputy Director of CERMICS, has directed 5 PhD theses and is the author of a book on the simulation of affine diffusion processes.

Find Aurélien Alfonsi’s CV here.

Catherine Bobtcheff is a research fellow at the CNRS and a professor at the Toulouse School of Economics (TSE). Catherine is an actuary and holds a PhD in economics from the University of Toulouse 1. Her research focuses on applied theoretical economics, insurance and finance, and industrial economics. Her recent publications in major international journals focus on the economics of risk, investment dynamics and strategic interactions.

Find Catherine Bobtcheff’s CV here.

After obtaining his engineering degree from the École Polytechnique and M2 from the University of Paris 6 in 2009, Dylan Possamaï began his doctoral thesis in October 2009, under the supervision of Nizar Touzi, at the École Polytechnique. This thesis, entitled “Journey to the heart of second-order EDSRs and other contemporary problems in financial mathematics” was defended two years later in December 2011, and received the École Polytechnique’s 2012 thesis prize, as well as the third Bruti-Liberati prize from the Bachelier Finance Society in 2013. He then defended his Habilitation to direct research in December 2016. He has been a Senior Lecturer at Paris-Dauphine University since September 2012, and was a lecturer at the École Polytechnique between 2015 and 2016. His favourite topics include stochastic calculus under uncertainty, stochastic control, EDSR, and contract theory. In recent years, he has made a significant contribution to the development, from a practical and theoretical point of view, of the Principal-Agent problem theory.

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Peter Tankov is professor of quantitative finance at ENSAE, the French national school for statistics and economic administration, having previously worked at Paris-Diderot (Paris 7) university and Ecole Polytechnique. He is a mathematician, specialist in applied probability and stochastic processes. His current research interests include quantitative finance, energy finance, and green and sustainable finance. Peter is the author of over 50 research articles on these and other topics and of the widely read book, Financial Modelling with Jump Processes. He is the recepient of the 2016 Best Young Researcher in Finance award of the Europlace Institute of Finance and the principal investigator of several national grants. Peter is the scientific director of the Green and Sustainable Finance Research Program at Louis Bachelier Institute, member of the board of directors of GRASFI, the Global Research Alliance for Sustainable Finance and and Investment, and member of editorial boards of the main quantitative finance journals: Mathematical Finance, Finance and Stochastics and SIAM Journal on Financial Mathematics.

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Johan Hombert is a professor of Finance at HEC Paris. He obtained his undergraduate degree from Ecole Polytechnique, ENSAE, and Paris School of Economics, and his PhD from the Toulouse School of Economics. His research interests are entrepreneurship and innovation, financial intermediation, and frictions in financial markets. His papers have been published in the Review of Economic Studies, the Journal of Finance, and the Journal of Financial Economics.

Find Johan Hombert’s CV here.