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Lyxor-Dauphine Research Academy
3rd Call For Projects and Papers

Deadline: January 31, 2018

The Lyxor-Dauphine research academy was created in 2014 in the Paris-Dauphine House of Finance, in association with Lyxor Asset Management, one of the world's leading French asset manager. Its vocation is to be (i) a catalyst to promote academic research on ETFs, passive management products or portfolio management and (ii) a strong link between the academia and the asset management industry. Since its inception, 10 projects have been supported by the Academy and presented during numerous conferences.

OBJECTIVES: The Lyxor-Dauphine research academy objectives are threefold:
(i) identifying the main streams of research that will structure the asset management industry in the future and developing first rank theoretical and empirical research on topics related to ETFs, passive management products and more generally portfolio management;
(ii) presenting the latest academic research on ETF and passive management products to investors using these instruments in their portfolio construction processes;
(iii) providing the asset management industry with recommendations to enhance its attractiveness.

TOPICS: The scientific committee invites submissions of high-quality theoretical or empirical research projects and working papers. This call for projects and papers covers particularly topics relative to the asset management industry such as:
Topic # 1 "How to build an allocation model between investment types (passive management, active management...)?"
Topic # 2 "Is it possible to quantify the added value of allocating between investment supports vs allocating between asset classes?"
Topic # 3 "Are relative performances of investment supports (active & passive management) a function of geographical zone, style bias or sector bias - i.e. what determine the choice between investment supports- is cost the only determinant?"
Topic # 4 "What is the role of passive management in an efficient market- Is there a limit to the growth of passive management vs that of active management in an efficient market?"
Topic # 5 "Is passive management success varying according to time: phase of the cycle, or long-term tendencies- Is there a correlation between flows and volatility on the market or other determinants?"
Topic # 6 "Does active management generate its performances from variable beta (choice between factors or market risk quantity) or from real alpha generation?"
Topic # 7 "DO ETFs & passive investing as a whole introduce instability in the financial markets?"
Topic # 8 "Are ETFs & Index funds introducing a momentum effect in the market?"

SCIENTIFIC COMMITTEE: Vikas Agarwal (Georgia State University), Serge Darolles (Universite Paris-Dauphine), Georges Hubner (University of Liege), Robert Kosowski (Imperial College London), Christophe Perignon (HEC Paris), Fabrice Riva (University of Lille), Benjamin Bruder (Lyxor Asset Management), Russ Wermers (University of Maryland).

PAPER SUBMISSION PROCEDURE: The deadline for research project and working paper submissions is January 31, 2018. The scientific committee will review all research projects and papers. Authors will be notified about the decision of the scientific committee in 15 February 2018.

You can download this call for projects and the corresponding application form at: http://housefinance.dauphine.fr/fr/actualites/detail-de-lactualite/article/call-for-projetcs-lyxor-dauphine-research-academy.html

Please complete the submission form and join a resume for each research project application, or join the working paper. These documents must be:
(i) in English and in PDF format with a maximum size of 2MB
(ii) submitted by e-mail to serge.darolles@dauphine.fr
(iii) marked "Research project and paper application - Lyxor-Dauphine Research Academy"

The Lyxor-Dauphine Research academy offers a prize of 10,000 Euro for each research project selected, and 5 000 Euro for each article. 50% will be paid few weeks after the notification of acceptance for the projects, and 100% for the articles.

Concerning the selected projects, a first draft of the paper must be sent by July 9th, 2018 by email to: serge.darolles@dauphine.fr. The remaining 50% will be paid at the final paper version acceptation.

The papers will be presented in an upcoming conference organized by Lyxor Asset Management. Journalists and practitioners will be invited to participate in this conference. An expert opinion summarising the key findings of each paper will be realised and presented during the event.

CONTACT INFORMATION:

serge.darolles@dauphine.fr
House of Finance
Universite Paris-Dauphine
Place du Marechal de Lattre de Tassigny
75775 Paris Cedex 16v http://housefinance.dauphine.fr

MORE ABOUT LYXOR ASSET MANAGEMENT: Lyxor Asset Management Group ("the Lyxor group"), wholly-owned directly or indirectly by Societe Generale and composed notably of two subsidiaries (1) (2), is a European asset management specialist, an expert in all investment styles, active, passive or alternative. From ETFs to multi-management, with EUR 126.2 billion Including EUR 15.9 bn assets under advisory. Equivalent of USD 149 bn in assets under management and advisory (including USD 18.8 bn assets under advisory) at the end of September 2017.) under management and advisory, Lyxor group creates innovative investment solutions to meet the long-term challenges of managing savings. Thanks to its experts and its engineering tradition and research, Lyxor group combines search for performance and risk management. http://www.lyxor.com
(1) Lyxor Asset Management S.A.S. is approved by the "Autorite des marches financiers" (French regulator) under the agreement # GP98019.
(2) Lyxor International Asset Management S.A.S. is approved by the «Autorite des Marches Financiers» (French regulator) under the agreement # GP04024.

MORE ABOUT THE UNIVERSITE PARIS-DAUPHINE: Dauphine is specialized in the Organization and Decision Sciences. Our mission is to educate future generations of executives, entrepreneurs, leaders and scholars to be both experts in their fields and socially responsible, cultured, open-minded members of the community. We choose only the best candidates and they choose Dauphine.

Our faculty is internationally esteemed and award-winning. We are respected for our academic excellence and recognized for the quality of our research in the organization and decision sciences. Our close ties to the business world ensure that Dauphine students are prepared for their professional future and that our programs and curriculum keep pace with an ever-evolving economic landscape. http://www.dauphine.fr

Posted: 18 Dec 2017