Call for Papers
Dauphine-Amundi Chair in Asset Management

Deadline: June 30, 2012

CONTEXT: The Chair in Asset Management of the Dauphine Foundation was created in fall 2010. It is sponsored by Amundi, one of the world market leaders in asset management. Its vocation is to be (i) a catalyst to promote research at Paris-Dauphine University and (ii) a strong link with the asset management industry.

TOPICS: The steering committee of the Chair invites submissions of high-quality theoretical or empirical research papers and high-quality surveys (**). This call for papers in asset management covers particularly topics such as:

Topics relative to financial markets:
Topic # 1 "Behavioural aspects and risk measurement (VaR, CVaR)."*
Topic # 2 "Risk measurement and risk perception."*
Topic # 3 "Inflation hedging: is it necessary, how it should be done?"*
Topic # 4 "Securitisation: situation and outlook."**
Topic # 5 "Basel III: what are the impacts on financial institutions' business models?"*
Topic # 6 "Solvency II: what are the impacts on financial institutions' business models?"*

Topics more specific to asset management industry:
Topic # 7 "What is the future economic model for asset management?"*
Topic # 8 "Structuring principles of product lines based on risk."*
Topic # 9 "Presentation of risk levels to individual investors. Principles. Pedagogy."*
Topic # 10 "Diversification of foreign exchange reserves, emergence of new international currencies, etc. What impact will this have on asset allocation?"*
Topic # 11 "The impact of sovereign funds on international asset allocation."*,**
Topic # 12 "Pension funds: what model should be used in the long term?" *,**
DTopic # 13 "Asset management in a new environment: what changed in 2008 and how can we adapt?"**
Topic # 14 "Portfolio management for the long term: how is it different?"*
Topic # 15 "Impact of financial transaction taxation on portfolio optimisation and management."*

FURTHER INFORMATION: This call for papers and courses provides topics related to asset management industry. For more details, please follow the link:
http://www.fondation.dauphine.fr/fileadmin/mediatheque/docs_pdf/Asset_Management/Appels_a_candidature/AM_Appels_a_candidature_2012.pdf

PAPER SUBMISSION PROCEDURE: The deadline for research project submissions is June 30, 2012. Authors will be notified about the acceptance of their research project by July 15, 2012. The final version of the paper should be sent by June 30, 2013 by email to: anne-laure.depremesnil@fondation-dauphine.fr

CONTACT INFORMATION:

Anne-Laure de Premesnil
Tel: 01 44 05 44 35
Email: anne-laure.depremesnil@fondation-dauphine.fr
Project Manager - Fondation Dauphine
Place du Marechal de Lattre de Tassigny
75775 Paris Cedex 16