Call for Papers
Dauphine-Amundi Chair in Asset Management

Deadline: June 30, 2013

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 Financial risk and regulation *,**
Topic # 4 Longevity risk and pension funds *, **
Topic # 5 Basel III & Solvency II: what are the impacts on financial institutions' business models? **
Topic # 6 Quantitative easing and asset pricing implications *
Topic # 7 Loan portfolio structuration of small and medium-sized enterprises *, **
Topic # 8 The early management of the rising interest rate risk *

Topics more specific to asset management industry:
Topic # 9 What is the future economic model for asset management? *
Topic # 10 Sovereign risk and asset management *,**
Topic # 11 Perception and risk measurement: the case of individual investors *, **
Topic # 12 Diversification of foreign exchange reserves, emergence of new international currencies, etc. What impact will this have on asset allocation? *
Topic # 13 The impact of sovereign funds on international asset allocation *, **
Topic # 14 Pension funds: what model should be used in the long term? *, **
Topic # 15 Portfolio management for the long term: how is it different? *
Topic # 16 Impact of financial transaction taxation on portfolio optimisation and management *
Topic # 17 The position occupied by commodities in asset management **
Topic # 18 What is happening today in the world in terms of orientation of savings systems? **

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_%C3%A0_candidature/AM_Call_for_papers_5-5-13.pdf

PAPER SUBMISSION PROCEDURE: The deadline for research project submissions is June 30, 2013. Authors will be notified about the acceptance of their research project by July 2013. The final version of the paper should be sent by June 1st, 2014 by email to: adele.gauvrit@fondation-dauphine.fr

CONTACT INFORMATION:

Adele Gauvrit
01 44 05 44 35
adele.gauvrit@fondation-dauphine.fr
Project Manager - Fondation Dauphine
Place du Marechal de Lattre de Tassigny
75775 Paris Cedex 16