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Unigestion Alternative Risk Premia Research Academy
1st Call For Projects

Deadline: December 31, 2017

The Unigestion Alternative Risk Premia (ARP) research academy is a new project launched by Paris-Dauphine House of Finance, in association with Unigestion, an international asset manager specialised in active risk-managed investment solutions. The project seeks to be (i) a catalyst to promote academic research on ARP and (ii) a strong link between the academia and the ARP industry. For this first call, 2 research projects will be supported by the Academy and presented during a conference scheduled to take place in November 2018.

OBJECTIVES: The Unigestion ARP research academy objectives are threefold:
(i) identifying the main streams of research that will structure the ARP industry in the future and developing best in class theoretical and empirical research on topics related to ARP;
(ii) presenting the latest academic research on ARP to investors using these instruments in their portfolio construction processes;
(iii) providing the ARP industry with recommendations to enhance its attractiveness.

TOPICS: The scientific committee invites submissions of high-quality theoretical or empirical research projects. This call for projects on ARP covers particularly topics relative to the ARP industry such as (non-exhaustive list):
Topic # 1 Design of New Alternative Risk Premia: Big Data, Machine Learning, Behavioural Finance...
Topic # 2 Efficient Allocation to Alternative Risk Premia
Topic # 3 Capacity of Alternative Risk Premia
Topic # 4 Fixed Income and Volatility Risk Premia

SCIENTIFIC COMMITTEE: Eser Arisoy (Universite Paris-Dauphine), Serge Darolles (Universite Paris-Dauphine, Scientific Director of the Academy), Emmanuel Jurczenko (Ecole Hoteliere de Lausanne), Robert Kosowski (Imperial College Business School, Unigestion).

PAPER SUBMISSION PROCEDURE: The deadline for research project submissions is 31 December 2017. The scientific committee will review all research projects. Authors will be notified about the acceptance of their research project on 31 January 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-projects-unigestion.html

Please complete the submission form and attach a resume for each application. 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 application - ARP Research Academy"

The Unigestion ARP Research academy offers a prize of Euro 10,000 for each research project selected. 50% will be paid a few weeks after the notification of acceptance.

A first draft of the paper must be sent by 1 September 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 one-day conference in November 2018. Beyond academics, journalists and practitioners will be invited to participate in this conference.

Posted: 1 Dec 2017