CALL FOR PROJECTS - DAUPHINE-UNIGESTION ALTERNATIVE RISK PREMIA RESEARCH ACADEMY

Description

Deadline: 31 March 2019

The Unigestion Alternative Risk Premia (ARP) research academy is a project launched in 2017 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 second call, 2 research projects will be supported by the Academy and presented during a conference scheduled to take place in London early 2020.

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.

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 « Liquid Exposure to Illiquid Risk premia»
Topic # 3 « Evaluation of Risk premia in an ESG oriented asset management industry»
Topic # 4 « Transaction Cost Mitigation Techniques and ARPs»

Scientific committee: Serge Darolles (Université Paris-Dauphine, Scientific Director of the Academy), Emmanuel Jurczenko (Glion Institute of Higher Education), Robert Kosowski (Imperial College Business School, Unigestion), Julien Penasse (University of Luxembourg), Fabrice Riva (Université Paris-Dauphine).

SUBMISSION PROCEDURE: The deadline for research project submissions is 31 March 2019. The scientific committee will review all research projects. Authors will be notified about the acceptance of their research project on 15 April 2019.
Please complete the form available at https://housefinance.dauphine.fr/fr/activites/unigestion-alternative-risk-premia-research-academy.html 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.psl.eu
(ii) marked “Research project application – ARP Research Academy”

The Unigestion ARP Research academy offers a prize of €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 31 December 2019 by email to: serge.darolles@dauphine.psl.eu. The remaining 50% will be paid at the final paper version acceptation. The papers will be presented in an upcoming one-day conference organized in London early 2020. Beyond academics, journalists and practitioners will be invited to participate in this conference.
For more information about this call: https://housefinance.dauphine.fr/fr/activites/unigestion-alternative-risk-premia-research-academy.html