#RF2021sideevent

The Institute Louis Bachelier Institute invites you to attend a morning dedicated to "Young Talents in Finance and Insurance".

During this Risk Forum 2021 side event you will meet a selection of “Rising Talents” from the ILB Network (maximum eight years after their thesis), whose work have been judged particularly promising by their peers. Three selected current doctoral students will present their thesis in 180 seconds. And, in collaboration with La Fondation d’entreprise SCOR pour la Science, we announce two talents who have already manifested their high-level research and are awarded the title “Best young researcher in Finance and Insurance” 2020 and 2021.

Program

9:00 Opening by Elyes Jouini, Sci. Dir. ILB

8 ILB Rising Talent presentations:

#1 9:05

Capital Commitment, Elise Gourier, ESSEC Business School et CEPR.

Discussant: Catherine Casamatta, Toulouse School of Economics.

Link to paper

#2 9:30

Mean Field Games with Branching, Zhenjie Ren, Ceremade, Université Paris-Dauphine

Discussant: Peter Tankov, ENSAE.

Link to paper

#3 9:55

Evading Corporate Responsibilities: Evidence from the Shipping Industry, Guillaume Vuillemey, HEC Paris.

Discussant: Patricia Crifo, Ecole Polytechnique.

Link to paper

#4 10:20

Central Bank Digital Currency: When Price and Bank Stability Collide, Linda Schilling, CREST, Ecole Polytechnique and CEPR.

Discussant: Mariana Rojas-Breu, Université Paris-Dauphine.

Link to paper

#5 10:45

The characteristic function of Gaussian stochastic volatility models: an analytic expression, Eduardo Abi Jaber, Université Paris 1 Panthéon-Sorbonne

Discussant: Stéphane Villeneuve, Toulouse School of Economics.

Link to paper

#6 11:10

Fiscal limits and the pricing of Eurobonds, Jean-Paul Renne, Université de Lausanne.

Discussant: Marielle de Jong, Grenoble Ecole de Management.

Link to paper

#7 11:35 AHEAD: Ad Hoc Electronic Auction Design, Thibaut Mastrolia, CMAP, Ecole Polytechnique.

Discussant: René Aïd, Université Paris-Dauphine.

Link to paper

#8 12:00

Equilibrium Data Mining and Data Abundance, Jerôme Dugast, Université Paris-Dauphine.

Discussant: TBC.

Link to paper

4 selected doctoral students from the ILB Network:

12:25 “My thesis in 180s”

2 Best Young Researcher awards:

12:35 Best Young Researcher in Finance and Insurance Award 2020 & 2021 by Philippe Trainar, Fondation d’entreprise SCOR pour la Science 

12:50 End of the 2021 ILB Rising Talents in Finance and Insurance conference by Jean-Michel Beacco, CEO ILB