From : 10:00
To : 16:00
Grenoble Ecole de Management - 12 rue Pierre Sémard
38000 - Grenoble
2nd Workshop GEM-EM Lyon
The first edition of this workshop took place at EM Lyon in February 2017.
10h30-11h15 Xiaoshan Su (EM Lyon): “Structural Pricing of CoCos and Deposit Insurance with Regime Switching and Jumps” (joint work with Olivier Le Courtois (EM Lyon)).
11h15-12h Lamya Kermiche (GEM): “Determinants of joint audit effectiveness” (joint work with Sophie Audousset-Coulier (University of Concordia) and Charles Piot (Université Grenoble Alpes).
12h-14h Lunch Break
14h-14h45 Eric André (EM Lyon): “Robust Mean-Variance portfolio selection with generalized Gamma-Minimax estimators.”
14h45-15h30 Bertrand Tavin (EM Lyon): “Measuring exposure to dependence risk with random Bernstein copula scenarios.”