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Lyon-Grenoble Business Schools Finance Seminar

[29] [Sep 2017] [ 10:00 am] [ ]


Grenoble Ecole de Management
12 rue Pierre Sémard

2nd Workshop GEM-EM Lyon

The first edition of this workshop took place at EM Lyon in February 2017.


10h-10h30 Coffee

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.”

15h30-16h Coffee

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