3rd PANORisk Conference
Risk, Markets, and the Real Economy
29 - 30 November 2018

PANORisk is a regional project sponsored by Région Pays de la Loire that involves several institutions (Audencia Business School, ESSCA School of Management, University of Angers, University of Le Mans, and University of Nantes). The aim of the PANORisk project is to promote scientific research in the field of risk management and to help investors and policymakers in the area of product placement, insurance and new types of risk.

For further information and questions, please contact panorisk2018@audencia.com

Registration

About the conference

PANORisk is a regional project sponsored by Région Pays de la Loire that involves several institutions (Audencia Business School, ESSCA School of Management, University of Angers, University of Le Mans, and University of Nantes). The aim of the PANORisk project is to promote scientific research in the field of risk management and to help investors and policymakers in the area of product placement, insurance and new types of risk.

The conference theme is "Risk, Markets, and the Real Economy" and it will be an opportunity for academics and professionals to present theoretical and empirical contributions on topics including, but not limited to:

  • Regulation (MiFID II, Solvency II, Basel III);
  • Market microstructure and High Frequency Trading;
  • Liquidity risk; 
  • Hedging;
  • Insurance;
  • Systemic risk and economic growth;
  • Extreme event modelling;
  • Corporate risk management;
  • New frontiers in risk modelling.

Two best paper awards for a total amount of €1,000

All articles presented at the conference are eligible to the awards. One of the two prizes will be granted to an outstanding paper authored by a Ph.D. student or a junior researcher.

Audencia
was founded in 1900
6th
ranked in the nation (SIGEM)
Top 100
worldwide (The Economist)
Top 90
tenured faculty members, 7 focus on Entrepreneurship

Keynote Speaker, Professor Thierry Foucault Ph.D.

Thierry Foucault is Professor of Finance at HEC, Paris and a research fellow of the Centre for Economic Policy (CEPR). He has a Ph.D in Finance from HEC, Paris and he has taught in various institutions, e.g., Universitat Pompeu Fabra (Spain), Carnegie Mellon University (USA), Ecole Polytechnique Fédérale de Lausanne (Switzerland), Studienzentrum Gerzensee (Switzerland), Saïd Business School at  Oxford, the Tinbergen Institute (Netherlands).

His research focuses on the determinants of financial markets liquidity, the industrial organization of these markets, and their effect on the real economy. It is published in top-tier academic journals such as Journal of Finance, Review of Financial Studies, or Journal of Financial Economics. He has received research awards from the Europlace Institute of Finance, the HEC Foundation, and the Analysis Group award for the best paper on Financial Markets and Institutions presented at the 2009 Western Finance Association (WFA) meetings.

He serves or has served on the scientific committees of the Autorité des Marchés Financiers (AMF), the Research Foundation of the Banque de France, the Group of Economic Advisors of the Committee of Economic and Markets Analysis of the European Securities and Markets Authority (ESMA) and was a member the executive committee of the European Finance Association (EFA). He is currently an Associate Editor of the Journal of Finance, The Review of Financial Studies, and the Review of Asset Pricing Studies. He also was co-editor of the Review of Finance from 2009 to 2013. He co-authored, with Marco Pagano and Ailsa Röell, “Market  Liquidity: Theory, Evidence, and Policy ”, a textbook on market liquidity published by Oxford University Press in 2013.

November 29, 2018
9.00 – 9.30Registration and Coffee
9.30 – 11.00Plenary Session 1
11.00 – 11.30Coffee Break
11.30 – 12.30Key Note Speech, Professor Thierry Foucault, HEC
12.30 – 14.00Lunch
14.00 – 15.30Plenary Session 2
15.30 – 16.00 Coffee Break
16.30 – 18.00Plenary Session 3
20.00 – 23.00 Conference Dinner
Discover the river Erdre in a cruise dining experience, where you will have the opportunity to observe about 20 inaccessible manors, castles and their idyllic surroundings. Participate in a unique moment of exceptional beauty and gastronomic excellence.
November 30, 2018
9.00 – 9.30Welcome Coffee
9.30 – 11.00Plenary Session 4
11.00 – 11.30Coffee Break
11.30 – 12.30Plenary Session 5
12.30 – 14.00Lunch
14.00 – 15.30Plenary Session 6
15.30 – 16.00 Coffee Break
16.30 - 17.00Plenary Session 7
Nantes
modern innovative and green city
2h
from Paris (by train)
1h
from London (by plane)
45 min
from the Atlantic Coast (by car or train)

Workshop Secretariat and In-House Support
Chrystelle Hudd-Simon, Audencia

Ramzi Benkraiem, Associate Professor of Finance
Dr Ramzi Benkraiem is an Associate Professor at the Institute of Finance of Audencia Business School in France. He Holds a PhD from Toulouse Graduate School of Management and an HDR (State Habilitation for supervising Doctoral Research) from Western Brittany University. His research interests lie mainly within the Economics, Accounting and Finance areas. He published several papers in both French and international peer-reviewed journals.

Amélie Charles, Professor of Finance
Her research focuses on financial econometrics and more precisely on volatility models, outliers and informational efficiency. She published in the Journal of Banking and Finance, Journal of Economic Survey, European Journal of Operational Research, Journal of International Money and Finance and Economics Letters.    
    
Iordanis Kalaitzoglou, Associate Professor of Finance
Dr Iordanis Kalaitzoglou is an Asc. Professor in Finance in Audencia Business School and a visiting professor in Finance in SOAS, University of London. His main area of expertise is Energy and Finance and he has published various academic, as well as opinion articles, covering the interaction of stock markets with carbon emissions, commodities and the social externalities of firms.    
    
Joëlle Miffre, Professor of Finance
Her research on asset pricing and management is published in e.g. the Review of Finance and the Journal of Banking and Finance. She is associate editor of the Journal of Banking and Finance, the International Review of Financial Analysis, Finance Research Letters and the Journal of Commodity Markets. Prior to joining Audencia, she worked at Cass Business School, the ICMA Centre and EDHEC Business School. She holds a M.Sc. and a Ph.D. in Finance from Brunel University (UK).

Giacomo Nocera, Associate Professor of Banking
His research, focused on banking management and regulation, mutual fund costs and pension fund performances, has been published in the Journal of Financial and Quantitative Analysis, the Journal of Financial Intermediation, and the Journal of Banking and Finance and Financial Management. Prior to joining Audencia, he worked at Bocconi University. He holds a Ph.D. in Business Administration & Management with a major in Accounting, Banking and Finance from Bocconi University.   

Nidhaleddine Ben Cheikh, ESSCA

Alexandre Brouste, Le Mans University, Department of Mathematics

Catherine Crapsky, Angers University, Department of Economics

Olivier Darne, University of Nantes, Department of Economics

Wael Louhichi, ESSCA

Salma Mefteh-Wali, ESSCA

Huyen Nguyen, Le MANS University, Department of Economics

Diana Pop, Angers University, Department of Economics

Lioudmila Vostrikova, Angers University, Department of Mathematics

Konstantinos Zopounidis, Audencia, Affiliate Faculty and Technical University of Crete

Submission deadlineSeptember 7, 2018
Notification of decisionOctober 1, 2018
Registration deadlineNovember 16th