Transparency And Supervision Of Mutual Fund Management

Universities and Institutes of France

France

June 29, 2021

Description

  • Organisation/Company: Université Grenoble Alpes
  • Research Field: Economics
  • Researcher Profile: First Stage Researcher (R1) Recognised Researcher (R2) Established Researcher (R3) Leading Researcher (R4)
  • Application Deadline: 29/06/2021 00:00 - Europe/Brussels
  • Location: France › Saint Martin d'Hères
  • Type Of Contract: Temporary
  • Job Status: Full-time
  • Offer Starting Date: 01/10/2021
  • The research work aims, on the one hand, to remedy the insufficient frequency of disclosure to investors of the list of assets held by mutual funds and, on the other hand, to extract from the funds' returns alone the maximum amount of information on the portfolio and its manager. Using minimal and non- manipulable information, the daily returns of the mutual funds, associated with the returns of the assets of the investment universe, we will develop algorithmic methods to find the daily composition of a portfolio and the decisions to change its composition over time. The second step will be to find the type of rationality that fund managers exhibit in their decisions. The project is interdisciplinary, combining management science (finance) with expertise in optimal control and observation of complex dynamic systems. The problems to be solved belong to the category of large-scale inverse problems, consisting in reconstructing parameters, states, behaviours or decisions from a large mass of data.

    Funding category: Contrat doctoral

    PHD title: Doctoral Contract in Finance and Digital Science

    PHD Country: France

    Offer Requirements Specific Requirements
  • Trade skills/ expertise
  • Finance, computer science, applied mathematics.

  • Personal skills
  • Rigour, work capacity, curiosity, autonomy, good interpersonal skills.

    Examples of expected training: Master 2 in finance with a background in applied mathematics/computing; double degree in quantitative finance (management sciences and engineering sciences)

    Contact Information
  • Organisation/Company: Université Grenoble Alpes
  • Organisation Type: Public Research Institution
  • Country: France
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