The GIWM supports research in the area of wealth management.
It organizes an annual research seminar where supported research projects are presented. A call for projects is issued on an annual basis, it is supervised by the GIWM head of research Prof. Tony Berrada and the GIWM Scientific Council.
The first GIWM Annual Workshop "Recent Trends in Wealth Management" took place at the University of Geneva on January 21st, 2020. We thank Prof. Magnus, Prof. Sialm, Prof Ravina, Prof. Trojani and Prof. Scheidegger for their interesting contributions, as well as Mr. Juvet and the Geneva Financial Center for their support. We also thank the audience for its attendance and questions.
Professor Bruno Biais, Toulouse School of Economics
Bruno Biais holds a Ph.D. from HEC and is Professor at the Toulouse School of Economics (CRM/ CNRS IDEI). His work has been published in Econometrica, the Journal of Political Economy, the American Economic Review, the Review of Economic Studies, the Journal of Finance and the Review of Financial Studies. He taught at HEC, CMU, LBS, Oxford and LSE. He has been a scientific adviser of Euronext and the NYSE. He received the CNRS bronze medal and is a Fellow of the Econometric Society. He has been editor of the Review of Economic Studies and is co-editor of the Journal of Finance.
Professor Peter Bossaerts, University of Melbourne
Peter Bossaerts is Professor of Experimental Finance and Decision Neuroscience Honorary Fellow, Florey Institute for Neuroscience and Mental Health. He pioneered the use of controlled experimentation with human subjects in the study of asset pricing. His research was published in the main journals of finance (Journal of Finance, Review of Financial Studies, Review of Finance) and economics (Econometrica, Journal of Political Economy). Bossaerts also pioneered the development of neuroeconomics and decision neuroscience. His contributions have been published in top neuroscience and general science journals (Neuron, Journal of Neuroscience, PLoS Computational Biology, Proceedings of The National Academy of Sciences,...), and he pioneered the publication of decision neurocience in finance (Journal of Finance). Bossaerts received his PhD from UCLA. He started his academic track at Carnegie Mellon University, and before going The University of Melbourne, he spent most of his career at the California Institute of Technology (Caltech). In 2010, he was elected Fellow of The Econometric Society.
Professor Jerome Detemple, Boston University
Jérôme Detemple is Professor and Everett W. Lord Distinguished Faculty Scholar in the finance department at Boston University School of Management. He previously held faculty appointments at McGill University and Columbia University. His research interests currently centre on American- style derivative securities, asset pricing and market frictions, consumption-portfolio choice, managerial contracts, and numerical methods. He has published widely in leading journals, including Econometrica, Journal of Econometrics, Journal of Economic Theory, Journal of Finance, and Review of Financial Studies. He currently serves as associate editor of Management Science and as co-editor of Mathematical Finance.
Professor Andrew Lo, MIT Sloan School
Andrew W. Lo is the Charles E. and Susan T. Harris Professor, a Professor of Finance, and the Director of the Laboratory for Financial Engineering at the MIT Sloan School of Management.
Prior to MIT Sloan, he taught at the University of Pennsylvania Wharton School as the W.P. Carey Assistant Professor of Finance from 1984 to 1987, and as the W.P. Carey Associate Professor of Finance from 1987 to 1988. His research interests include the empirical validation and implementation of financial asset pricing models; the pricing of options and other derivative securities; financial engineering and risk management; trading technology and market microstructure; statistics, econometrics, and stochastic processes; computer algorithms and numerical methods; financial visualization; nonlinear models of stock and bond returns; hedge-fund risk and return dynamics and risk transparency; and, most recently, evolutionary and neurobiological models of individual risk preferences and financial markets.
Lo has published numerous articles in finance and economics journals. He is a coauthor of The Econometrics of Financial Markets, A Non-Random Walk Down Wall Street, The Heretics of Finance, and The Evolution of Technical Analysis, and is the author of Hedge Funds: An Analytic Perspective. Lo is currently an associate editor of the Financial Analysts Journal, the Journal of Portfolio Management, the Journal of Computational Finance, and Quantitative Finance, and is a coeditor of Annual Review of Financial Economics.
His awards include the Alfred P. Sloan Foundation Fellowship, the Paul A. Samuelson Award, the American Association for Individual Investors Award, the Graham and Dodd Award, the 2001 IAFE-SunGard Financial Engineer of the Year Award, a Guggenheim Fellowship, the CFA Institute’s James R. Vertin Award, and awards for teaching excellence from both the Wharton School of the University of Pennsylvania and MIT Sloan.
A former governor of the Boston Stock Exchange, he is currently a Research Associate of the National Bureau of Economic Research and a member of the OFR Financial Research Advisory Committee, the New York Federal Reserve Board’s Financial Advisory Roundtable, FINRA’s Economic Advisory Committee, the Consortium for Systemic Risk Analytics Academic Advisory Board, the Board on Mathematical Sciences and Their Applications, and Beth Israel Deaconess Medical Center’s Board of Overseers. He is founder and chief scientific officer of AlphaSimplex Group, LLC, a quantitative investment management company based in Cambridge, Massachusetts.
Lo holds a BA in economics from Yale University as well as an AM and a PhD in economics from Harvard University.