IUM Professors Gregory Gadzinski and Gregory Moscato represented the University at the 30th French Finance Association (AFFI) conference which was held from May 28–31, 2013 in Lyon, France.
The AFFI annual meeting is one of the main European conferences in finance. This year, prestigious speakers included Nobel Prize winner Robert Engle (New York University), Yacine Aït-Sahalia (Princeton University), Jean-Charles Rochet (Zürich University), and Damiano Brigo (Imperial College London).
Professors Gadzinski and Moscato presented their paper entitled “Global risk Aversion”, which proposes a measure of global risk aversion based on expected equity risk premia calculated from five major stock indices worldwide.
The conference was also a good setting to establish contacts with researchers from other European business schools, in order to improve IUM recognition and network opportunities.