1 Ph.D Student on Applied Finance Research Interest

Transcription

1 Ph.D Student on Applied Finance Research Interest
First Name : Ouidad
Last Name : YOUSFI
Date and place of birth : 25th June 1979, Tunisia
EconomiX
Université de Paris 10 Nanterre
200, avenue de la République
92001 Nanterre Cedex
+ 33 1 40 97 77 93
: + 33 1 40 97 59 73
@ [email protected]
Ph.D Student on Applied Finance
Research Interest
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Financial econometrics
Game theory
Optimization problems
Private equity
Education
2004- Present
Ph.D. Thesis: Asymmetric Information on Private Equity: The case of
leveraged Buy Out (LBO), University of Paris 10 Nanterre.
Thesis supervisor: Professor Jean Marc BOURGEON (INRA and The Ecole
Polytechnique).
2002 / 2003
Master’s Degree (MASE) in Mathematics Applied to Economics.
M.S. Thesis: “ GARCH process with long memory: a study on the Tunisian
stock market”, University of Paris IX Dauphine.
Thesis supervisor: Professor Jean Michel ZAKOIAN (CREST).
2001 / 2002
Graduate in economics and quantitative management, on Applied statistics
at the Management Superior Institute of Suza, Tunisia.
1999 / 2000
Two-year degree in economics and quantitative management (DUEL) at
the Management Superior Institute of Suza, Tunisia. 1st class degree.
1997 / 1998
School Leaving Certificate, Science, Mathematics. 1st class degree.
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Work in Progress
1. Le Leveraged Buy Out : Enjeux et perspectives, with S. BEN THABET, 2008.
2. Optimal Financial Contracts in Leveraged Buy Out: A double sided moral hazard
model, Working paper EconomiX 2008/017.
3. Control in Leveraged Buy Out: A dynamic model with asymmetric information
problems.
Publications
1. Le rôle de la dette dans le LBO : une revue de la littérature, 2007, EuroMediterranean Economics and Finance Review, Vol 2, N°2, pp 234-253.
2. Modèles GARCH à mémoire longue : une application au marché de change
tunisien, with A. LAHIANI forthcoming Euro-Mediterranean Economics and
Finance Review (2008).
Presentations
1. European Association For Evolutionary Political Economy, organized by “The
European Association for Evolutionary Political Economy (Istanbul, 2006).
2. “The Euro-Working group of Financial Modeling”, organized by Ceram SophiaAntipolis (Nice, France, 2006).
3. The 4th International Finance Conference (IFC), organized by the University of
Cergy Pontoise et ISC Paris with the collaboration of Réseau Euro-Mediterranean
pour l’enseignement et la racherche, l’Association Midditerranéenne de Finance,
Assurance et de Management (AMFAM) and la revue Expert (Hammamat,
Tunisie, 2007).
4. The 25th International Congres of the AFFI (AFFI 2008), organized by the ESC
Lille, the Lille School of management (ESA) and the University of Lille 2 (Lille,
France, 2008).
5. The Financial & Economic Engineering Symposium FEES-2K8, organized by the
ENSA (Agadir, Moroco, 2008).
6. Knowledge for Growth organized by the Ministère français de l’Enseignement
Supérieur et de la Recherche, the European and the Toulouse School of Economic
TSE (Toulouse, France, 2008).
7. International Conference on Modeling Economic Dynamics MED2008 (London,
UK, 2008).
8. The Applied International Business Conference 2008 Aibc08 (Malaysia, 2008).
9. 2009 Winter Global Conference on Business and Finance (Atlanic City, USA,
2009).
Academic Experience
2003 - 2006
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Tutorial professor of methodology, L 1 Economics and
management at the University of Paris XI, Orsay.
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2004 / 2005
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Tutorial professor of applied finance, L 3 AES at the
University of Paris XII Val de Marne.
2005 / 2006
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Tutorial and lecture professor in computing, L 2 in
management and applied economics (GEA) at the University
of Paris IX Dauphine.
Tutorials in mathematics, Microeconomic et Macroeconomic,
L 1 economics and management at the University of Paris X
Nanterre.
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2006 / 2008
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Tutorial professor of microeconomic B et C, L 3 AES at the
University of Paris X Nanterre.
Research training courses
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Models of the interest rate, by Mr. Phillipe PRIAULET and Mr. Moez MRAD,
ENSAE.
Baysian Statistics, by Mr. Christian ROBERT, University of Paris IX Dauphine.
Panel data econometrics by Mrs Brigitte BORMONT, University of Paris X
Nanterre.
Insurance econometrics, by Mr. Jean PINQUET, University of Paris X Nanterre.
Finance econometrics, by Mr. Olivier SCAILLET, University of Cergy Pontoise.
Entrepreneurship and finance econometrics, by Mr. Claude FLUET, ENSAE.
Financial markets and information, by Mr. Christophe CHAMLEY, ENSAE.
Professional Experience
2003 – 2004
2004 / 2005
• Training in a fund LBO’s company: CPR private equity: data
gathering and interviews with LBO’ experts.
• Training in Data Stream at the Thomson Financial
Honors and Awards
2001-2002 Laureate of the 2002 Master on Applied Statistics (ranked, 1st ) : Top score at the
national level: presidential prize and 3rd cycle scholarship (Master and Ph.D).
2002-2006 Full Scholarship, Tunisian Ministry of Higher Education and Scientific Research .
Interests
Languages
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French: written, spoken and read fluently
English: written, spoken and read
Arabic: mother tongue
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Computer skills
Office, Eviews, C/C++, Maple, Ox, Scientific Word and
Scientific Workplace.
Hobbies
Internet, music, travel, sports (volley-ball, hand-ball).
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