1 Research Interest • Financial econometrics • Game
Transcription
1 Research Interest • Financial econometrics • Game
First Name : Ouidad Last Name : YOUSFI Date and place of birth : 25th June 1979, Tunisia EconomiX 4 rue Erlanger 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] 75016 Paris. + 33 6 66 37 16 76 @ [email protected] Research Interest • • • • Financial econometrics Game theory Optimization problems Private equity Education 2004- 2008 Ph.D. Thesis: Asymmetric Information IN LBO acquisitions: a contractual approach, 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. 1 Work in Progress 1. Leveraged Buy Out: stakes and perspectives, with S. BEN THABET, 2008. 2. Leveraged Buy Out and tax saving advantages: a double sided moral hazard model. 3. Leveraged Buy Out: a dynamic agency model with a “write-off option”. 4. Exit in Leveraged buy Out. 5. Why do the LBO funds issue convertible securities? Publications 1. The debt in the Leveraged Buy Out: a theoretical survey, Euro-Mediterranean Economics and Finance Review, Vol. 2, n° 2, pp 234-253, 2007. 2. FIGARCH models: an empirical study on the Tunisian exchange market, with A. LAHIANI Euro-Mediterranean Economics and Finance Review, Vol. 3, n° 4, pp. 106-122, 2008. Papers submitted/accepted to conferences 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. Growth for Knowledge 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. Conference on International Macroeconomics and Finance, organized by the CEPR, Banque de France (Paris, 2008). 9. Forum of the finance 2008, organized by the ESADE Business School (Barcelona, 2008). 10. XXXIII Economic Analysis Symposium, organized by the Spanish association of economics, (Zaragoza, 2008). 11. The 1st doctoral day in International financial Macroeconomic, organized by CEPN and EconomiX (Nanterre, 2009). 2 Academic Experience 2003 - 2006 • Tutorial professor of methodology, L 1 Economics and management at the University of Paris XI, (in French). 2004 / 2005 • Tutorial professor of applied finance, L 3 AES at the University of Paris XII Val de Marne, (in French). 2005 / 2006 • Tutorial and lecture professor in computing, L 2 in management and applied economics (GEA) at the University of Paris IX Dauphine, (in French). Tutorials in mathematics, Microeconomic et Macroeconomic, L 1 economics and management at the University of Paris X Nanterre, (in French). • 2006 / 2008 2008/2009 • Tutorial professor of microeconomic B et C, L 3 AES at the University of Paris X Nanterre. • Professor of economic, microeconomic, finance L1, at the IUT Fontainebleau (in French and in English). Tutorial professor of microeconomic, L1 at the University of Paris X Nanterre (in French). • Research training courses • 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 Other activities 2000 / 2001 • Training at the Post Office, credit management service, Tunisia 1999 / 2000 • Training at the National Agricultural Bank (Agricultural 3 2003/2004 • 2004/2005 • National Bank, BNA), Tunisia, Agricultural credit management, accountant and customers’ agent. 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 Top score at the national level of the 2002 Master on Applied Statistics (ranked the 1st ). Presidential prize and 3rd cycle scholarship (Master and Ph.D). 2002-2006 Full Scholarship, Tunisian Ministry of Higher Education and Scientific Research References • Jean Marc Bourgeon, (INRA and the Ecole Polytechnique, France): [email protected]. • Catherine Casamatta, (University of Toulouse1, France): [email protected]. • Armin Schwienbacher, (University Catholique de Louvain, Belgium): [email protected]. • Deszö Szalay, (University of Bonn, Germany): [email protected]. Interests Languages Computer skills • • • French written, spoken and read fluently English : written, spoken and read Arabic : mother tongue Office, Eviews, C/C++, Maple, Ox, Scientific Word and Scientific Workplace. 4