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
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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.
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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).
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Academic Experience
2003 - 2006
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Tutorial professor of methodology, L 1 Economics and
management at the University of Paris XI, (in French).
2004 / 2005
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Tutorial professor of applied finance, L 3 AES at the
University of Paris XII Val de Marne, (in French).
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, (in French).
Tutorials in mathematics, Microeconomic et Macroeconomic,
L 1 economics and management at the University of Paris X
Nanterre, (in French).
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2006 / 2008
2008/2009
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Tutorial professor of microeconomic B et C, L 3 AES at the
University of Paris X Nanterre.
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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).
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Research training courses
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Models of the interest rate, by Mr. Phillipe PRIAULET and Mr. Moez MRAD,
ENSAE.
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Baysian Statistics, by Mr. Christian ROBERT, University of Paris IX Dauphine.
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Panel data econometrics by Mrs Brigitte BORMONT, University of Paris X
Nanterre.
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Insurance econometrics, by Mr. Jean PINQUET, University of Paris X Nanterre.
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Finance econometrics, by Mr. Olivier SCAILLET, University of Cergy Pontoise.
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Entrepreneurship and finance econometrics, by Mr. Claude FLUET, ENSAE.
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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
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2003/2004
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2004/2005
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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].
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Armin
Schwienbacher,
(University
Catholique
de
Louvain,
Belgium):
[email protected].
• Deszö Szalay, (University of Bonn, Germany): [email protected].
Interests
Languages
Computer skills
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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.
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