Sessi TOKPAVI
2015: Habilitation to supervise PhD students
University of Paris Ouest Nanterre La Défense
Dissertation: "Essays in Financial Econometrics: Downside risk and portfolio optimization under parameter uncertainty" Download the dissertation
Supervisor: Valérie Mignon
Committee Members: Christophe Boucher (University of Paris X), Sébastien Laurent (IAE, Aix-en-Provence), Gaëlle Le Fol (University Paris Dauphine), Olivier Scaillet (University of Geneva), Stefan Straetmans (University of Maastricht).
2008: PhD Thesis in Economics (obtained with All Distinctions)
University of Orléans
Dissertation: "Essays on Value-at-Risk: Intraday Risk Modeling and Validation Tests"
Supervisors: Christophe Hurlin and Gilbert Colletaz
Committee Members: Bertrand Candelon (University of Maastricht), Cem Ertur (University of Orléans), Sébastien Laurent (University of
Namur), Jean-Michel Zakoian (University of Lille 3, CREST).
2005: Master Degree in Statistics and Applied Econometrics
University of Orléans