IRMC 2024 Milan, Italy June 24-25, 2024

Best Paper Awards IRMC2019 – WINNERS

International Risk Management Conference

In occasion of the 12th Edition RBF Society and Classis Capital SIM have conferred the IRMC2019 Best Conference Paper Award and the Young Researcher Award. The winners have been selected by an Award Review Committee and declared at the Gala dinner, sharing the € 1500 (for each winner paper) cash prize.

The selection was made by a panel of four members of the Scientific Committee, including Edward Altman, Menachem Brenner, Maurizio Dallocchio and Giampaolo Gabbi, who decided to award as

Best Paper – Davide Avino (University of Liverpool), Enrique Salvador (Jaume I University) for their paper entitled “Contingent Claims and Hedging of Credit Risk with Equity Options”

Young Researcher AwardDario Ruzzi (University of Bristol) for his paper entitled “The Impact of Equity Tail Risk on Bond Risk Premia: Evidence of Flight-to-Safety in the U.S. Term Structure”

Congratulation to the authors!

The financial market crisis has highlighted, in Europe and especially in Italy, structural weaknesses in asset management, in a competitive environment characterized by conflicts of interest. Classis Capital was created to counter and refute these lines of thought, asserting the supremacy of active management and responding to the real needs of the customer (whether companies, individuals, institutions ie. Insurance, pension funds, foundations etc.), fundamental traits of our strategy they could only combine redefining the business model radically. Classis Capital offers advisory services for financial management in terms of asset allocation and portfolio optimization based on market forecasts and personalized investment recommendations based on fundamental analysis of the underlying (equities / bonds) developed by our investment teams.

Key Dates

Submission Deadline

MARCH 17, 2019

(Full papers – Final Draft)

Paper Acceptance

APRIL 10, 2019