IRMC 2022 Bari, Italy July 4-5, 2022

Best Paper Awards – WINNERS 2021, 2020, 2019, 2018, 2017

IRMC Best Paper Award and Young Researcher Award

IRMC2021 Conference – Best Papers Awards

In occasion of the 14th Edition RBF Society and Classis Capital SIM have conferred the following awards:

  • IRMC 2021 BEST CONFERENCE PAPER AWARD
  • BEST COVID-19 RELATED PAPER
  • BEST YOUNG RESEARCHER AWARD

The winners have been selected by an Award Review Committee sharing the € 1000 (for each winner paper) cash prize. The selection was made by a panel of six members of the Scientific Committee, including Edward Altman, Linda Allen, Riccardo De Lisa, Luca Piras, Oliviero Roggi and Alessandro Giannozzi, who decided to award as

IRMC2021 Best Conference Paper Qian Yang (Michigan State University) for his paper entitled Fat and Fatter: Monthly Crash Risk and Investor Trading

Best COVID-19 Related Paper – Chinnaraja Chendur Pandian (Institute of Actuaries of India); Piyush Pandey (IIT Bombay) for their paper entitled Performance of Volatility Asset as Hedge for investor’s portfolio against Tail Risk Events: COVID19 and 2008 Financial Crises

Best Young Researcher – Christian Mücke (Leibniz Institute for Financial Research SAFE)*; Loriana Pelizzon (Leibniz Institute for Financial Research SAFE); Vincenzo Pezone (Leibniz Institute for Financial Research SAFE); Anjan Thakor (Washington University in St. Louis) for their paper entitled The Carrot and the Stick: Bank Bailouts and the Disciplining Role of Board Appointments

Congratulation to the Authors!

Global Virtual Conference – Paper Awards

In occasion of the 13th Edition RBF Society and Classis Capital SIM have conferred the following awards:

  • BEST COVID-19 RELATED PAPER
  • IRMC2020 BEST CONFERENCE PAPER
  • BEST YOUNG RESEARCHER

The winners have been selected by an Award Review Committee sharing the € 1000 (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, Linda Allen, Zvi Wiener and Giampaolo Gabbi, who decided to award as

IRMC2020 Best Conference Paper – Jan Christian Bauer and Markus Huggenberger (University of Mannheim) for their paper entitled Option-Implied Solvency Capital Requirements

Best Young Researcher – Marco Brianti (Boston College) for his paper entitled Financial and Uncertainty Shocks

Best COVID-19 Related Paper – Davide Tomio (Darden School of Business), Patrick Augustin (McGill University), Valeri Sokolovski (HEC Montreal), Marti Subrahmanyam (NYU Stern School of Business) for their paper entitled In Sickness and in Debt: The COVID-19 Impact on Sovereign Credit Risk

Congratulation to the Authors!

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!

In occasion of the 11th Edition RBF and Classis Capital SIM have conferred for two outstanding conference papers the IRMC2018 Best Paper Awards, one for the Best Conference Paper and one for the Best Paper on Credit Risk. The winners were selected by an Award Review Committee and could share € 1500 (for each winner paper) cash prize.

Best Paper – Yehuda Izhakian (Baruch College) and Richard Herron (Babson College) for their paper entitled Ambiguity, Risk, and Payout Policy

Best Paper on Credit RiskPablo García Estévez and Milka Dimitrova (CUNEF, Spain) for their paper entitled The Costs of Bankruptcy Across Industries

Congratulation to the authors!

 

In occasion of the 10th Celebrative Edition RBF and Classis Capital SIM have conferred the IRMC2017 Best Paper Award. The winners have been selected by an Award Review Committee and declared at the Gala dinner, sharing the € 3000 cash prize.

For the first time a paper of excellent distinction has been selected for the Best Paper Award. The selection was made by a panel of three members of the Scientific Committee, including Linda Allen, Zvi Wiener and Menachem Brenner, who decided to award Cecilia Caglio – Matt Darst – Eric Parolin for their paper entitled Half-full or Half-empty? A Direct Test of the Impact of CDS Trading on Corporate Credit Risk“.

In this paper the authors test how the CDS position of banks affect underlying CDS reference entity credit risk. The study uses unique supervisory data to match U.S. bank CDS transactions with corporate debt holdings. Their results suggests that credit risk in not adversely affected when banks purchase credit protection. 

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.