JOIS 4 2 Authors

The Journal of Investment Strategies

Volume 4, Issue 2


Takashi Kanamura

Takashi Kanamura is currently an Associate Professor of Advanced Integrated Studies in Human Survivability at Kyoto University. He holds a PhD from Hitotsubashi University, Tokyo and worked for more than 10 years at J-POWER, one of the largest Japanese utility companies. His research interests cover: commodity finance, energy finance, financial economics, asset pricing, real options, weather derivatives, risk management, electricity markets, natural gas markets, coal markets, carbon markets, freight markets.





Damien Challet

Damien Challet is Associate Professor at the Laboratory of Mathematics Applied to Systems, Centrale-Supélec, France, and external lecturer at HEC Lausanne, Switzerland, as well as co-founder and managing partner of Encelade Capital SA. He has held positions in Theoretical Physics and Applied Mathematics with Oxford University, United Kingdom, and the Institute for Scientific Interchange in Turin, Italy. He acts as Associate Editor of the Journal of Statistical Mechanics: Theory and Experiment, the Journal of Economic Interaction and Coordination, and Applied Mathematical Finance. He holds a Ph.D. in Theoretical Physics from the University of Fribourg and a Master of Science in Theoretical Physics from the Swiss Institute of Technology, Lausanne, Switzerland. His research focuses on large-scale man-made systems such as financial markets and open source software.




Ahmed Bel Hadj Ayed

Ahmed Bel Hadj Ayed is a third year Ph.D. Student at the Chair of Quantitative Finance, Laboratory of Mathematics Applied to Systems, Centrale-Supélec, Paris, France. He is also a quantitative analyst at BNP Paribas. He graduated from the school of engineering Supélec, and holds a Master of Advanced Studies in Probability & Finance, jointly operated by École Polytechnique and Pierre and Marie Curie University. His research focuses on robust trading strategies based on stochastic models.





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