32 Rue Jean L'Aveugle

L 1148 Luxembourg

Luxembourg

 

Tel : +352 691 865 845  

Email : Jean-Marie YAO

Web Site: http://yao.ensae.net

AFFILIATION

Université Panthéon Assas

Centre de Recherche en Economie Mathématique, Econométrie et Finance

92 Rues d'Assas

75005 Paris - France

 

EDUCATION

Since Dec. 2003:

PhD Student in Quantitative finance

Université Panthéon Assas - Paris France (Chair of Pr. SCANNAVINO)

Centre de recherche en Economie Mathématique, Econométrie et Finance

2003 :

Master in Actuarial sciences and Finance

Ecole Nationale Supérieure de la Statistique et de l'Administration Economique (ENSAE) - Paris  

2002:

Master in Econometrics and Finance

Université Panthéon Assas Paris

2001:

Engineer in Statistics

Ecole Nationale Supérieure de la Statistique et de l’Economie Appliquée, (ENSEA) - Abidjan 

1999 :

Bachelor in statistics

Ecole Nationale Supérieure de la Statistique et de l’Economie Appliquée, (ENSEA) - Abidjan 

AWARDS

October 2005

2005 Best Dissertation in Investments [Sponsored by the Evelyn Brust Financial Research and Education Foundation,  with the support of the Investment Management Consultants Association (IMCA)]

2004-2006

Minister of education and research, Luxembourg

2001-2007

Minister of education and research, Ivory cost

MEMBERSHIPS

Member of

The Econometric Society

Member of

The Financial Management Association International (FMA)

Member of

The Association for Financial Professionals

Member of

The Royal Economic Society

Member of

The Institute of Mathematical Statistics

Member of

The American Finance Association

Member of

The American Statistical Association

Member of

The International Association of Survey Statisticians (IASS)

ACTIVITIES

June 27-29, 2007

French Finance Association (AFFI) Annual Meeting 2007

L'Institut de Recherche en Gestion des Organisations Bordeaux, France

Association Française de Finance

 

June 14-15, 2007

The 24th International Symposium on Money, Banking and Finance

Université de Rennes 1, CREM - Rennes (France)

GDR, Research Group on "Monetary and Financial Economics"

 

June 22-23, 2006

The 23rd International Symposium on Money, Banking and Finance

Université Charles de Gaulle - Lille 3 (France)

C.N.R.S. Research Group on "Monetary and Financial Economics" 

 

June 8-9, 2006

Première Conférence Euro-Africaine en Finance et Economie (CEAFE)

Ecole Polytechnique de Tunisie

Univ. Paris 1-Panthéon-Sorbonne, Univ. 7 novembre à Carthage ,  Univ. d’Antananarivo, Ecole Polytechnique de Tunisie

 

October 12-15, 2005: 

 

2005 FMA Annual Meeting Doctoral Student Seminar

Chicago (USA)

Financial Management Association International

October 9-12, 2005

AFP Annual Conference,

San Antonio (USA)

Association for Financial Professionals

September 7-9, 2005:

2005 ESSA Conference

Pretoria (south Africa)

Economic Society of South Africa

July 2005:

 

10th Annual Conference on Econometric Modeling in Africa

Nairobi – Keny

June 21, 2005:

3rd International Financial Research forum of Europlace Institut of Finance

Paris- France

June 16-17, 2005:

22nd Symposium on Banking and Monetary Economics

Strasbourg - France

 

June 8-11, 2005:

Financial Management Association International European Doctoral Student Seminar

Siena - Italy

April 2005:

Applied Econometrics Association colloquium on Econometrics of Exchange rate

Luxembourg – Luxembourg

PhD proposal:Industrial Organization theory and competitiveness of the international financial places: Application to the industry of investment funds.

   It appears that international financial activities are confined in international financial centres. These places are engaged in a growing competition at the international level. It is thus advisable to analyze the attractiveness of these places and the competitiveness they are engaged in.

  The concept of competitiveness has been much studied regarding manufacturing industries. The transposition of competitiveness analytical methods to the service industry remains complex. How should one understand that, at a given date, a service company has an advantage over his competitors? How could we measure this competitiveness that appears to be non-measurable because of its immaterial character?

In this thesis, our ambition is to describe the competitiveness of financial centres in the industry of investment funds which strongly developed these recent years. Our purpose is to create an optimal competitiveness indicator for the investment funds' industry. The case of a small-opened economy will be aimed.

 

Master in Actuarial Science and Finance dissertation: Analyse de la solvabilité des compagnies africaines d'assurance.

Done at Commission de Contrôle des Assurances of Paris

- Conception of a database on African non-life insurance companies.

- Analyze of the solvency of those companies

-  Setting typologies in French and African companies.

Master in Econometrics and Finance dissertation: Analyse économétrique des déterminants de la rentabilité des banques européennes.

Done at Cellule de Recherche en Economie Appliquée of Luxembourg

    It relates to the analysis of banks’ profitability in six European countries between 1994 and 1997. Its aim is to reexamine the link between profitability and some external and internal determinants of the European banking system. Thus, we proposed to show how different the answers of the European banking structure are when compared to the variation of some determinants. The methodology of [Bourke (1989)] helped us along with a panel analysis of a model with fixed individual effect.

 

Engineer in Statistics dissertation: Construction d'un tableau de bord pour le suivi des cours des titres financiers et de la valorisation des OPCVM.  

Done at BICI Bourse SA, Abidjan

 - Conception of dashboards for the follow-up of the financial products.

 - Elaboration of periodic summaries.  

Bachelor in Statistics dissertation : Construction de l'Indice Harmonisé de la Production Industrielle.

Done at Banque Centrale des Etats de l’Afrique de l’Ouest of Abidjan

 

 - Implementation of the Index of the Industrial Production.

 - Analysis and publication of the results.

 

LANGUAGE

French:

Native

English:

Fluent

Spanish:

Basic

IT SKILL

Pack office:

Word, Excel, Access, PowerPoint, Publisher

Specialized software:

 PcGive, SAS, Eviews, SPSS, Access, WinSPAD, RATS, TSP

Programming:

Visual Basic, C, Html

Others:

BloomBerg, Datastream

 

 

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