Sylvain Benoit is Assistant Professor in Finance at Université Paris-Dauphine in the department of economics. He obtained a PhD in Finance from Université d’Orléans in 2014 and received the SAB Trophy for the best thesis on Sustainable Finance in 2015 as well as the award of the best AFFi conference paper in financial and banking regulation in 2017. Sylvain has been a visiting scholar at University of California Santa Cruz (2011) and Cass Business School (2014). His research mainly focuses on systemic risk, both from a theoretical and an empirical point of view, and have been presented to highly selective conferences such as the European Finance Association, the Northern Finance Association or the European Meeting of the Econometric Society. Two of his research papers have been published in Review of Finance, and his latest work is forthcoming in Journal of Financial Intermediation. More generally, his research interests are in financial regulation, monetary policy and financial stability, as well as financial econometrics. He is currently the representative member for Paris-Dauphine at the Community of Practice in Financial Research (European Commission). Sylvain has been involved in the RunMyCode project (now CNRS UMS Certificate agency for scientific code and data - CASCaD) and shares systematically his code and data underlying his research papers to promote transparency and reproducibility.
Prépublications / Cahiers de recherche
Raffinot T., Benoit S. (2018), Investing Through Economic Cycles with Ensemble Machine Learning Algorithms, SSRN Working Paper Series, 47 p.
Benoit S. (2018), Smart Systemic-Risk Scores, SSRN Working Paper Series, 49 p.
Benoit S., Lucotte Y., Ringuedé S. (2018), Competition and price stickiness: Evidence from the French retail gasoline market, SSRN Working Paper Series, 29 p.
Benoit S., Colletaz G., Hurlin C., Pérignon C. (2014), A Theoretical and Empirical Comparison of Systemic Risk Measures, SSRN Working Paper Series, 47 p.