The EDHEC PhD in Finance programme welcomes two new core faculty members

Written on 25 September 2019.

We are delighted to announce that Enrique Schroth and Mirco Rubin have joined EDHEC this summer 2019 as Professor of Finance, and Professor of Econometrics respectively, strengthening the PhD in Finance programme core faculty. Based on the Nice campus, both professors will serve as advisors for the candidates of the doctoral programme.

Previously, Enrique Schroth held research and teaching positions at the Cass Business School City University of London, the Amsterdam Business School and HEC Lausanne. He received his PhD and MA in Economics from New York University. 

His current research focuses on the valuation of the illiquidity risk, the dynamics of ownership concentration, and on the determinants of bank runs and financial fragility. His past research, in topics such as financial innovation and the acquisitions control premium, has appeared in leading academic journals, including the Journal of Finance, the Journal of Financial Economics, the Review of Financial Studies and the Review of Finance. Enrique won the prize for the best symposium paper at the European Finance Association Conference in 2009 for his research on the relationship between the bankruptcy code and the return premium across countries. He is Research Fellow at the Center for European Policy Research (CEPR).

In January 2020, Enrique will teach a course of Advanced Corporate Finance, part of the core curriculum of the EDHEC PhD in Finance programme, and starting point to carrying out research in theoretical or empirical corporate finance.   

Before joining EDHEC, Mirco Rubin was a professor at the University of Bristol, UK. Mirco holds a Bachelor and two Master Degrees in Economics and Finance from Ca' Foscari University of Venice, Italy and a Doctorate in Finance and Economics from the Swiss Finance Institute and Università della Svizzera Italiana  in Lugano, Switzerland.

Mirco's research interests are at the intersection of Econometrics, Financial Economics, Macroeconomics, and Asset Allocation.

He is specialized in the development of new econometric methodologies for large and mixed-frequency dataset. In his recent papers he employs new latent factor models to i) study of comovement among financial and macroeconomic data observed at different frequencies, ii) forecast the European GDP exploiting higher frequency predictors and stochastic volatility, and iii) develop asset allocation strategies based on the expected rank, or position, of the portfolio value. His research has been published in Journal of Financial Econometrics and Econometrica.

On 25  September 2019 on the London campus, Mirco presented a paper entitled "Changes in Comovements between Stocks and Bonds: Evidence from a New Class of Large Dimensional Threshold Group-Factor Models" joint work with Daniele Massacci (King's College London) and Dario Ruzzi (Bank of Italy), to the new PhD in Finance participants.

More information and detailed curriculum vitae are available at



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