Programme Faculty Biographies

Core programme faculty

Core programme faculty is comprised of EDHEC Business School senior economics and finance professors who design and deliver the majority of core PhD in Finance courses and act as primary dissertation advisers to PhD candidates. Core programme faculty also offer elective courses linked to their expertise and research interests.


Frank Fabozzi, MA and PhD in Economics (CUNY)

EDHEC-Risk Institute
Member

EDHEC Business School
Professor of Finance

Specialist in fixed-income analysis, investment management, and structured finance.

Frank Fabozzi is Professor of Finance at EDHEC Business School. He was previously Professor in the Practice of Finance and Becton Fellow at the Yale School of Management. he has also held visiting appointments at Princeton University and the MIT Sloan School of Management. His research focuses on structured products and the measurement, modelling, and management of risk. His work has appeared in leading journals, including the Journal of Finance, the Journal of Financial and Quantitative Analysis, and Operations Research. He has been the Editor of the Journal of Portfolio Management since 1986. In 2002, he was inducted into the Fixed Income Analysts Society’s Hall of Fame for his lifetime contributions to the advancement of fixed-income analysis and portfolio management. He has edited and/or authored over one hundred books and is the eponymous manager of an authoritative series of finance books for practitioners and academics. In 2007, he was distinguished by the CFA Institute for his outstanding contribution to the education of professional investors. He advises financial institutions and government agencies and is on the board of the BlackRock family of closed-end funds.


 

Abraham Lioui, MSc in Finance and MA in Economics (Paris I), MA in Probability and Stochastic Processes (Paris VI), PhD in Management (ESSEC & Paris I)

EDHEC-Risk Institute
Member

EDHEC Business School
Professor of Finance
Director of the EDHEC PhD in Finance

Specialist in portfolio and asset pricing theory, derivatives and risk management

Abraham Lioui is Professor of Finance at EDHEC Business School. He was previously at the department of economics at Bar Ilan University where he held the Vice Chair position. His research interests in finance revolve around the valuation of financial assets, portfolio management, and risk management. His economics research looks at the relationship between monetary policy and the stock market. He has published in leading journals, including Ecological Economics, Journal of Banking and Finance, Journal of Economic Dynamics and Control, Journal of International Money and Finance, and Management Science. He is regularly invited to the programme committee of the European Finance Association’s annual conference.


 

Lionel Martellini, MiM (ESCP-EAP), MSc in Economics (ENSAE), MSc in Statistics (Paris VI), PhD in Finance (Berkeley)

EDHEC-Risk Institute
Director

EDHEC Business School
Professor of Finance

Specialist in asset allocation, derivatives, fixed income modelling, and alternative investment.

Lionel Martellini is Professor of Finance at EDHEC Business School and the Director of EDHEC-Risk Institute. He was previously on the faculty of the University of Southern California. He has also held a visiting position at Princeton University. He has served as a consultant to various institutional investors, investment banks, and asset management firms on questions related to risk management, alternative investment strategies, and asset allocation decisions. His research on asset management, portfolio theory, derivatives valuation, fixed income products, and alternative investment has appeared in leading journals, including Journal of Economic Dynamics and Control, Journal of Mathematical Economics, Journal of Portfolio Management, Management Science, and Review of Financial Studies. He was awarded the Inquire Europe First Prize in 2009/2010 for his work. He sits on the editorial boards of various journals including Journal of Alternative Investments and Journal of Portfolio Management.


 

 

Raman Uppal, MA in Finance, MBA, and PhD in Finance (UPenn)

EDHEC-Risk Institute
Member

EDHEC Business School
Professor of Finance

American Finance Association
Director

Specialist in portfolio selection, asset pricing, risk management, and exchange rates.

Raman Uppal is Professor of Finance at EDHEC Business School. He was formerly Professor of Finance and Chair of the Finance Subject Area at the London Business School, having previously worked at the University of British Columbia. He has held visiting positions at KU Leuven, the MIT Sloan School of Management, the London School of Economics, and has served as co-director of the Financial Economics Programme of the Centre for Economic Policy Research. His research focuses on optimal portfolio selection and asset allocation in dynamic environments, valuation of securities in capital markets, risk management, and exchange rates. He has published widely in leading journals such as Journal of Economic Theory, Journal of Finance, Journal of Financial and Quantitative Analysis, Management Science and Review of Financial Studies, and has received numerous grants and awards for his research work. He currently serves as associate editor for Management Science.

 


 

Affiliate Programme Faculty

The rich academic networks of the programme’s core faculty have been tapped to assemble an outstanding cadre of affiliate faculty. Affiliate programme faculty design and deliver elective courses which correspond to their areas of expertise and act as dissertation advisers to PhD candidates.


 

Vikas Agarwal, MMS (Mumbai), PhD in Finance (LBS)

Georgia State University
Professor of Finance, J. Mack Robinson College of Business

Specialist in performance and risk analysis and hedge funds.

Vikas Agarwal is Professor of Finance at the Georgia State University J. Mack Robinson College of Business, which he joined after completing his PhD. His research interests encompass investments and asset pricing. His current work focuses on various issues related to hedge funds including risk and performance analysis, determinants of fund flows, impact of managerial incentives on performance, and portfolio disclosure. He has published in leading journals including Journal of Economic Dynamics & Control, Journal of Finance, Journal of Financial and Quantitative Analysis, Management Science, and Review of Financial Studies. He has received numerous research grants and has been distinguished for research excellence by professional associations and scholastic societies.


 

Yacine Aït-Sahalia, Eng (Ecole Polytechnique de Paris), MSc in Economics (ENSAE), PhD in Economics (MIT)

Princeton University
Otto A. Hack 1903 Professor of Finance and Economics
Director of the Bendheim Center for Finance

National Bureau of Economic Research
Research Associate

Specialist in financial econometrics, continuous-time modelling, and derivatives pricing.

Yacine Aït-Sahalia is the Otto A. Hack 1903 Professor of Finance and Economics and Director of the Bendheim Center for Finance at Princeton University. Prior to joining Princeton in 1998, he was Professor of Finance at the University of Chicago Graduate School of Business. He has published in leading journals such as Econometrica, Journal of the American Statistical Association, Journal of Finance, Journal of Financial Economics, and Review of Financial Studies, and has been distinguished for research and teaching excellence. He is an Elected Fellow of the American Statistical Association, the Institute of Mathematical Statistics, and the Econometric Society. He currently serves as associate editor of Econometrica, Finance and Stochastics, Journal of Econometrics, Journal of Finance, and Journal of Financial Econometrics.


 

Torben Andersen, MA in Economics and Mathematics (Aarhus), MPhil and PhD in Economics (Yale)

Northwestern University
Nathan S. and Mary P. Sharp Distinguished Professor of Finance, Kellogg School of Management

National Bureau of Economic Research
Research Associate

Centre for Research in Econometric Analysis of Economic Time Series
International Fellow

Specialist in volatility modelling with applications to asset pricing, portfolio choice, yield curve modelling and risk management.

Torben Andersen is the Nathan and Mary Sharp Professor of Finance at the Northwestern University Kellogg School of Management. He has published in asset pricing, empirical finance, and market microstructure in leading journals, including the American Economic Review, Econometrica, Journal of the American Statistical Association, Journal of Finance, and Journal of Financial Economics. His current work explores the use of high-frequency data for volatility forecasting, portfolio choice and risk management. He is an Elected Fellow of the Econometric Society, has been the editor-in-chief for the Journal of Business and Economic Statistics and an associate editor of Econometric Theory, Journal of Finance, Review of Financial Studies, and Management Science. He has also served as consultant to financial firms and central banks.


 

Federico Bandi, Laurea and MA in Economics (Bocconi), MA, MPhil and PhD in Economics (Yale)

Johns Hopkins University
Professor of Economics and Finance, Carey Business School

EDHEC-Risk Institute
Affiliate Professor

Specialist in time series econometrics, continuous-time asset pricing, and market microstructure.

Federico Bandi is Professor of Economics and Finance at the Johns Hopkins Carey Business School and Affiliate Professor at EDHEC-Risk Institute. He was previously Associate Professor of Econometrics and Statistics and the David W. Johnson Professor at the Booth School of Business, having joined the University of Chicago upon completion of his PhD. His research focuses on financial econometrics, continuous-time asset pricing, empirical asset pricing, and empirical market microstructure. He has published in leading journals, including Econometrica, Journal of Business and Economic Statistics, Journal of Econometrics, Journal of Financial Economics, and Review of Economic Studies. He has also been distinguished for teaching excellence. He currently serves as associate editor of Econometric Theory, the Econometrics Journal, the Journal of Business and Economic Statistics, and the Journal of Financial Econometrics.


 

Ravi Bansal, MA in Economics (Delhi School of Economics), PhD in Economics (Carnegie Mellon)

Duke University
J.B. Fuqua Professor of Finance, Fuqua School of Business

National Bureau of Economic Research
Research Associate

Federal Reserve Board
Visiting Scholar

Specialist in asset pricing, liquidity, and climate change.

Ravi Bansal is the J.B. Fuqua Professor of Finance at the Fuqua School of Business, having joined Duke University upon completion of his PhD. He has also held visiting positions at Stanford University and the Wharton School of the University of Pennsylvania. His research focuses on asset pricing, macroeconomics, liquidity, and climate change. He has published widely in leading economics and finance journals, including American Economic Review, Journal of Political Economy, Journal of Finance, Review of Economic Studies, and Review of Financial Studies. He has also been distinguished for research and teaching excellence. He currently serves as associate editor of the Journal of Econometrics, the Journal of Financial Econometrics, and the Journal of Financial Markets. He also serves as the director of the PhD programme in finance at Duke.


 

Tim Bollerslev, MSc in Economics & Mathematics (Aarhus), PhD in Economics (San Diego)

Duke University
Juanita and Clifton Kreps Professor of Economics, Department of Economics
Professor of Finance, Fuqua School of Business

National Bureau of Economic Research
Research Associate

Specialist in time-series econometrics and empirical finance.

Tim Bollerslev is the Juanita and Clifton Kreps Professor of Economics at Duke University where he also holds an appointment as Professor of Finance at the Fuqua School of Business. Before joining Duke University in 1998, he held positions in the economics department and Kellogg Graduate School of Management at Northwestern University and at the University of Virginia. He has published widely in leading journals, including American Economic Review, Econometrica, Journal of Finance, Journal of Political Economy, and Review of Economic Studies. His GARCH model has revolutionised the way academics and practitioners measure and forecast volatility. He is an Elected Fellow of the Econometric Society and the American Statistical Association, and he currently serves as co-editor for the Journal of Applied Econometrics.


 

Michael Brandt, MSc in Economics (LSE), MBA and PhD in Finance (Chicago)

Duke University
Kalman J. Cohen Professor of Business Administration, Fuqua School of Business

National Bureau of Economic Research
Research Associate

Specialist in quantitative portfolio management, volatility modelling, currency and fixed income markets.

Michael Brandt is the Kalman J. Cohen Professor of Business Administration at the Duke University Fuqua School of Business, having previously been with the Wharton School of the University of Pennsylvania. His current research work focuses on quantitative portfolio management, risk management, currency and fixed income markets, and financial econometrics. He has published widely in such journals as American Economic Review, Journal of Finance, Journal of Financial Economics, Journal of Monetary Economics, and Review of Financial Studies. He serves as co-editor of the Review of Finance and as associate editor of the Journal of Finance. He has received multiple grants and awards for his research work and been distinguished for teaching excellence at both the University of Pennsylvania and Duke University.


 

Mikhail Chernov, MSc in Statistics (Moscow), PhD in Business Administration (Penn State)

UCLA Anderson School of Management
Professor of Finance

Centre for Economic and Policy Research
Research Fellow

Specialist in derivatives, fixed income, asset pricing, and financial econometrics.

Mikhail Chernov is a Professor of Finance at UCLA Anderson School of Management. He previously served on the faculty of the London School of Economics, London Business School and Columbia Business School. Professor Chernov is a Research Fellow at the Centre for Economic and Policy Research. His research focuses on macro-based asset pricing, derivatives, fixed income and financial econometrics. He has published on these topics in leading journals. He serves as an associate editor at Journal of Business and Economic Statistics, Journal of Econometrics, Journal of Finance and Journal of Financial and Quantitative Analysis. In addition to prior faculty appointments, Professor Chernov has held positions at other institutions, including academic consultant at the Bank of England and visiting scholar at the Wharton School, NYU Stern School of Business, Federal Reserve Board and the Oxford-Man Institute of Quantitative Finance.


 

Peter Christoffersen, MA and PhD in Economics (UPenn)

University of Toronto
Professor of Finance, Rotman School of Management

New York University
Research Fellow, Volatility Institute, Stern School

University of Pennsylvania
Research Fellow, Wharton Financial Institutions Center

Specialist in risk management, volatility modelling and option valuation.

Peter Christoffersen is Professor of Finance at the University of Toronto Rotman School of Management. Prior to that, he was Associate Professor of Finance and a Leibovitch faculty scholar at McGill University. He has held visiting positions at the Copenhagen Business School, the European Central Bank, and the University of Copenhagen. He has also worked as an economist at the International Monetary Fund, where he did research on emerging financial markets. His work focuses on volatility modelling for option valuation and back-testing procedures for risk management systems. He has published in leading journals, including Econometric Theory, Journal of Econometrics, Journal of Financial Economics, Management Science, and Review of Economics and Statistics. He has received numerous research grants and awards, and has been distinguished for excellence in teaching and doctoral supervision. He serves as associate editor of the Journal of Applied Econometrics and the Journal of Financial Econometrics.


 

Rama Cont, Eng (Ecole Polytechnique), MSc in Theoretical Physics (ENS), MSc in Mathematical Analysis and Modelling (Paris VI), PhD in Mathematics (Paris XI)

Imperial College London
Professor of Mathematics and Chair of Mathematical Finance, Department of Mathematics

French National Centre for Scientific Research
Senior Researcher, Probabilities and Random Models Laboratory (Paris VI)

Specialist in stochastic modelling of financial markets, computational methods in finance, and credit risk modelling.

Rama Cont is Professor of Mathematics and Chair in Mathematical Finance at Imperial College London. He has held previous positions as Director of the Center for Financial Engineering at Columbia University and Research Scientist at France’s École Polytechnique, and visiting faculty positions at Princeton University and Osaka University. His research deals with probability theory and the modelling of extreme risks and applications in financial risk management, in particular the modelling of systemic risk. He has published in leading journals, including Journal of Mathematical Economics, Mathematical Finance, and Operations Research. In 2010, he received the Louis Bachelier Prize, awarded by the French Academy of Sciences, for his research on the modelling of extreme financial risks. He is the co-editor of Statistics and Risk Modeling and serves as associate editor to various journals including Quantitative Finance. He has advised financial institutions and regulatory bodies worldwide, on such topics as pricing and hedging of derivatives, risk management, central clearing of over-the-counter derivatives and high-frequency trading. Interview


 

Jakša Cvitanić, MSc in Mathematics (Zagreb), MPhil and PhD in Statistics (Columbia)

California Institute of Technology
Richard N. Merkin Professor of Mathematical Finance

Specialist in stochastic methods applied to dynamic asset allocation, valuation, financial strategy and optimal contracts.

Jakša Cvitanić is the Richard N. Merkin Professor of Mathematical Finance within the Division of The Humanities and Social Sciences at the California Institute of Technology. He has been Professor of Finance at EDHEC Business School and has also held positions as Professor of Mathematics and Economics at the University of Southern California and Associate Professor of Statistics at Columbia University. His research work focuses on the application of stochastic methods to a wide variety of market and corporate finance issues. He has published in leading journals, including Journal of Economic Theory, Journal of Financial Economics, Journal of Mathematical Economics, Management Science, and Review of Financial Studies, and has received numerous research grants. He currently serves as co-editor for Mathematical Finance, Mathematics and Financial Economics and Finance and Stochastics and as associate editor for several other journals, including Mathematics of Operations Research.


 

Sanjiv Das, MBA (IIM Ahmedabad), ICWAI, MSc in Computer Science (Berkeley), MPhil and PhD in Finance (NYU)

Santa Clara University
William and Janice Terry Professor of Finance, Leavey School of Business

Specialist in default risk modelling, derivative pricing models, portfolio theory, and venture capital.

Sanjiv Das is the William and Janice Terry Professor of Finance at the Santa Clara University Leavey School of Business. He previously held faculty appointments as Associate Professor at Harvard Business School and the University of California, Berkeley. Prior to joining academia, he worked for six years in derivatives with Citibank. His research centres on the modelling of default risk, derivative pricing models, portfolio theory, and venture capital. He has published widely in leading journals, including Journal of Econometrics, Journal of Finance, Journal of Financial Economics, Review of Economics and Statistics, and Review of Financial Studies. He has been distinguished for excellence in research and teaching. He edits various academic journals and is notably senior executive editor of Journal of Investment Management, co-editor of the Journal of Derivatives and Journal of Financial Services Research, and associate editor of the Journal of Financial Intermediation.


 

Jérôme Detemple, MiM (ESSEC), MSc in Finance (Paris IX), PhD in Finance (UPenn), PhD in Economics (Strasbourg I)

Boston University
Professor and Everett W. Lord Distinguished Faculty Scholar, School of Management

Specialist in quantitative methods applied to derivatives pricing, consumption-portfolio choice, and asset pricing.

Jérôme Detemple is Professor and Everett W. Lord Distinguished Faculty Scholar in the finance department at Boston University School of Management. He previously held faculty appointments at McGill University and Columbia University. His research interests currently centre on American-style derivative securities, asset pricing and market frictions, consumption-portfolio choice, managerial contracts, and numerical methods. He has published widely in leading journals, including Econometrica, Journal of Econometrics, Journal of Economic Theory, Journal of Finance, and Review of Financial Studies. He currently serves as associate editor of Management Science and as co-editor of Mathematical Finance.


 

Francis Diebold, PhD in Economics (UPenn)

University of Pennsylvania
Paul F. and Warren S. Miller Professor of Economics, School of Arts and Sciences
Professor of Finance, Professor of Statistics, and Co-Director of the Financial Institutions Center, Wharton School

National Bureau of Economic Research
Research Associate

Specialist in financial and macroeconomic modelling, forecasting and risk management

Francis Diebold is Paul F. and Warren S. Miller Professor of Economics at the University of Pennsylvania as well as Professor of Finance, Professor of Statistics, and Co-Director of the Financial Institutions Center at its Wharton School. He is also currently President of the Society for Financial Econometrics. He has published extensively in econometrics, forecasting, finance, and macroeconomics in such leading journals as American Economic Review, Econometrica, Journal of Political Economy, Management Science, and Review of Economic Studies. He is an Elected Fellow of the Econometric Society and the American Statistical Association, and the recipient of numerous awards for research and teaching excellence. He is the President of the Society for Financial Econometrics and serves on the editorial advisory boards and editorial boards of nine journals, including Journal of Applied Econometrics, Journal of Portfolio Management, and Macroeconomic Dynamics. He has advised financial firms, central banks, and policy organisations around the world, served as Executive Director at Morgan Stanley Investment Management, and as Economist at the Board of Governors of the Federal Reserve System under Paul Volcker and Alan Greenspan.

 

 

Jianqing Fan, MPhil in Statistics (Academia Sinica), PhD in Statistics (Berkeley)

Princeton University

Frederick L. Moore 1918 Professor of Finance, Professor of Statistics

Specialist in financial econometrics, nonlinear time series, and statistical theory and methods

Jianqing Fan is Professor of Statistics and the Frederick L. Moore 1918 Professor of Finance at Princeton University. He previously held professorships at CUHK, UNC-Chapel Hill, and UCLA. He has authored or co-authored over 150 articles on financial econometrics, computational biology, and various aspects of theoretical and methodological statistics. His finance work focuses on the analysis of high-frequency data, portfolio allocation, risk management, time series, high-dimensional data, and non-parametric modelling. His published work has been recognised by the 2000 COPSS Presidents’ Award, the 2007 Morningside Gold Medal of Applied Mathematics, and a Guggenheim Fellowship in 2009. He is an Elected Fellow of the American Association for Advancement of Science, the Institute of Mathematical Statistics, and the American Statistical Association, and a past President of the Institute of Mathematical Statistics. He is past co-editor of Annals of Statistics and Probability Theory and Related Fields and serves as co-editor of Econometrics Journal and as associate editor of Econometrica, the Journal of American Statistical Association, and Journal of Financial Econometrics.


Harrison Hong, PhD in Economics (MIT)

Columbia University
John R. Eckel Jr. Professor of Financial Economics

National Bureau of Economic Research
Research Associate

 

Specialist in behavioural finance, market efficiency, and social interactions and markets.

Harrison Hong is currently the John R. Eckel Jr. Professor of Financial Economics at Columbia University.  Before coming to Columbia in 2016, he was on the economics faculty of Princeton University, most recently as the John Scully ’66 Professor of Economics and Finance.  Prior to that, he was an assistant professor of finance at the Stanford Graduate School of Business from 1997-2001. He has contributed to a number of topics in financial economics, especially on behavioral finance and stock market efficiency.  Topics include disagreement in asset markets, speculative bubbles and crashes, frictions and arbitrage, strategic bias among professional forecasters, scale and performance in asset management, social networks and investments, compensation and bank risk-taking, and corporate sustainability and climate change risks.He has published in leading journals, including American Economic Review, Journal of Economic Perspectives, Journal of Financial Economics, Quarterly Journal of Economics, and the RAND Journal of Economics. In 2009 he was awarded the American Finance Association’s Fischer Black Prize, given biennially to the person under forty who has contributed the most to finance. He is an editor of the International Journal of Central Banking.  He has been an associate editor at the Journal of Finance, Journal of Financial Intermediation and a Director of the American Finance Association.
 

 


 

António Mello, MBA and MA in Economics (Columbia), PhD in Economics (London)

University of Wisconsin-Madison
Frank Graner Chair in Finance

Specialist in valuation, financial policy, corporate risk management and international finance.

António Mello holds the Frank Graner Chair in Finance at the University of Wisconsin-Madison. He has taught at various institutions including MIT. Prior to joining academia, he was Chief Economist of the Central Bank of Portugal and a member of the Monetary Policy Sub-Committee of the Committee of the European Central Bank Governors. He has consulting experience with governments, international institutions, private financial institutions, and corporations worldwide. He is former director of a private equity firm and currently sits on the investment committee of a real estate investment trust. His research centres on corporate financial strategy and hedging, arbitrage, and liquidity. He has published in leading journals, including Journal of Finance, Journal of Financial and Quantitative Analysis, Journal of International Economics, Management Science, and Review of Financial Studies.


 

Ludovic Phalippou, MA in Economics and MSc in Mathematical Finance (USC), PhD in Finance (INSEAD)

University of Oxford
Associate Professor of Financial Economics, Saïd Business School

Specialist in private equity funds.

Ludovic Phalippou is Associate Professor of Financial Economics at the University of Oxford Saïd Business School. Prior to joining the University of Oxford in 2011, he had been with the University of Amsterdam for six years. His research focuses on private equity funds and addresses investment issues, in particular questions of risk and performance measurement. He has published in leading journals such as the Journal of Economic Perspectives, the Journal of Finance, the Journal of Financial and Quantitative Analysis and the Review of Financial Studies. He is a member of the Editorial Board of the Financial Analyst Journal.


 

Nicholas Polson, MA (Oxford), PhD (Nottingham)

University of Chicago
Professor of Econometrics and Statistics, Booth School of Business

Specialist in simulation methods, financial econometrics, and Bayesian inference.

Nicholas Polson is Professor of Econometrics and Statistics at the University of Chicago Booth School of Business. Prior to joining the University of Chicago in 1991, he taught at Carnegie Mellon and Nottingham University. He conducts research on Markov Chain Monte Carlo methods, particle learning, and Bayesian inference. He is credited for having added new algorithms and methodologies to these fields. He has published in leading journals, including Journal of the American Statistical Association, Journal of Business and Economic Statistics, Journal of Econometrics, Journal of Finance, and Review of Financial Studies. He is associate editor of the Journal of the American Statistical Association.


 

Allan Timmermann, MSc in Economics (Copenhagen, LSE), PhD in Economics (Cambridge)

University of California, San Diego
Professor of Economics, Department of Economics
Professor of Finance and Atkinson/Epstein Chair in Management Leadership, Rady School of Management

Centre for Economic Policy Research
Fellow, Financial Economics Programme

Specialist in time-series econometrics, forecasting, asset pricing and portfolio management.

Allan Timmermann is a Professor of Finance and Economics at the University of California, San Diego. His research focuses on the behaviour of prices and expectations in financial markets with applications to risk management, portfolio construction and forecasting. He has developed new approaches to forecasting under structural breaks, combining forecasts and evaluating predictive skills. He has published widely in leading journals such as Journal of Econometrics, Journal of Finance and Review of Economic Studies. He serves as associate editor for Econometrics Journal, Journal of Business and Economic Statistics, Journal of Applied Econometrics and Journal of Financial Econometrics, and is on the editorial board of two other journals. He has received multiple grants and awards for his research work and been distinguished for teaching excellence.


 

Pietro Veronesi, Laurea in Economics (Bocconi), MSc in Econometrics and Mathematical Economics (LSE), PhD in Economics (Harvard)

University of Chicago
Roman Family Professor of Finance and Robert King Steel Faculty Fellow, Booth School of Business

National Bureau of Economic Research
Research Associate

Centre for Economic and Policy Research
Research Fellow

Specialist in asset pricing, Bayesian inference, and equilibrium models of return predictability and stochastic volatility.

Pietro Veronesi is Professor of Finance at the University of Chicago Booth School of Business, which he joined after completing his PhD. His research focuses on equilibrium models of market volatility and asset pricing under Bayesian uncertainty, with applications to stocks, bonds and derivative securities. He has published in leading journals, including American Economic Review, Journal of Finance, Journal of Political Economy, Quarterly Journal of Economics, and Review of Financial Studies. He has been distinguished for excellence in research and teaching. He has also earned best paper awards from the Western Finance Association, the European Finance Association, Journal of Financial Economics, Journal of Finance, and Review of Financial Studies. He is co-editor of Review of Financial Studies, and serves on the advisory boards of several other journals. Interview


 

Fernando Zapatero, MA Law and MA Business Administration (ICADE), PhD in Finance (Columbia)

University of Southern California
Professor of Finance and Business Economics, Marshall School of Business and College of Letters and Sciences

Specialist in applied quantitative methods, portfolio management, and asset pricing.

Fernando Zapatero is Professor of Finance and Business Economics at the University of Southern California Marshall School of Business and in the economics department of the University’s College of Letters and Sciences. Prior to joining USC in 1998, he held appointments as faculty with ITAM, University of Texas at Austin, and ICADE, as well as visiting faculty at the University of California, Berkeley. His research centres on applied quantitative methods, portfolio management and asset pricing. He has published numerous articles in leading journals, including Econometrica, Journal of Finance, Journal of Financial and Quantitative Analysis, Management Science, and Review of Financial Studies. He is the founding editor of The Quarterly Journal of Finance and currently serves as associate editor for Annals of Finance, Journal of Economic Dynamics and Control, Mathematical Finance, and Mathematics and Financial Economics.

See Also

- 23-10-2017
This ranking once again underlines the relevance of EDHEC’s programmes in finance as well as its excellence in training talented students every year. It also illustrates the relevance of...
Otherwise#5 : New ways for economy and business
- 18-10-2017
An exclusive interview of Emmanuel Métais, Dean of EDHEC Business School in the brand...
EDHEC BBA Opening Ceremony 2017-2018
- 17-10-2017
EDHEC BBA Opening Ceremony 2018 On Monday 2nd October 2017, EDHEC held the Opening...
EDHEC Business School’s Executive MBA joins the top 100 Executive MBAs worldwide in the latest Financial Times ranking
- 14-10-2017
After the EDHEC Global MBA’s last year entry into the Financial Times MBA ranking (...