Programme Faculty

EDHEC PhD in Finance

Outstanding programme faculty

The EDHEC PhD in Finance programme faculty is an exceptional team of international scholars who hold prestigious qualifications, distinctions and appointments. More importantly, faculty members have been making significant contributions to the field of financial economics, furthering theory and impacting practices through research, consulting, and executive education.

Programme faculty consists of world-class specialists in finance, asset management, and economic and financial modelling. It brings together EDHEC Business School’s senior economics and finance scholars and affiliate professors from top research institutions around the world.

Faculty has an outstanding track record of publications in and editing for the most respected journals in financial economics, a rich experience of research supervision and executive education, and a history of senior-level engagements with private and public sector organisations.

 

EDHEC PhD in Finance programme faculty

 

Core Faculty
  • Laurent Calvet, PhD, Professor of Finance, EDHEC Business School
  • Frank Fabozzi, PhD (CUNY), Professor of Finance, EDHEC Business School
  • Abraham Lioui, PhD (Paris I), Professor of Finance, EDHEC Business School
  • Lionel Martellini, PhD (Berkeley), Professor of Finance, Scientific Director of EDHEC-Risk Institute, EDHEC Business School
  • Pierre Mella-Barral, PhD (Cambridge), Professor of Finance, EDHEC Business SchoolJoëlle Miffre, PhD, Professor of Finance, EDHEC Business School
  • Riccardo Rebonato, PhD (Stony Brook), Professor of Finance, EDHEC Business SchoolRaman Uppal, PhD (UPenn), Professor of Finance, EDHEC Business School

 

Affiliate Faculty
  • Vikas Agarwal, PhD (LBS), Professor of Finance, Georgia State University
  • Yacine Aït-Sahalia, PhD (MIT), Professor of Finance and Economics, Director of the Bendheim Center for Finance, Princeton University
  • Torben Andersen, PhD (Yale), Professor of Finance, Northwestern University
  • Federico Bandi, PhD (Yale), Professor of Economics and Finance, Johns Hopkins University
  • Ravi Bansal, PhD (Carnegie Mellon), Professor of Finance, Duke University
  • Tim Bollerslev, PhD (San Diego), Professor of Economics, Professor of Finance, Duke University
  • Michael Brandt, PhD (Chicago), Professor of Finance, Duke University
  • Mikhail Chernov, PhD (Penn State), Professor of Finance, UCLA Anderson School of Management
  • Peter Christoffersen, PhD (UPenn), Professor of Finance, University of Toronto
  • Rama Cont, PhD (Paris XI), Professor of Mathematics, Chair of Mathematical Finance, Imperial College London
  • Jakša Cvitanić, PhD (Columbia), Professor of Mathematical Finance, California Institute of Technology
  • Sanjiv Das, PhD (NYU), Professor of Finance, Santa Clara University
  • Jérôme Detemple, PhD (UPenn & Strasbourg I), Professor and Distinguished Faculty Scholar, Boston University
  • Francis Diebold, PhD (UPenn), Professor of Economics, Professor of Finance, Professor of Statistics, Co-Director of the Wharton Financial Institutions Center, University of Pennsylvania
  • Jianqing Fan, PhD (Berkeley), Professor of Statistics and Finance, Princeton University
  • Harrison Hong, PhD (MIT), Professor of Finance, Princeton University
  • António S. Mello, PhD (London), Professor of Finance, University of Wisconsin-Madison
  • Ludovic Phalippou, PhD (INSEAD), Associate Professor of Financial Economics, University of Oxford
  • Nicholas Polson, PhD (Nottingham), Professor of Econometrics and Statistics, University of Chicago
  • Allan Timmermann, PhD (Cambridge), Professor of Finance and Economics, University of California, San Diego
  • Pietro Veronesi, PhD (Harvard), Professor of Finance, University of Chicago
  • Fernando Zapatero, PhD (Columbia), Professor of Finance and Business Economics, University of Southern California

Faculty Biographies
 

A selection of international journals currently edited by programme faculty (2015)
  • Annals of Statistics
  • Econometrica
  • European Journal of Finance
  • International Review of Financial Analysis
  • Journal of American Statistical Association
  • Journal of Alternative Investments
  • Journal of Banking & Finance
  • Journal of Econometrics
  • Journal of Economics
  • Journal of Finance
  • Journal of Financial Economics
  • Journal of Financial Markets
  • Journal of Fixed Income
  • Journal of Pension Economics and Finance
  • Journal of Portfolio Management
  • Journal of Risk Management in Financial Institutions
  • Journal of the Royal Statistical Society
  • North American Actuarial Journal
  • Quantitative Finance
  • Review of Finance
  • Review of Financial Studies
  • Review of International Economics

 

Recent publications by programme faculty

Over the 2013-2015 period, programme faculty members have published over 200 articles in peer-reviewed journals. The bulk of these have appeared in the most competitive and influential mainstream journals, but some articles have also been published by more specialised and practitioner-oriented scientific publications as well as by up-and-coming journals.

 

A selection of leading academic journals in which programme faculty has published over 2013-2015)
  • Econometrica
  • Econometrics Review
  • Econometric Theory
  • Economic Letters (3)
  • Journal of the American Statistical Association (3)
  • Journal of Econometrics (13)
  • Journal of Finance (9)
  • Journal of Financial Economics (15)
  • Journal of Financial and Quantitative Analysis (5)
  • Journal of Mathematical Economics
  • Review of Economic Studies
  • Review of Financial Studies (14)

 

 

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