» Lire en français: French
In this blog
- The effect of screening for environmental, social and governance performance on passive and smart beta investing strategies
- Contagion, capital and crashes: a new measure of systemic risk in Europe
Eric Jondeau is Full Professor of Finance at HEC Lausanne, University of Lausanne, and a Faculty Member of the Swiss Finance Institute.
He graduated from the French National School of Statistics and Economics (ENSAE, Paris) and holds a PhD in Economics from the University of Paris-Dauphine. He is also fellow of the French Actuaries Institute.
Before joining HEC Lausanne in 2004, he worked in the French banking industry (Caisse des Dépôts et Consignations and Banque Indosuez) and at Banque de France from 1995 to 2004. He has been the Director of the Institute of Banking and Finance from 2006 to 2012 and is now the Director of the Center for Risk Management – Lausanne (CRML).
His main research interests are financial econometrics, the modelling of asset prices, portfolio allocation under non-normality, pension funds, systemic risk, and the estimation of rational expectations models. His papers have been published in a variety of academic journals including the Journal of Econometrics, the Review of Finance, the Journal of Monetary Economics, the Journal of Financial Econometrics, and the Journal of Business and Economic Statistics.