Michael Rockinger

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Rockinger

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Bio

Michael Rockinger is Full Professor of Finance at HEC Lausanne, University of Lausanne, and a member of the Swiss Finance Institute.

His research aims to obtain solutions that work in practice and are not only mathematical beauties. His current research focuses on:

Financial stability with a particular emphasis on early warning tools that allow detection of firms that represent a systemic risk.

Various aspects of portfolio management. In one strand of research, his focus is on Asset and Liability allocations for pension funds under realistic scenarios. Another strand considers the construction of portfolios that are more resilient towards crashes than Markowitz portfolios.

His publications range from Econometrica to the Journal of Finance.

Learn more

Full profile: www.hec.unil.ch/people/mrockinger
Personal website: www.hec.unil.ch/mrockinger
Center for Risk Management Lausanne (CRML): www.crml.ch