Eric Jondeau

Professor of Finance at HEC, University of Lausanne

Eric Jondeau is Professor of Finance at the University of Lausanne, Switzerland. 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, Banque Indosuez, and Banque de France). 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.

His main research interests are financial econometrics, the modelling of asset prices, portfolio allocation under non-normality, 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 Financial Econometrics, and the Journal of Business and Economic Statistics.

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20 September 2014, 15677 reads