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EDHEC-Risk Institute PhD in Finance - Programme Faculty

Outstanding programme faculty

The EDHEC-Risk Institute 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 and 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-Risk Institute PhD in Finance programme faculty

Core Faculty

  • René Garcia, PhD (Princeton), Professor of Finance, Academic Director of the EDHEC-Risk Institute PhD in Finance, EDHEC Business School

  • Stéphane Gregoir, PhD (Paris IX), Professor of Economics, Associate Dean for Research, Director of the Economics Research Centre, EDHEC Business School

  • Abraham Lioui, PhD (Paris I), Professor of Finance, EDHEC Business School

  • Florencio López-de-Silanes, PhD (Harvard), Professor of Finance, EDHEC Business School

  • Lionel Martellini, PhD (Berkeley), Professor of Finance, Scientific Director of EDHEC-Risk, EDHEC Business School

  • Pierre Mella-Barral, PhD (Cambridge), Professor of Finance, EDHEC Business School

Affiliate Faculty

  • Yacine Aït-Sahalia, PhD (MIT), Professor of Finance and Economics, Director of the Bendheim Center for Finance, Princeton University

  • Federico M. Bandi, PhD (Yale), Professor of Economics and Finance, Johns Hopkins University

  • Ravi Bansal, PhD (Carnegie Mellon), J.B. Fuqua Professor of Finance, Fuqua School of Business, Duke University

  • Ekkehart Boehmer, PhD (Georgia), Professor of Banking and Finance, University of Oregon

  • Tim Bollerslev, PhD (San Diego), Professor of Economics, Professor of Finance (Fuqua), Duke University

  • Pierre Collin-Dufresne, PhD (HEC Paris), Professor of Business, Columbia University

  • Rama Cont, PhD (Paris XI), Associate Professor, Director of the Centre for Financial Engineering, Columbia University

  • Jaksa Cvitanic, PhD (Columbia), Professor of Mathematical Finance, California Institute of Technology

  • Sanjiv Ranjan Das, PhD (NYU), Professor of Finance, Santa Clara University

  • Jérôme Detemple, PhD (UPenn & Strasbourg I), Professor and Distinguished Faculty Scholar, Boston University

  • Francis X. Diebold, PhD (UPenn), Professor of Economics, Professor of Finance and Statistics, Co-Director of the Wharton Financial Institutions Center, University of Pennsylvania

  • Harrison Hong, PhD (MIT), Professor of Economics and Finance, Princeton University

  • António (Sampaio e) Mello, PhD (London), Professor of Finance, University of Wisconsin - Madison

  • Nicholas Polson, PhD (Nottingham), Professor of Econometrics and Statistics, University of Chicago

  • Raman Uppal, PhD (Wharton), Professor of Finance, London Business School

  • Pietro Veronesi, PhD (Harvard), Professor of Finance, University of Chicago

  • Fernando Zapatero, PhD (Columbia), Professor of Finance and Business, University of Southern California
Faculty Biographies

A selection of international journals currently edited by programme faculty (2009)

  • Annals of Finance
  • Econometrica
  • Econometrics Journal
  • Econometric Theory
  • Finance and Stochastics
  • International Journal of Central Banking
  • Journal of Alternative Investments
  • Journal of Applied Econometrics
  • Journal of Business & Economic Statistics
  • Journal of Derivatives
  • Journal of Econometrics
  • Journal of Economic Dynamics and Control
  • Journal of Finance
  • Journal of Financial and Quantitative Analysis
  • Journal of Financial Econometrics
  • Journal of Financial Intermediation
  • Journal of Financial Services Research
  • Journal of Forecasting
  • Journal of Investment Management
  • Journal of Portfolio Management
  • Macroeconomic Dynamics
  • Management Science
  • Mathematical Finance
  • Review of Derivatives Research
  • Review of Financial Studies

Recent publications by programme faculty

Over the last three years (2006-2008), programme faculty members have published over 100 articles in peer-reviewed journals. The bulk of these articles have appeared in the most competitive and influential mainstream journals, but they have also appeared in more specialised and practitioner-oriented scientific publications as well as in up-and-coming journals. Over the period, programme faculty members have published twenty-seven articles in seven of the ten journals devoted to finance, economics, and quantitative methods in the list of forty journals the Financial Times tracks to establish its rankings of business schools and general management programmes.

A selection of leading academic journals in which programme faculty has published (2006-2008)

  • Econometrica
  • Journal of Econometrics (13)
  • Journal of Economic Theory
  • Journal of Finance (7)
  • Journal of Financial Economics (8)
  • Journal of International Economics
  • Management Science (6)
  • Review of Economics and Statistics (2)
  • Review of Financial Studies (6)