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Executive Education - March 12, 2008

EDHEC PhD in Finance - Programme Faculty

Outstanding programme faculty

The EDHEC PhD in Finance programme faculty is an exceptional team of international scholars who not only hold prestigious qualifications, distinctions and appointments but, more importantly, 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; a history of senior-level engagements with private and public sector organisations.

EDHEC PhD in Finance programme faculty

Core Programme Faculty

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

  • Stéphane Gregoir, Eng (Ecole Polytechnique), Professor of Economics and 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 (UC Berkeley), Professor of Finance and Scientific Director of the EDHEC Risk and Asset Management Research Centre, EDHEC Business School

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

Affiliate Programme Faculty

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

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

  • Rama Cont, PhD (Paris XI), Associate Professor and Director of the Center 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

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

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

  • Annals of Finance
  • Econometrica
  • Finance and Stochastics
  • Journal of Alternative Investments
  • Journal of Applied Econometrics
  • Journal of Derivatives
  • Journal of Econometrics
  • Journal of Economic Dynamics and Control
  • Journal of Finance
  • Journal of Financial Econometrics
  • Journal of Portfolio Management
  • Journal of the American Statistical Association
  • Management Science
  • Mathematical Finance
  • Review of Derivatives Research
Recent publications by programme faculty

Over the last three years (2005-2007), programme faculty members have published over 90 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 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 (2005-2007)

The American Economic Review (2), Ecological Economics, Econometrica,Journal of the American Statistical Association (2), Journal of Econometrics (9), Journal of Economic Theory (1), Journal of Finance (3), Journal of Financial Economics (2), Journal of International Economics, Management Science (7), Review of Economics and Statistics (1), Review of Financial Studies (3).