EDHEC-Risk Concept Industry Analysis Featured Analysis Latest EDHEC-Risk Surveys Research News Research Papers Books Features Interviews Indexes and Benchmarking EDHEC-Risk Efficient Equity Indices FTSE EDHEC-Risk ERAFP SRI Index Equity Index Research EDHEC-Risk Alternative Indexes Hedge Fund Index Research EDHEC-Risk IEIF Commercial Property Indices Amundi ETF "Core-Satellite and ETF Investment" Research Chair Style and Performance Analysis Hedge Fund Performance EuroPerformance/EDHEC-Risk Institute Style Ratings Performance Measurement for Traditional Investment Asset Allocation and Alternative Diversification Real Assets Newedge "Advanced Modelling for Alternative Investments" Research Chair CME Group "Exploring the Commodity Futures Risk Premium: Implications for Asset Allocation and Regulation" Strategic Research Project SGCIB "Structured Equity Investment Strategies for Long-Term Asian Investors" Strategic Research Project Asset Allocation and Derivative Instruments Structured Forms of Investment Strategies FBF "Structured Products and Derivatives" Research Chair Eurex "The Benefits of Volatility Derivatives in Equity Portfolio Management" Strategic Research Project ALM and Asset Management AXA Investment Managers "Regulation and Institutional Investment" Research Chair BNP Paribas Investment Partners "ALM and Institutional Investment Management" Research Chair Deutsche Bank "Asset-Liability Management Techniques for Sovereign Wealth Fund Management" Research Chair Ontario Teachers' Pension Plan "Advanced Investment Solutions for Liability Hedging for Inflation Risk" Research Chair Rothschild & Cie "The Case for Inflation-Linked Corporate Bonds: Issuers' and Investors' Perspectives" Research Chair Russell Investments "Solvency II Benchmarks" Research Chair La Française AM "Dynamic Allocation Models and New Forms of Target-Date Funds for Private and Institutional Clients" Research Chair Operational Risks and Performance Best Execution: MiFID and TCA Mitigating Hedge Funds Operational Risks CACEIS "Risk and Regulation in the European Fund Management Industry" Research Chair EDHEC-Risk Publications Reports, Studies, Surveys and Position Papers Academic Publications All EDHEC-Risk Publications Events Events organised by EDHEC-Risk Institute CFA Institute/EDHEC-Risk Institute Advances in Asset Allocation Seminar, San Francisco, 6-8 March, 2012 EDHEC-Risk Days Europe 2012, London, 27-29 March, 2012 Alternative Asset Allocation Seminar, New York, 11-13 April, 2012 Advances in Equity Portfolio Construction Seminar, London, 19-20 April, 2012 State-of-the-Art Commodities Investing Seminar, Singapore, 23-24 April, 2012 EDHEC-Risk Days Asia 2012, Singapore, 9-10 May, 2012 CFA Institute/EDHEC-Risk Institute Advances in Asset Allocation Seminar, New York, 12-14 June, 2012 Advanced Commodity Investment Seminar, London, 19-20 June, 2012 Events involving EDHEC-Risk Institute's participation EDHEC-Risk Institute Presentation Research Programmes Research Chairs and Strategic Research Projects Partnership International Advisory Board Team EDHEC-Risk News EDHEC-Risk Newsletter EDHEC-Risk Press Releases EDHEC-Risk in the Press Careers EDHEC Business School EDHEC-Risk Executive Education EDHEC-Risk Institute PhD in Finance EDHEC-Risk Institute Executive MSc in Risk and Investment Management Investment Management Seminars Contact Us Contact Us
EDHEC-Risk Executive Education

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

  • Giuseppe Bertola, PhD (MIT), Professor of Economics, EDHEC Business School

  • Ekkehart Boehmer, PhD (Georgia), Professor of Finance, EDHEC Business School

  • Frank Fabozzi, PhD (CUNY), Professor of Finance, EDHEC Business School

  • René Garcia, PhD (Princeton), Professor of 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

  • Robert Kimmel, PhD (Chicago), Professor of Finance, 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 Institute, EDHEC Business School

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

  • Raman Uppal, PhD (Upenn), 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

  • Torben Andersen, PhD (Yale), Professor of Finance, Northwestern University

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

  • Ravi Bansal, PhD (Carnegie Mellon), Professor of Finance, Duke University

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

  • Mikhail Chernov, PhD (Penn State), Professor of Finance, London School of Economics

  • Peter Christoffersen, PhD (UPenn), Professor of Finance, University of Toronto

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

  • Jakša Cvitanić, PhD (Columbia), Professor of Mathematical Finance, California Institute of Technology

  • Sanjiv R. 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, Professor of Statistics, Co-Director of the Wharton Financial Institutions Center, University of Pennsylvania

  • Jianqing Fan, PhD (Berkeley), Professor of Finance, Princeton University

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

  • António S. Mello, PhD (London), Professor of Finance, University of Wisconsin-Madison

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

  • Tarun Ramadorai, PhD (Harvard), Reader in Finance, University of Oxford

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

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

Faculty Biographies

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

  • American Economic Review
  • Annals of Finance
  • Econometrica
  • Econometrics Journal
  • Econometric Theory
  • Finance and Stochastics
  • International Economic Review
  • International Journal of Central Banking
  • Journal of Alternative Investments
  • Journal of the American Statistical Association
  • Journal of Applied Econometrics
  • Journal of Banking and Finance
  • 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 Markets
  • Journal of Financial Services Research
  • Journal of Forecasting
  • Journal of Investment Management
  • Journal of Portfolio Management
  • Macroeconomic Dynamics
  • Management Science
  • Mathematical Finance
  • Operations Research
  • Quantitative Finance
  • Review of Derivatives Research
  • Review of Finance
  • Review of Financial Studies
  • Studies in Nonlinear Dynamics and Econometrics

Recent publications by programme faculty

Over the last three years (2008-2010), programme faculty members have published around 200 articles in peer-reviewed journals. The bulk of these have appeared in the most competitive and influential mainstream journals, but some articles have also been published by more specialised and practitioner-oriented scientific publications as well as by up-and-coming journals.

Over the period, programme faculty members have published 51 articles in the academic journals devoted to finance, economics, and quantitative methods in the list of forty publications the Financial Times tracks to establish its rankings of business schools.

A selection of leading academic journals in which programme faculty has published over the last three years (2008-2010)

  • American Economic Review (4)
  • Brookings Papers on Economic Activity
  • Econometrica
  • Econometrics Journal (2)
  • Econometric Theory
  • Journal of the American Statistical Association (5)
  • Journal of Econometrics (10)
  • Journal of Econometric Literature
  • Journal of Finance (5)
  • Journal of Financial Economics (11)
  • Journal of Financial and Quantitative Analysis (2)
  • Journal of Mathematical Economics (2)
  • Management Science (3)
  • Operations Research (2)
  • Review of Economic Studies
  • Review of Financial Studies (17)