Bio and Research Interests

Research interests

Bank, Finance and Insurance
Industrial Organization

Current position

1995Fellow of the Econometric Society
1992Research Fellow at CEPR
1988Professor of Mathematics and Economics

Former positions

2000 - 2001BP Centennial Visiting Professor, London School of Economics


1976 - 1980Former Student of l'École Normale Supérieure, Paris
Ph D in Mathematical Economics, University Paris IX

Grants and awards

2012EIF 2012 Prize for the best paper in finance "Free Cash-Flow, Issuance Costs and Stock Price Volatility"
December 2011"Risques - La tribune" prize for his book "Risk Managment in Turbulent Times", co-authored by Gilles Bénéplanc
2010"Risques" prize
2005 - 2015Senior member of the Institut Universitaire de France
1993 - 1998Junior Member of l'Institut Universitaire de France