Eric Jondeau
Professor
Department of Finance
Swiss Finance Institute
Switzerland
Biography
Eric Jondeau is Professor of Finance at the University of Lausanne and has been an SFI Faculty Member since 2006. Prof. Jondeau’s papers have been published in leading academic journals.
Research Interest
Financial econometrics; Asset and risk management; Pension funds.
Publications
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Jondeau E, Khalilzadez A (2015) Collateralization, Leverage, and Stressed Expected Loss.
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Jondeau E Asymmetry in Tail Dependence in Equity Portfolios. Computational Statistics & Data Analysis (forthcoming).
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Jondeau E, Rockinger M (2016) Forecasting Financial Returns with a Structural Macroeconomic Model.
