Julien Hugonnier
Associate Professor
Department of Finance
Swiss Finance Institute
Switzerland
Biography
Julien Hugonnier is Associate Professor of Finance at the Ecole Polytechnique Fédérale de Lausanne and the head of its Master in Financial Engineering program. He joined SFI in 2006 and has held an SFI Senior Chair since 2012. Prior to joining the Ecole Polytechnique Fédérale de Lausanne, he held positions at Carnegie Mellon University, HEC Montreal, and the University of Lausanne. Prof. Hugonnier is a regular speaker at finance conferences worldwide and serves on the editorial boards of various academic journals in the areas of mathematical finance and financial economics.
Research Interest
Theoretical asset pricing.
Publications
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Hugonnier J, PrietoAsset R (2015) Pricing with Arbitrage Activity. Journal of Financial Economics 115: 411–428.
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Hugonnier J, Malamud S, Morellec E (2015) Credit Market Frictions and Capital Structure Dynamics. Journal of Economic Theory 157: 1130-1158.
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Hugonnier J, Morellec E (2016) Bank capital, liquid reserves, and insolvency risk (in press).
