Julien Hugonnier
Associate Professor
Finance
University of Lausanne
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
-
Bank capital, liquid reserves, and insolvency risk, J. Hugonnier and E. Morellec (in press), 2016.
-
N°17-11: Closing Down the Shop: Optimal Health and Wealth Dynamics near the End of Life, J. Hugonnier, F. Pelgrin, and P. St-Amour, 2017
-
Bank Capital, Liquid Reserves, and Insolvency Risk, J. Hugonnier and E. Morellec, Journal of Financial Economics, forthcoming.
