Pierre Collin-dufresne
Professor
Finance
University of Lausanne
Switzerland
Biography
Pierre Collin-Dufresne is Professor of Finance at the Ecole Polytechnique Fédérale de Lausanne and has been an SFI Senior Chair since 2011. Prior to his appointments in Switzerland, Prof. Collin-Dufresne held a chair in Business at the Graduate School of Business at Columbia University. He spent four years at Goldman Sachs Asset Management, where he was in charge of fixed income and credit trading strategies. He currently sits on the academic advisory boards of both Lombard Odier and Kepos Capital (a US asset management firm). He also provides expert advice for Cornerstone Research and serves on the editorial boards of various academic journals
Research Interest
credit and fixed income markets.
Publications
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Asset pricing when “this time is differentâ€, P. Collin-Dufresne, M. Johannes, and L. Lochst, Review of Financial Studies, vol 30 (2), pp 505–535, 2017.
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Collin-Dufresne, M. Johannes and, L. A. Lochstoer, The American Economic Review, 2016, forthcoming.
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Parameter Learning in General Equilibrium: The Asset Pricing Implications, P. Insider Trading, Stochastic Liquidity and Equilibrium Prices, P. Collin-Dufresne and V. Fos, Econometrica, forthcoming.
