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Welcome to my homepage!
I am an Associate Professor in Finance at ESSEC Business School where I recently became the Co-head of the "Shaping the Future of Finance" Chair and the Co-head of the ESSEC-AMUNDI Chair. I am also a Research Affiliate in Financial Economics at the Centre for Economic Policy Research and a Louis Bachelier Fellow at the Institut Louis Bachelier. My research interests are in theoretical and empirical Asset Pricing. Email: [email protected] Good news! My paper Option-Implied Risk Premia with Intertemporal Hedging, with Fousseni Chabi-Yo and Hugues Langlois, has been accepted to the EFA 2026 (Ghent) and to the AFA 2027 (Washington DC). |