Theodosios Dimopoulos is Assistant Professor in Finance of HEC Lausanne and member of the Swiss Finance Institute. He obtained his PhD in Finance from London Business School and his MSc in Econometrics and Mathematical Economics from London School of Economics. His main research areas are Corporate Finance and Corporate Governance. His interests include Mergers and Acquisitions, Investment Policy and Managerial Turnover. Methodologically, his research lies in the field of structural analysis of Corporate Finance, which combines the use of both theoretical and empirical methods in order to retrieve parameter values that govern economic behaviour on the basis of observed data. His work has been presented at several academic and non-academic institutions on both sides of the Atlantic.
Amit Goyal is Professor of Finance at HEC Lausanne. Formerly on the faculty of Emory University (Atlanta, USA), he holds a Ph.D. in Finance from University of California at Los Angeles. He has research interests in empirical asset pricing, predictability of stock returns, portfolio optimization, and pension funds. His papers have been published in a variety of academic journals including the Journal of Finance, the Journal of Financial Economics, and the Review of Financial Studies.
Eric Jondeau is Professor of Finance at HEC Lausanne and Swiss Finance Institute. He is graduate of the French National School of Statistics and Economics (ENSAE, Paris) and holds a Ph.D. in Economics from the University of Paris IX Dauphine. He is also fellow of the French Actuaries Institute. Until August 2004, he was researcher at the Research Department of the Banque de France and Associate Professor at the University of Paris XII Val-de-Marne. His research expertise is in the area of econometric modelling of asset prices, the portfolio allocation under non-normality, and the estimation of rational expectations models. He has published several papers in leading journals in econometrics and finance. He recently co-authored the book “Financial Modeling Under Non-Gaussian Distributions” in Springer Finance.
Michael Rockinger is Professor of Finance at HEC, the Business School of the University of Lausanne. His domain of research could be defined as financial econometrics and computational finance. What he likes are models that work in practice as opposed to mathematical beauties that have closed form solutions but that do not work as the markets would predict. His most recent research focuses on portfolio allocation in the long run. In that research he shows that a long run investor would be willing to invest much more in risky assets than in a static buy and hold portfolio. Interestingly, even though it is very difficult to predict asset returns, it turns out that in the long run this little predictability has significant impact. Other research has to do with: aggregating risks for very large portfolios; detecting jumps in high-frequency data using an explicit microstructure model; portfolio allocation when asset returns are non-Gaussian.
Yuki Sato is Assistant Professor of Finance at HEC Lausanne. He holds a Ph.D. in Economics from London School of Economics. At LSE, he was a member of the Financial Markets Group (FMG) and the Paul Woolley Centre for the Study of Capital Market Dysfunctionality. His research interests include asset pricing theory with market frictions, agency problems in financial markets, bubbles and crashes, and complexity and opacity in financial markets.
Norman Schürhoff is Swiss Finance Institute Senior Chair Professor of Finance at the University of Lausanne. He earned his Ph.D. in financial economics from Carnegie Mellon University and received master's degrees from the University of Karlsruhe and Carnegie Mellon University. He has research interests in capital markets, corporate finance, real options theory, asset pricing, market microstructure, financial intermediation, and taxation. His papers have been published in a variety of academic journals including the Journal of Finance, the Journal of Financial Economics, and the Review of Financial Studies. Professor Schürhoff's co-authored 2010 article on price discovery in illiquid markets won the Smith Breeden Distinguished Paper Prize for outstanding capital markets paper in the Journal of Finance.
Alexei Zhdanov is Assistant Professor of Finance at HEC Lausanne. He got his Ph.D. in Finance from the Simon School of Business based at the University of Rochester. His research focus is on corporate finance, real options and industrial organizations.