Geneva Finance Research Institute
Ph.D., University of Lausanne
Uni Pignon - 408
+41 22 379 81 26
I am an Associate Professor of Finance at the University of Geneva (Geneva Finance Research Institute and Swiss Finance Institute). I hold a PhD in finance from the University of Lausanne and was an assistant professor of finance at HEC Montréal and HEC Lausanne prior to joining the University of Geneva. I recently was a senior visiting fellow at the School of Banking and Finance, Australian School of Business at UNSW. My research interests are in asset pricing, and in particular the role of learning in models with incomplete information.
Research & publications
Asset pricing with beliefs-dependent risk aversion and learning (with J. Detemple and M. Rindisbacher) Journal of Financial Economics, forthcoming
Variance After-effects Bias Risk Perception in Humans (with B. Balleine, E. Payzan-LeNestour and J. Pearson) Current Biology, 2016, vol. 16, Nr 11
Beta Arbitrage Strategies: when do they work, and why? ( with R. Messikh, G. Oderda and O. Pictet ) Quantitative Finance, 2015, vol. 15, Nr 2.