Swiss Finance Institute

The Swiss Finance Institute @ EPFL has been created to foster research in finance and to develop a strong offering of programs in finance and financial engineering at the Ecole Polytechnique Fédérale de Lausanne. The focus is on the areas within finance that have a natural interaction with mathematics, statistics, engineering, and science, namely, mathematical finance, financial econometrics, and entrepreneurial finance.

SFI teaching programs

The Swiss Finance Institute @ EPFL participates in serveral teaching programs:

Fields of Competences
  • Asset pricing
  • Corporate finance
  • Financial economics
  • Financial engineering
  • Financial technology
  • International finance
  • Macroeconomics
  • Risk management

The Swiss Finance Institute @ EPFL benefits from the institutional support of the Swiss Finance Institute, a private foundation created in 2006 by Switzerland’s banking and finance community in cooperation with leading Swiss universities, and from Swissquote, who endowed the Swissquote Chair in Quantitative Finance.



Portfolio Construction with Hierarchical Momentum

A. Cirulli; M. Kobak; U. Ulrych 

Journal Of Portfolio Management. 2024-02-01. Vol. 50, num. 4, p. 136-159.

Machine Learning for Modeling Stock Returns

T. A. Xu / S. Malamud (Dir.)  

Lausanne, EPFL, 2024. 

Tiers of joy? Reserve tiering and bank behavior in a negative-rate environment

A. Fuster; T. Schelling; P. Towbin 

Journal of Monetary Economics. 2024.  p. 103614. DOI : 10.1016/j.jmoneco.2024.103614.

The Time‐Varying Price of Financial Intermediation in the Mortgage Market

A. Fuster; S. H. Lo; P. S. Willen 

The Journal of Finance. 2024. DOI : 10.1111/jofi.13358.

Biases in Information Selection and Processing: Survey Evidence from the Pandemic

E. Faia; A. Fuster; V. Pezone; B. Zafar 

Review of Economics and Statistics. 2024-05-14. Vol. 106, num. 3, p. 829-847. DOI : 10.1162/rest_a_01187.