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.



Asset purchases, limited asset markets participation and inequality

S. Tsiaras 

Journal Of Economic Dynamics & Control. 2023-09-01. Vol. 154, p. 104721. DOI : 10.1016/j.jedc.2023.104721.

Liquidity, Volume, and Order Imbalance Volatility

V. Bogousslavsky; P. Collin-Dufresne 

Journal Of Finance. 2023-06-05. DOI : 10.1111/jofi.13248.

Greening the Swiss National Bank’s Portfolio

R. Fahlenbrach; E. Jondeau 

Review Of Corporate Finance Studies. 2023-05-03. DOI : 10.1093/rcfs/cfad011.

International Portfolio Choice with Frictions: Evidence from Mutual Funds

P. Bacchetta; S. Tieche; E. van Wincoop 

Review Of Financial Studies. 2023-04-17. DOI : 10.1093/rfs/hhad027.

Exchange options with stochastic liquidity risk

P. Pasricha; X-J. He 

Expert Systems With Applications. 2023-03-21. Vol. 223, p. 119915. DOI : 10.1016/j.eswa.2023.119915.