SFI Faculty members & researchers

Research areas & expertise

Research carried out by the faculty of the Swiss Finance Institute @ EPFL covers all aspects of modern finance including asset pricing, corporate finance, corporate governance, macro-finance, mathematical finance, and banking. The impact of their research is reflected in the large number of publications in leading economics and finance journals (such as the American Economic Review, Econometrica, the Journal of Finance, the Journal of Financial Economics, the Review of Economic Studies, or the Review of Financial Studies) and leading mathematical finance journals (such as Mathematical Finance, Finance and Stochastics, and Annals of Applied Probability) and awards received by our faculty.

Professor of Finance

Expertise:

  • Credit & liquidity risk
  • Optimal asset allocation
  • Pricing & hedging

Professor of Finance

Expertise:

  • Corporate finance & governance
  • Venture capital
  • Causes & consequences of financial crises

Professor of Finance

Expertise:

  • Quantitative finance
  • Machine learning in finance
  • Quantitative risk management

Associate Professor of Finance

Expertise:

  • Household & real estate finance
  • Financial intermediation
  • FinTech
  • Macroeconomics

Professor of Finance

Expertise:

  • Asset pricing theory
  • Dynamic corporate finance
  • Decision making under uncertainty

Professor of Economics

Expertise :

  • Macroeconomics
  • International finance
  • Monetary & fiscal policy

Associate Professor of Finance

Expertise :

  • Portfolio selection
  • Non-linear filtering
  • Liquidity and asset prices
  • Machine learning in Finance

Professor of Finance

Expertise :

  • Corporate Finance
  • Corporate governance
  • Sustainable finance
  • Economics of innovation