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.
Faculty members
Pierre Collin-Dufresne
Professor of Finance
Expertise:
- Credit & liquidity risk
- Optimal asset allocation
- Pricing & hedging
Ruediger Fahlenbrach
Professor of Finance
Expertise:
- Corporate finance & governance
- Venture capital
- Causes & consequences of financial crises
Damir Filipovic
Professor of Finance
Expertise:
- Quantitative finance
- Machine learning in finance
- Quantitative risk management
Andreas Fuster
Associate Professor of Finance
Expertise:
- Household & real estate finance
- Financial intermediation
- FinTech
- Macroeconomics
Jullien Hugonnier
Professor of Finance
Expertise:
- Asset pricing theory
- Dynamic corporate finance
- Decision making under uncertainty
Luisa Lambertini
Professor of Economics
Expertise :
- Macroeconomics
- International finance
- Monetary & fiscal policy
Semyon Malamud
Associate Professor of Finance
Expertise :
- Portfolio selection
- Non-linear filtering
- Liquidity and asset prices
- Machine learning in Finance
Erwan Morellec
Professor of Finance
Expertise :
- Corporate finance
- Corporate governance
- Sustainable finance
- Economics of innovation
Federica Zeni
Assistant professor Tenure Track
Expertise :
- Sustainable finance
- Climate finance
- Corporate finance
- Environmental economics
Researchers
Urban Ulrych
Postdoctoral Researcher
Teaching:
- Financial engineering
- Humanities and Social Sciences Program