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ACADEMIC AND PROFESSIONAL EXPERIENCE
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1974 - Present |
HEC-Paris, Associate Professor, Professor of Finance, Distinguished Emeritus Professor
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Jul 2010- Present |
Hong Kong University of
Science and Technology, Professor |
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12 Jan 2010- 2010 |
Hong Kong University of
Science and Technology, Adjunct Professor |
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2006-11 Jan 2010 |
Hong Kong University of
Science and Technology, Visiting Professor |
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1974-1986 |
Ecole Polytechnique, Professor of Economics (part time) |
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1972-1974 |
Stanford University,
Assistant Professor of Finance |
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1969-1970 |
University of Paris,
Lecturer in Economics
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2007 -2008 |
University of Tokyo (Todai),
Visiting Professor |
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2005 |
University of New South
Wales, Visiting Professor |
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1988 |
Stanford University,
Visiting Professor |
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1984, 1992 |
Université de Genève, Professeur invité |
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1985 |
UCLA, Visiting Scholar |
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1976 |
University of California Berkeley, Visiting Professor |
SELECTED RECENT PUBLICATIONS
Book
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Global Investments, 6th edition, Prentice Hall, 2008 (with Dennis McLeavey)
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Marchés Financiers: Gestion de Portefeuille et des Risques, 5th edition,
Dunod, 2009 (with Bertrand Jacquillat and Christophe Pérignon)
Articles
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"A Global Equilibrium Asset Pricing Model with Home Preference",
(with Luo Zuo), Management Science, February 2012
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"Optimal Currency Hedging: a Regret Theoretic Approach", (with astien Michenaud),
Journal of International Money and Finance, September
2008.
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"What Determines Expected International Asset Returns" (with Cam Harvey and Guofu Zhou),
Annals of Economics and Finance, 3, 2002.
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"Global Pricing of Equity", (with Jeff Diermeier), Financial
Analysts Journal, July/August 2001.
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"On the Term Structure of Default Risk Premia in the Swap and Libor Markets", (with P. Collin Dufresne),
Journal of Finance, June 2001.
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"Extreme Correlation of International Equity Returns ", (with François Longin),
Journal of Finance, April 2001.
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"Dispersion as Cross-Sectional Correlation", (with Jacques Roulet),
Financial Analysts Journal, January/February 2000.
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"The Pricing of Domestic and Multinational Firms", (with Thierry Lombard and Jacques Roulet),
Financial Analysts Journal, March/April 1999.
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"Global Asset Management: To Hedge or not to Hedge",
Journal of Portfolio Management, Summer 1998.
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"A Multi-country Test of the Fisher Model for Stock Returns", (with Vincent Solnik),
Journal of International Financial Markets, Institutions and Money, December 1997.
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"The World Price of Foreign Exchange Risk: Some Synthetic Comments",
European Financial Management, March 1997.
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"International Market Correlation and Volatility", (with C. Boucrelle and Y. Le Fur), Financial Analysts Journal, September/October 1996.
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"The World Price of Foreign Exchange Risk", (with B. Dumas),
Journal of Finance, June 1995.
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"Is the Correlation in International Equity Returns Constant: 1960-1990?", (with F. Longin),
Journal of International Money and Finance, February 1995.
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