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Eric Jondeau

Teaching & PhD Courses Financial Econometrics FIN-702 Comprehensive course about the econometric tools that are essential to estimate financial models, both for asset pricing and for forecasting purposes. Sustainable & entrepreneurial finance FIN-429 This course deals with the role of finance in the transition to a sustainable, low-carbon economy. Students learn how to apply asset allocation techniques to build sustainable portfolios, understand the entrepreneurial ecosystem, and discover the emerging asset class of impact investing.

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https://people.epfl.ch/eric.jondeau?lang=en

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Eric Jondeau

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Greening the Swiss National Bank's Portfolio

Predicting the stressed expected loss of large US banks