Philippe Jorion

From Bogleheads

Philippe Jorion is a Professor, University of California, Irvine - Paul Merage School of Business

Dr. Jorion has authored more than eighty publications directed to academics and practitioners on the topics of risk management and international finance. His research impact places him in the top 30 finance researchers in the world. His work has received wide recognition, including the Smith Breeden Prize in 1999, which is awarded to the best papers in the Journal of Finance, and a Graham and Scroll Award, given to the best papers in the Financial Analysts Journal. He has also done extensive work in the area of financial risk management with derivative instruments, and is known as an expert on the topic of Value at Risk.

• Web page
• SSRN Working papers

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Academics

Lucien Ayre Bebchuk • Zvi Bodie • John Y. Campbell• Aswath Damodaran • Elroy Dimson • Eugene F. Fama • John P. Freeman • Kenneth R. French • William N. Goetzmann • Campbell R. Harvey • John A. Haslem • Philippe Jorion • Harry M. Kat • Alok Kumar • Andrew Lo • Burton G. Malkiel • Moshe Milevsky • Terrance Odean • K. Geert Rouwenhorst • William F. Sharpe • Robert Shiller • Richard H. Thaler • Wermers, Russ •