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THE HEC MONTRÉAL EXPERIENCE
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Faculty
Éric Jacquier
Associate Professor,
Department of Finance
Contact information
HEC Montréal
3000, chemin de la Côte-Sainte-Catherine
Montréal (Québec)
Canada H3T 2A7
Personal page
Email:
eric.jacquier@hec.ca
Phone:
514 340-6194
Secretary:
514 340-6609
Fax:
514 340-5632
Office:
4.259
Education
Diplôme d'ingénieur, École supérieure d'électricité
MBA (International Business and Finance), UCLA
Ph.D. (Finance and Statistics), Chicago
Expertise
Risk and Portfolio Management
Volatility Prediction
Financial Econometrics
Bayesian Methods
Thèse dirigée
Long-run Risk-Return Trade-offs and Strategic Asset Allocation
June 10, 2010
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