Patrice Poncet

Distinguished Professor, Finance Department at ESSEC

Schools

  • ESSEC

Expertise

Links

Biography

ESSEC

Education

University Professor in Management Sciences (Agrégé des Universités). Ph.D. in Finance, Kellog School of Management, Northwestern University, USA. Master in Law (Maîtrise de Droit Privé), University of
Paris II. ESSEC alumnus.

Research Areas

Areas

Financial institutions and markets, monetary policy, derivatives pricing and hedging, portfolio theory, optimal hedging, fund manager performance evaluation.

Sectors

Financial institutions, banking, trading

On-going Projects

"Revealing Inflation Expectations : Let the Market Do It" (with A.Lioui). "Money, inflation, and financial market equilibrium
" (with A. Lioui). "Money and the business cycle : a new perspective
" (with A. Lioui)."Inside money, outside money, and asset prices" (with A. Lioui)."Optimal delegated portfolio management" (with A. Lioui)"Pricing Caps, Floors and Swaptions under alternative models" (with S. Attaoui)

Teaching at ESSEC

Introduction to the Theory of Finance (FINE 31124)Long Term Financial Decisions (MSTF)

Other Teaching Activities

Dissertation adviser for doctoral students (PhD program)TutoringApprenticeship

Read about executive education

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