Eric Jondeau

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Eric Jondeau




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SDGs tackled in research

Climate action

Personal insights

Eric Jondeau is professor of Finance at the Faculty of Business and Economics (HEC) of the University of Lausanne, and Swiss Finance Institute faculty member. He is the Director of the Center for Risk Management – Lausanne ( since 2012. He is also coordinator of the Systemic Risks and Sustainability platform ( Before joining HEC Lausanne in 2004, he worked in the French banking industry and at Banque de France from 1995 to 2004. He graduated from the French National School of Statistics and Economics (ENSAE, Paris) and holds a PhD in Economics from the University of Paris-Dauphine. He is also fellow of the French Actuaries Institute. His recent publications have been published in a variety of international leading academic journals such as the Journal of Financial Economics, the Journal of Econometrics, the Journal of Money Credit, and Banking, the Journal of Financial and Quantitative Analysis, the Review of Finance. He co-authored the book “Financial Modeling Under Non-Gaussian Distributions” in Springer Finance.


Summary of research areas

My current research is on Systemic risks and Sustainable finance, i.e., the problems and the solution. The objective of my research on Systemic risks is to identify, measure, and mitigate climate risks and bank systemic risk. The objective of my research in Sustainable finance is to propose investment solutions to investors, covering ESG investing and portfolio decarbonization.



Sustainable finance
Financial econometrics
Asset and risk management
Modelling of asset prices
Macro-finance models
Pension funds


Predicting the Stressed Expected Loss of Large U.S. Banks (with A. Khalilzadeh) (2022) Journal of Banking and Finance, 134 , 106321

Optimal Strategies for ESG Portfolios (with F. Alessandrini) (2021) Journal of Portfolio Management, 47 (6), 114–138

ESG Investing: From Sin Stocks to Smart Beta (with F. Alessandrini) (2020), Journal of Portfolio Management, 46(2), 75–94

Average Skewness Matters! (with Q. Zhang and X. Zhu) (last draft, 2019), Journal of Financial Economics, 134(1), 29–47

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