Université libre de Bruxelles
Avenue Roosevelt 50
B1050 Brussels, Belgium
|Main Field:||Financial Econometrics|
|Second Field:||Financial Economics|
|Third Field:||Time Series Analysis|
I am Professor of Quantitative Finance at the Solvay Brussels School of Economics and Management of the Université libre de Bruxelles (Free University of Brussels or ULB). In 2004 I became ECARES fellow, in 2007 I was a founding member of the Society for Financial Econometrics (SoFiE), since September 2010 I direct the Quantitative Finance group of the School, in 2012 I have been appointed Honorary Visiting Professor at Cass Business School (London), and the same year I became co-director of the ECARES Doctoral School.
My research is, broadly, in quantitative finance. Namely, volatility, tail risk, systemic risk and vast dimensional financial systems. I have published numerous articles in international peer-review journals on these topics, including top-field outlets, co-edited one book, and presented my research more than 130 times over four continents. I also write regularly opinion pieces in general public newspapers.
Training wise, I teach (or I have taught) courses of quantitative risk management and financial econometrics in, among others, the University of Paris IX Dauphine (Paris), Cass Business School (London), the Duisenberg School of Finance (Amsterdam), the Swiss Banking Institute (Zurich), and the New Economic School (Moscow). Moreover I have trained 9 PhD students and 3 post-docs so far.
I hold a BA in Economics and a BA in Statistics from University Carlos III de Madrid, and a MA and a PhD in Economics from the Université catholique de Louvain (CORE). Prior to joining ECARES, I was a post-doctoral fellow at CIRANO, Montreal, and a Marie Curie post-doctoral fellow at CentER, Tilburg. In the spring terms of 2010 and 2012 I visited Stern School of Business -hosted at the Volatility Institute- of New York University, and the research department of the Banco de España in Madrid respectively.
Bauwens, Luc; Pohlmeier, Winfried; Veredas, David (Eds.)
ARTICLES IN QUANTITATIVE FINANCE AND VOLATILTIY (selected publications)
ARTICLES IN ECONOMETRICS (selected publications)
CV and other Files
No Items published in this profile gallery