CV
Downloadble PDF version: Curriculum Vitae
Curriculum Vitae
Contact
Address:
University of Southern California
Department of Economics
3620 South Vermont Ave. Kaprielian (KAP) Hall, 300
Los Angeles, CA 90089-0253
USA
Email:
Academic positions
University of Southern California, Department of Economics
Assistant Professor, 2021-now
Sciences Po
Visiting Professor, 2020-2021
Toulouse School of Economics
Assistant Professor, 2012-2020
Academic affiliations
Journal of Behavioral and Experimental Finance
Associate Editor
2023-now
Centre for Economic Policy Research (CEPR, London)
Research Affiliate (Financial Economics)
2019-now
Macro Finance Society
2013-now
Work experience
Citadel
Consulting for the development of an automated trading platform on energy markets
2006
Morgan Stanley
Commodities Group (Associate)
Trading and Quantitative Research
2001-2005
Goldman Sachs
FICC Intership Program (London)
2000
Education
University of Chicago Booth School of Business
Ph.D. in Finance, 2006-2012
Eugene Fama Ph.D. Fellowship, 2009-2010
Chicago Booth Doctoral Fellowship, 2006-2009
École Nationale Supérieure des Mines de Paris
M.A. in Engineering, Mathematics, and Physics, 1998-2001
Publications
(with Valentin Haddad)
Journal of Political Economy, 128.5 (2020): 1901-1939
L’aversion au risque, composante essentielle du prix du risque, est-elle stable dans le temps?
Revue d'Economie Financière, 1st trimester 2019
Papers under review
Return Predictability, Expectations, and Investment: Experimental Evidence
(with Milo Bianchi, Khanh Huynh and Sebastien Pouget)
The Review of Financial Studies R&R
(Media interview: https://faculti.net/return-predictability-expectations-and-investment/)
Horizon-Dependent Risk Aversion and the Timing and Pricing of Uncertainty
(with Thomas M. Eisenbach, and Martin C. Schmalz)
The Review of Financial Studies R&R
Risk pricing under gain-loss asymmetry
(Previously circulated as Consumption-based Asset Pricing with Loss Aversion)
Management Science R&R
Working papers
In their Shoes: the Mechanics of Empathy
(with Leonardo Bursztyn, Thomas Chaney, and Milena Djourelova)
Financial Advisors and the Disposition Effect
(with Maxime Bonelli, and David Sraer)
The Term Structure of the Price of Volatility Risk
(with Thomas M. Eisenbach, R. Jay Kahn, and Martin C. Schmalz)
The Review of Finance Reject&Resubmit
Work in progress
Ambiguous Trade-Offs: An Application to Climate Change
(with Nina Boyarchenko)
Changes in the Risk-free Rate: Evaluating Asset Pricing Models
(with Jean-Guillaume Sahuc)
Social Responsibility and Asset Prices: Is There a Relation?
Media
Les Echos: article on “Financial Advisors and Investors’ Bias” (March 2024)
Faculti: “Return Predictability, Expectations, and Investment” (2022)
https://faculti.net/return-predictability-expectations-and-investment
Toulouse School of Economics media: “Inside Research - Marianne Andries - Finance” (2018)
https://www.youtube.com/watch?v=yTAAp8K2lnw
VoxEU: “Fama, Hansen, Shiller: Nobelists 2013” (with Bruno Biais) :
https://cepr.org/voxeu/columns/fama-hansen-shiller-nobelists-2013
USC School of Cinematic Arts Events: Moderated the Theatrical Screening of $AVVY, Directed and Produced by Robin Hauser (2023)
Presentations
Chicago Booth (2012), UW Madison (2012), TSE (2012), Boston College (2012), Boston University (2012), University of Rochester (2012), Washington University St Louis (2012), Yale SOM (2012), UBC (2012), LSE (2012), Bocconi (2012), HEC Paris (2012), Polytechnique Paris (2012), NY Fed (2012), SED conference (2012), Summer Macro-finance Science Po conference (2012), Stockholm School of Economics (2013), TSE Financial Econometrics conference (2013), TIGER forum (2013), Miami Behavioral conference (2014), Tokyo University (2014), Yale SOM (2014), Macro-finance group Spring conference (2014), TSE Financial Econometrics conference (2014), SED conference (2014), European Summer Symposium in Financial Markets (Gerzensee) (2014), SITE conference (2014), Hitotsubashi University (2014), NBER Asset Pricing Fall meeting (2014), Northwestern Kellogg (2015), BRIC conference (2015), SED conference (2015), Macro-finance conference Banque de France (2015), NBER Summer Institue Asset Pricing (2015), INSEAD (2015), HEC Paris (2015), Banque de France (2016), University of Vienna (2016), SED conference (2016), Research in Behavioral Finance Conference (2016), SED conference (2016), WFA (2017), SED conference (2017), 4nations cup (2018), Copenhagen Business School (2017), LBS (2018), NBER discussant Asset Pricing (2018), ETH Zurich (2018), USC (2019), Polytechnique (2019), MIT Sloan (2020), Macro-Finance Society conference (2021), UCLA (2021, 2022). Scheduled: WE_ARE Seminar Series (2023), WAPFIN NYU Stern (2023), Georgia Tech - Atlanta Fed Household Finance Conference (2024).
Winner of the 4nations cup 2018 conference.
Conference organization
Program Committee and Session organizer: SED 2016, SED 2017, AFA 2024
Program Committee: SFS Calvacade 2020, 2021, 2022, 2023, 2024
Referee work
American Economic Review, Quarterly Journal of Economics, Journal of Political Economics, Econometrica, Review of Economic Studies, Journal of the European Economic Association, Journal of Economic Theory, Journal of Finance, Review of Financial Studies, Management Science Journal, Journal of Economic Behavior & Organization.
Teaching
University of Southern California
2022- Topics in Asset Pricing Theory (Master's)
SciencesPo Paris
2020-2021 Financial Markets (Master's)
2020-2021 Market Finance (Undergrad)
Toulouse School of Economics
2013-2019 Financial Econometrics (Master's)
2013-2019 Market Finance (Master's)
2012-2015 Asset Pricing (Ph.D.)
University of Chicago Booth School of Business
2009,2010 Math Camp teacher (Ph.D.)
2008,2009 Advanced Macroeconomics TA for Prof. Lars Hansen (Ph.D.)
2007 Corporate Finance TA for Prof. Morten Sorensen (MBA)