Researcher

My Expertise

Macro asset pricing; the valuation of sovereign debt and related credit derivatives; the analysis of currency risk and returns; the understanding of preferences and incomplete information on asset prices; and the role of inflation on corporate securities.

Biography

Alexandre Jeanneret is an Associate Professor in Finance. His research interests include macro asset pricing; the valuation of sovereign debt and related credit derivatives; the analysis of currency risk and returns; the understanding of preferences and incomplete information on asset prices; and the role of inflation on corporate securities. His research has been published in leading academic journals including the Journal of...view more

Alexandre Jeanneret is an Associate Professor in Finance. His research interests include macro asset pricing; the valuation of sovereign debt and related credit derivatives; the analysis of currency risk and returns; the understanding of preferences and incomplete information on asset prices; and the role of inflation on corporate securities. His research has been published in leading academic journals including the Journal of Financial Economics, the Review of Financial Studies, Management Science, the Journal of Financial and Quantitative Analysis, and the Review of Finance, among others.

 

Alexandre has previously held an academic position at HEC Montréal, being the recipient of the Canada Research Chair in Macro Finance, and held visiting positions at Columbia Business School, Harvard University, UCLA, and University Paris-Dauphine. Prior to his academic position, he has worked as an equity analyst at MSCI Barra and as a consultant for the Fixed-Income team at the Pictet Group.


My Qualifications

  • PhD Finance (University of Lausanne and Swiss Finance Institute)
  • MA Economics (University of British Columbia)
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Location

UNSW Business School - Ref E12
Level 3, Room 311

Contact

+61 2 9055 1884

Publications

by Associate Professor Alexandre Jeanneret