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 a Professor of Finance. His research interests include macro asset pricing; the valuation of 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...view more

Alexandre Jeanneret is a Professor of Finance. His research interests include macro asset pricing; the valuation of 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 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)

My Awards

2023  UNSW Business School Excellence Research Award

2018  Canada Research Chair in Macro Finance (Federal Government)

2016  Research Professorship in International Finance (HEC Montréal)

2011  AFFI EURONEXT Prize (Best Thesis in Finance Written in a Francophone Country)

2011  Best Conference Paper Award at the Mathematical Finance Days in Montréal

2008  Second Best Paper of the European Finance Association Doctoral Tutorial

2007  Best Presentation Award at the Annual Meeting of the Swiss Finance Institute

2005  Best Thesis Written for the Master of Arts in Economics (University of British Columbia)

2004  Jean Golay Prize for Outstanding Overall Academic Results (University of Lausanne)

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Location

UNSW Business School - Ref E12
Level 3, Room 333B

Contact

+61 2 9055 1884

Publications

by Professor Alexandre Jeanneret