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 Professor of Finance and Deputy Head of Research at UNSW, School of Banking and Finance. He was previously Associate Professor of Finance and Head of the PhD program in Finance at HEC Montréal, where he held the Canada Research Chair in Macro Finance. He was on the faculty of HEC Montréal from 2010 to 2020.
He holds a PhD in Finance from the University of Lausanne and the Swiss Finance Institute (2010), a Master’s in...view more
Alexandre Jeanneret is Professor of Finance and Deputy Head of Research at UNSW, School of Banking and Finance. He was previously Associate Professor of Finance and Head of the PhD program in Finance at HEC Montréal, where he held the Canada Research Chair in Macro Finance. He was on the faculty of HEC Montréal from 2010 to 2020.
He holds a PhD in Finance from the University of Lausanne and the Swiss Finance Institute (2010), a Master’s in Economics from the University of British Columbia (2005), and a Bachelor’s in Economics from the University of Lausanne (2003). He has been a visiting scholar at Harvard University, UCLA, Université Paris-Dauphine, and Columbia Business School. Before academia, he worked as an equity analyst at MSCI Barra and as a fixed income consultant at the Pictet Group.
Co-organizer of the UNSW Asset Pricing Workshop, an annual meeting in Sydney that brings together leading international scholars in asset pricing.
More details on my personal homepage here.
My Awards
2026 Best Conference Paper Award at the ANU-FIRN Conference
2026 Best Paper in Asset Pricing Award at the SAIF Annual Research Conference
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)
My Research Activities
My research spans three areas and combines structural models with empirical evidence from bond, equity, currency, and option markets.
CREDIT RISK
- Structural models of corporate default and credit spreads
- Sovereign credit risk and global risk premia
- Inflation and default risk
INTERNATIONAL FINANCE
- Currency risk premia and exchange rate predictability
- Information in CDS and option prices
- Credit risk across currencies and international investment
ASSET PRICING
- Market concentration and the cross-section of returns
- Long-run risk and rare economic disasters
- Investor attention and asset prices
ORCID as entered in ROS
https://orcid.org/0000-0003-4628-1955