Biography
Christophe Pérignon is Professor of Finance and Associate Dean for Research at HEC Paris, France. He is also the co-holder of the ACPR (Banque de France) Chair in Regulation and Systemic Risk. He holds a Ph.D. in Finance from the Swiss Finance Institute and has been a Post-Doctoral Fellow at the University of California at Los Angeles (UCLA). Prior to joining HEC Paris, he was an Assistant Professor of Finance at Simon Fraser University in Vancouver, Canada. His areas of research and teaching interests are in financial risk management (measurement, model validation, regulation) and AI/machine learning in finance. Christophe published a dozen of articles in top finance journals (Journal of Finance, Journal of Financial Economics, Review of Financial Studies, Journal of Business, Journal of Financial and Quantitative Analysis, and Review of Finance) or in general-science journals (Science). In 2014, he received the Europlace Award for the Best Young Researcher in Finance. As an open-science evangelist, he contributed to develop innovative tools to help fellow researchers to make their research easier to use and to reproduce: in 2012, he co-founded RunMyCode.org, an academic website allowing researchers to share the code and data associated with their scientific papers; in 2019, he launched cascad, the first Certification Agency for Scientific Code and Data.
Scientific articles
Management Science, Forthcoming, (in coll. with C. HURLIN, S. SAURIN)
Harvard Data Science Review, Spring 2024, vol. 6, n° 2,
Review of Financial Studies, November 2024, vol. 37, n° 11, pp 3558–3593, (in coll. with O. AKMANSOY, C. HURLIN, A. DREBER, F. HOLZMEISTER, J. HUBER, M. JOHANNESSON, M. KIRCHLER, A. J. MENKVELD, M. RAZEN, U. WEITZEL)
Journal of Finance (The), June 2024, vol. 79, n° 3, pp 2339-2390, (in coll. with A. MENKVELD, A. DREBER, F. HOLZMEISTER, J. HUBER, M. JOHANNESSON, M. KIRCHLER, M. RAZEN, U. WEITZEL, J. E. COLLIARD, T. DUEVSKI, T. FOUCAULT, H. LANGLOIS-BERTRAND, I. ROSU, ET AL.)
Journal of Finance (The), April 2021, vol. 76, n° 2, pp 495-535, (in coll. with M. KACPERCZYK, G. VUILLEMEY)
Review of Financial Studies, December 2021, vol. 34, n° 12, pp 5756-5795, (in coll. with D. ISAKOV, J.-P. WEISSKOPF)
Journal of Financial Intermediation, April 2019, vol. 38, pp 19-44, (in coll. with S. BENOIT, C. HURLIN)
Science, 12 July 2019, vol. 365, n° 6449, pp 127-128, (in coll. with K. GADOUCHE, C. HURLIN, R. SILBERMAN, E. DEBONNEL)
Journal of Banking and Finance, december, 2 2019, vol. 102, pp 215-230, (in coll. with C. HURLIN, S. YEUNG, G. ISELI)
Revue d'Économie Financière, 2019, vol. 135, n° 3, pp 21-50, (in coll. with C. Hurlin)
Books
Dunod (in coll. with B. JACQUILLAT, B. SOLNIK )
Dunod (in coll. with B. SOLNIK, B. Jacquillat )
Chapters in edited books
Réinventer L'Entreprise - Repères Pour Une Crise Qui Va Durer, B. Ramanantsoa, J. M. Le Roux (eds), Pearson - Collection Village Mondial
Proceedings
Proceedings of IEEE 8th International Conference on e-Science , 2012 (V. STODDEN, C. HURLIN)
Working papers
Cahier de Recherche du Groupe HEC , 2023
Cahier de Recherche du Groupe HEC , 2023
Cahier de Recherche du Groupe HEC , 2022
Cahier de Recherche du Groupe HEC , 2022
SSRN Electronic Journal , 2021
Cahier de Recherche du Groupe HEC , 2021
Cahier de Recherche du Groupe HEC , 2020
Cahier de Recherche du Groupe HEC , 2019
Cahier de Recherche du Groupe HEC , 2019
Scientific articles
Review of Financial Studies, November 2024, vol. 37, n° 11, pp 3558–3593, (in coll. with O. AKMANSOY, C. HURLIN, A. DREBER, F. HOLZMEISTER, J. HUBER, M. JOHANNESSON, M. KIRCHLER, A. J. MENKVELD, M. RAZEN, U. WEITZEL)
Journal of Finance (The), June 2024, vol. 79, n° 3, pp 2339-2390, (in coll. with A. MENKVELD, A. DREBER, F. HOLZMEISTER, J. HUBER, M. JOHANNESSON, M. KIRCHLER, M. RAZEN, U. WEITZEL, J. E. COLLIARD, T. DUEVSKI, T. FOUCAULT, H. LANGLOIS-BERTRAND, I. ROSU, ET AL.)
Harvard Data Science Review, Spring 2024, vol. 6, n° 2,
Journal of Finance (The), April 2021, vol. 76, n° 2, pp 495-535, (in coll. with M. KACPERCZYK, G. VUILLEMEY)
Books
Dunod (in coll. with B. JACQUILLAT, B. SOLNIK )
Dunod (in coll. with B. SOLNIK, B. Jacquillat )
Chapters in edited books
Réinventer L'Entreprise - Repères Pour Une Crise Qui Va Durer, B. Ramanantsoa, J. M. Le Roux (eds), Pearson - Collection Village Mondial
Proceedings
Proceedings of IEEE 8th International Conference on e-Science , 2012 (V. STODDEN, C. HURLIN)
Working papers
Cahier de Recherche du Groupe HEC , 2023
Cahier de Recherche du Groupe HEC , 2023
Cahier de Recherche du Groupe HEC , 2022
Cahier de Recherche du Groupe HEC , 2022
Education
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Habilitation to conduct research, Université Paris Dauphine - France
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Postdoctoral Studies, UCLA, University of California at Los Angeles - USA
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Ph.D. in Finance, Swiss Finance Institute - Switzerland
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M.A. in Economics and Finance, Université de Genève - Switzerland
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B.A. in Economics, Université de Genève - Switzerland
Academic appointments
Academic Responsibilities at HEC
- 2018- Professor, Finance HEC Paris
- 2007-2018 Associate Professor HEC Paris
- 2016- Directeur du Laboratoire GREGHEC - UMR CNRS 2959 HEC Paris
- 2016- Associate Dean for Research HEC Paris
- 2011-2015 Responsable Track Finance MBA HEC Paris
- 2012-2014 Deloitte and Société Générale "Energy and Finance" Chair HEC Paris
- 2007- Member of GREGHEC, the joint research laboratory CNRS-HEC Paris HEC Paris
External Academic Responsibilities
- 2003-2007 Assistant Professor of Finance Simon Fraser University
- 2001-2003 Chercheur post doctoral UCLA, University of California at Los Angeles
Scientific Activities
Membership in Academic or Professional Organisation
- Member, French Finance Association
- Member, European Finance Association
- Member, American Finance Association
Editorial activities
Conference organisation
Awards & honors
- 2016 Best AFFI 2016 Paper Award for the paper "Wholesale Funding Runs"
- 2012 Winner of the 2012 HEC Foundation award for Teaching Innovation for the project "RunMyCode: Bringing Research into the Classroom"
- 2009 Award for the Best Paper in Risk Management at the Midwest Finance Association Conference, Chicago