Eric Jondeau

Eric Jondeau is a Professor of Finance at the University of Lausanne's Department of Finance, affiliated with the Center for Risk Management – Lausanne (CRML), the Enterprise for Society Center (E4S), and the Swiss Finance Institute (SFI). His research focuses on sustainable finance, financial econometrics, and risk management, with particular emphasis on climate transition, ESG integration, and macro-finance modeling. Recent work addresses green investing strategies, systemic risk in banking sectors, and disaster risk assessment in financial markets.

He holds a prominent role in advancing methodologies for ESG portfolio construction, carbon footprint reduction in sovereign bond investments, and stress-testing bank capital adequacy. His contributions span theoretical and applied finance, including the book Financial Modeling Under Non-Gaussian Distributions, which addresses non-normal asset return behaviors. Jondeau collaborates extensively with central banks and regulatory bodies on topics like climate-related financial risks and macroeconomic policy implications.

Key research trends in his publications include integrating climate policies into investment decisions, quantifying transition risks, and developing frameworks for assessing systemic stability. His work bridges macroeconomic theory with practical financial management, emphasizing long-term asset allocation strategies under uncertainty.

Jondeau's interdisciplinary approach combines econometric rigor with real-world applications, addressing challenges such as sustainable asset management, disaster resilience, and the economic impacts of pandemics. He actively contributes to policy debates on climate finance and financial regulation through academic partnerships and industry engagements.