Pierre Collin-Dufresne

Pierre Collin-Dufresne is a Professor at the Swiss Finance Institute (SFI) within the College of Management and Decision Making (CDM) at École Polytechnique Fédérale de Lausanne (EPFL). He holds several roles, including Co-Chair of the CDM Academic Evaluation Committee and responsibilities in teaching and doctoral supervision. His research focuses on asset pricing, credit markets, liquidity dynamics, and financial engineering, with a strong emphasis on empirical and theoretical contributions to financial economics.

He has advised numerous PhD students, many of whom have contributed to topics such as macro-finance, deep learning applications in finance, and monetary policy analysis. His work spans journal articles in top-tier finance and economics journals, including the Journal of Finance, Journal of Financial Economics, and Econometrica.

Key research themes include the integration of credit and equity markets, liquidity regimes, insider trading effects, and the implications of parameter learning in general equilibrium models. His lab, SFI-PCD, is part of EPFL's broader research ecosystem in financial economics.