Piotr Orłowski

Piotr Orłowski is an Associate Professor of Finance at HEC Montréal since June 2023, previously serving as an Assistant Professor there from August 2017 to May 2023. He holds a Ph.D. in Economics from Università della Svizzera italiana (Swiss Finance Institute) and a Master's in Quantitative Methods from the Warsaw School of Economics. His research focuses on financial econometrics, asset pricing, and derivatives, with notable contributions to risk premia analysis and option pricing models. He has supervised over 22 Master's theses and projects since 2020, including studies on corporate diversification, volatility modeling, and market reactions to corporate events. His work also extends to collaborations with institutions like the Canadian Derivatives Institute.

Education:

• Ph.D. in Economics (Swiss Finance Institute Ph.D. in Finance), Università della Svizzera italiana (2017)
• M.A. in Quantitative Methods and Information Systems in Economics, Warsaw School of Economics (2008)

Research Interests:

• Econometrics of asset pricing
• Derivatives pricing models
• Risk premia dynamics
• Financial markets microstructure

Recent articles explore topics like high-frequency tail risk, skewness risk premia, and conditional factor risk using index options. His work bridges theoretical models with empirical financial data, emphasizing practical applications in risk management and portfolio design.