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Address


Department of Finance
ESSEC Business School
3 Avenue Bernard Hirsch
CS 50105 CERGY
95021 Cergy-Pontoise Cedex
France 

Tel : +33134439734
Fax :
Email : tedongap@essec.edu

Short bio


I am currently Full Professor at the ESSEC Business School Paris-Singapore where I started as Associate Professor in January 2016. I hold a PhD in economics from the Université de Montréal. From July 2007 to December 2015, I was Assistant then Associate Professor at the Stockholm School of Economics (SSE), and Research Associate at the Swedish House of Finance. From January 2014 to December 2015, I was in charge of the PhD program in finance at SSE. Since April 2016, I am Associate Researcher in the Energy and Commodity Finance – Research Center of the ESSEC Business School where I am also in charge of the doctoral education. I have more than ten years of experience in research, teaching, program management, and thesis supervision both at undergraduate, Master and PhD levels. My areas of expertise are macro-finance, behavioral finance and financial econometrics. My main research explores asymmetric investors' attitude towards risk in the presence of macroeconomic uncertainty and systemic changes, and their implications for asset pricing, portfolio choice and risk management. Besides, I have developed a strong interest for the attractiveness of African stock markets and their impact on economic growth and development. I am currently associate editor of the Quarterly Journal of Finance and Accounting. I have several academic publications in first-rated peer-reviewed scientific journals in finance, statistics and econometrics. I was the co-winner of the 2013 best paper award at the annual meetings of the European Financial Management Association (EFMA). My main teaching interests are asset pricing, financial econometrics, derivatives modeling and quantitative economics. I currently teach ''asset pricing'' at the PhD level, "financial markets" and "advanced derivative markets" for MSc students.  Prior to my PhD studies in economics at the University of Montreal, I studied mathematics, physics and computer science at the University of Dschang, and statistics and economics at the ENSEA of Abidjan.

© Roméo Tédongap