Regular biography
Pierre Collin-Dufresne is a Professor of Finance at the Swiss Finance Institute of the École Polytechnique Fédérale de Lausanne. His research focuses on credit and liquidity risk, optimal asset allocation, pricing, and hedging. He has published in leading academic journals such as Econometrica, The American Economic Review, and The Journal of Finance. He has served as director of the American Finance Association and the Western Finance Association, and has been an associate editor for several finance journals. His work includes studies on liquidity regimes, market structure, and transaction costs of index credit default swaps.
Scholar-generated biography
Pierre Collin Dufresne is a scholar whose research focuses on financial economics, particularly in the areas of credit spreads, asset pricing puzzles, and the implications of stochastic volatility. His work explores the relationship between credit spreads and equity premiums, the pricing of defaultable securities, and the role of informed trading in financial markets. He also investigates the term structure of default premia, the dynamics of dividend strips, and the impact of market structure on transaction costs. His research integrates theoretical models with empirical evidence to address key challenges in financial markets, including the pricing of derivatives and the behavior of asset prices under uncertainty.