Regular biography
Julien Hugonnier is a Full Professor at the École Polytechnique Fédérale de Lausanne (EPFL), affiliated with the Business / Management department. His research focuses on asset pricing theory, incomplete markets and financial frictions, general equilibrium theory, and decision making under uncertainty. He is a member of the Swiss Finance Institute and holds a chair in finance. Hugonnier has been recognized for his contributions to finance, including the 2024 Best Conference Paper Prize from the European Finance Association and the 2024 Meritorious Service Award. He teaches courses such as Derivatives, Dynamic Asset Pricing, and Foundations in Financial Economics at EPFL.
Scholar-generated biography
Julien Hugonnier is a professor at the Swiss Finance Institute and EPFL, specializing in asset pricing, general equilibrium, and stochastic optimal control. His research explores the valuation of defaultable securities, corporate investment decisions under uncertainty, and the role of credit market frictions in capital structure dynamics. Hugonnier's work also addresses portfolio choice, risk aversion, and the impact of heterogeneous preferences on market outcomes. His publications frequently intersect with topics such as incomplete markets, dynamic flows, and real options. His research contributes to understanding how financial markets function under uncertainty and how investors make optimal decisions in complex environments.