Julien Hugonnier

Julien Hugonnier is an Assistant Professor of Finance at the University of Lausanne, Switzerland. He holds a Ph.D. in Finance from Université Paris 1 Panthéon Sorbonne and ESSEC and is a member of the Equilibrium Asset Pricing research project of the Swiss National Science Foundation choice. He has research interests in asset pricing, asset allocation, mathematical finance and probability theory. His most recent research examines the impact of portfolio constraints on equilibrium prices and the relations between health and portfolio choice. His papers have been published in a variety of academic journals including the The Journal of Financial Economics, Econometrica, Mathematical Finance and The Annals of Applied Probability.

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Email: Julien.Hugonnier@sfi-research.ch