Professor, Finance Department


Ph.D. in Economics, University of Montreal,
May 2008 Specialization: Financial Economics and Econometrics Thesis Title: "Three Essays in Empirical Asset Pricing" Examiner: Lars Peter Hansen, University of Chicago, 2013 Nobel Laureate in Economics Advisers: René Garcia, University of Montreal;
Nour Meddahi, Toulouse School of Economics Engineer’s degree in Statistics and Quantitative Economics, ENSEA, Abidjan,
July 2003 Specialization: Actuaries Bachelor’s degree in Mathematics, University of Dschang, June 2000 Specialization: Computer Science

Research Areas


Asset Pricing, Financial Econometrics, Portfolio Choice, Quantitative Economics, Statistics


Financial Markets, Risk Management

On-going Projects

Pricing Default Exposure to Downside Risks The Financial Economics of Environment Nonlinearity and Asset Pricing

Teaching at ESSEC

ESSEC Business School Asset Pricing I (PhD) Advanced Derivatives (Advanced Master in Financial Techniques) Capital Markets / Marchés Financiers (MSc in Finance / MSc in Management)

Other Teaching Activities

Guest Lectures and Mini Courses Non-Standard Asset Pricing and Portfolio Choice (PhD), Université Libre de Bruxelles, Fall 2014 Asymmetry Modeling and Measurement (MSc), Georgia State University, Fall 2013 Stockholm School of Economics Empirical Asset Pricing (PhD): Spring 2010 – Fall 2015 Discrete Time Asset Pricing (PhD): Fall 2007, Fall 2008 Quantitative Modeling of Asset Prices (MSc): Fall 2009 – Spring 2015 University of Montreal Techniques of Economic Analysis (Bachelor): Winter 2006 Introductory Macroeconomics (Bachelor): Fall 2004

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Other experts

Research Statement Christopher Tonetti is a macroeconomist with research in the areas of growth and household finance. His growth research focuses on how firms' investments in innovation and technology adoption contribute to aggregate growth. Recently he has studied how changes in trade policy ca...
Degrees BS in Marketing and Business Administration, Emphasis on Sales Leadership, DePaul University Previous Employers Kellogg School of Management Blue Cross and Blue Shield of Illinois 8 years experience acting as a promotional liaison building connections with content experts, community ...