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A CIRANO Associate Researcher and Fellow since 1994, Eric Jacquier is Clinical Professor of Finance at the Questrom School of Business at Boston University. He is also Associate Editor at the Annals of Computational and Financial Econometrics and Fellow of the Centre interuniversitaire de recherche en économie quantitative (CIREQ).
Holding a Ph.D. in Finance and Statistics from the University of Chicago, his research is in empirical asset pricing and financial econometrics, especially quantitative portfolio and risk management. He studies the forecasting of risk parameters, such as betas and volatilities, crucial for derivative pricing, and risk and portfolio management. He is a specialist of Bayesian methods in finance, and his work with Nick Polson and Peter Rossi pioneered the use of Markov Chain Monte Carlo methods in finance.
Before Boston University, he taught at Chicago, Cornell, Wharton, Boston College, Montreal and MIT. He also consults and conducts executive education courses.