Elise Gourier graduated with a PhD in Finance from the Swiss Finance Institute at the University of Zurich, in 2013. She spent two years as a postdoctoral researcher at the University of Princeton, and was then appointed as Assistant Professor at Queen Mary University of London. She is also a Research Affiliate at the CEPR. Elise's research interests include theoretical and empirical Asset Pricing, and Financial Econometrics. She is currently working on several projects that aim to better understand returns of publicly listed indices and stocks, and private equity funds. Elise has published in top academic journals in finance, presented at major finance conferences and has been teaching asset pricing and financial economics. She has supervised theses at the Master and PhD levels.
- 2013 : Ph.D. in Finance (University of Zurich, Switzerland )
- 2018 - Present : Assistant Professor (ESSEC Business School, France)
- 2015 - 2017 : Assistant Professor in Finance (Queen Mary University of London. School of Economics and Finance, United Kingdom)
- 2013 - 2015 : Post-doctoral fellow, Department of Operations Research and Financial Engineering (ORFE) (Princeton University, United States of America)
Full-time academic appointments
Other Academic Appointments
- 2020 : Grant from the Institut Europlace de Finance (EIF) and the Labex Louis Bachelier
- 2019 : 2019 ICPM Research Award for l'article "How Alternative Are Private Markets"
- 2018 : Jack Treynor Prize, sponsored by the Q-Group (The Institute for Quantitative Research in Finance), for the paper, "How Alternative are Private Markets?"
- BARDGETT, C., GOURIER, E. and LEIPPOLD, M. (2019). Inferring volatility dynamics and risk-premia from the S&P500 and VIX markets. Journal of Financial Economics, 131(3), pp. 593-618.
- GOURIER, E., FARKAS, W., HUITEMA, R. and NECULA, C. (2017). A two-factor cointegrated commodity price model with an application to spread option pricing. Journal of Banking and Finance, 77(C), pp. 249-268.
- DAMIR, F., GOURIER, E. and MANCINI, L. (2016). Quadratic Variance Swap Models. Journal of Financial Economics, 119(1), pp. 44-68.
- DRIMUS, G., FARKAS, W. and GOURIER, E. (2016). Valuation of options on discretely sampled variance: A general analytic approximation. Journal of Computational Finance, 20(2), pp. 39-66.
- 2021 - Present : Topics in Finance (PHD (MS BAR + PhD) ESSEC Business School France)
- 2020 - Present : Principles of Finance (Master in Data science and Business analytics ESSEC Business School France)
- 2019 - Present : Asset Pricing 2 (PHD (MS BAR + PhD) ESSEC Business School France)
- 2019 - Present : Principles of Finance (Grande Ecole - Master in Management ESSEC Business School France)
- 2019 : WAN R. F. (ESSEC Business School), Thesis jury member
- 2018 : VECCIO G., Thesis director
- Ongoing : KONTOGHIORGHES A., Thesis director
- Ongoing : MIRSHAHI M., Thesis director