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LONGIN François

Department : Finance
Professor
Campus de Cergy

Contact

Biography

François Longin - Financial innovation

Dr François Longin pursues a career in banking and finance by allying research, consulting and training.

François Longin graduated from the engineering school Ecole Nationale des Ponts et Chaussées in 1990 and from the PhD Program at HEC Graduate School of Management in 1993. His thesis was about extreme movements in financial markets such as stock market crashes. He then conducted research on financial markets at New York University and London Business School.

François's main research interest lies in extreme events in finance such as stock market crashes. For many years he has been working on the applications of extreme value theory to financial markets : the statistical distribution of extreme returns, the setting of margins in derivatives markets, the impact of financial regulation on market volatility, the improvement of portfolio management techniques during highly volatile periods, the computation of value at risk for market positions, the definition of catastrophe scenarios for stress testing... His research has been applied by financial institutions in the risk management area (market, credit and operational risks). He received the Chicago Board of Trade award for his research on derivative products. Some of his research works can be found in scientific journals such as The Journal of Finance, Journal of Business, Review of Financial Studies, Journal of Banking and Finance, Journal of International Money and Finance, Journal of Futures Markets, Journal of Derivatives and Journal of Asset Management.

François has worked for many years as managing director of a research and innovation department in a leading international financial institution where he managed a team of financial engineers working for the bank trading rooms and asset management firms. He is currently a financial consultant and his domain of expertise covers risk management for financial institutions, portfolio management for asset management firms, financial management for non-financial firms and wealth management for individuals. He aslo animates FinLink, which is a professional network specialized in the banking, insurance and finance sectors.

François Longin has been a professor of finance at ESSEC School of Business since 1994.

For more information about François Longin please look at François Longin FinLink profile

To follow resaerch publications by Professor Longin please look at François Longin Google Scholar profile

For a detailed presentation of Professor Longin's activities please visit Longin Inside

Diplomas

  • 1993 : PhD (HEC Paris, France)
  • 1990 : Graduate (Ecole Nationale des Ponts et Chaussées, France)

Career

    Full-time academic appointments

    • 1999 - Present : Professor (ESSEC Business School, France)
    • 1996 - 1999 : Associate Professor (ESSEC Business School, France)
    • 1994 - 1996 : Assistant Professor (ESSEC Business School, France)

    Other Academic Appointments

      • 2009 - Present : Academic director of ESSEC Wealth Management track (ESSEC Business School, France)
      • 2019 - 2022 : Head of the Finance Department (ESSEC Business School, France)
      • 2005 : Visiting Professor (University College of Dublin, Ireland)
      • 1993 - 1994 : Post-doctoral researcher (London Business School, United Kingdom)
      • 1992 - 1993 : Visiting scholar (Leonard N. Stern School of Business, United States of America)

    Professional appointments

    • 1994 - Present : Consultant for financial institutions (Banks, France)
    • 1999 - 2003 : Managing Director of the Research and Innovation Department (HSBC CCF group, France)

Awards

  • 1996 : Award of the Chicago Board of Trade for the research on derivative products "Winning in the best and worst of times : boom and crash options"

Grants

  • 2015 : Labex grant and financial support from the industry for organizing ESSEC conference on Extreme Events in Finance extreme-events-finance.net

Journal articles

Book editor

Book chapters

Conference Proceedings

Presentations at an Academic or Professional conference

Working Papers

Press article, video or other popular media

Services

  • 1994 : - Present : Participation at various committees and working groups at ESSEC Business School: scientific committee, teaching committee, pedagogical committee...

Professional activities

    Member of an professional association, of an expert group or of a board of directors

  • 1994 : - Present : Member of the French Association for the Development of Pension Funds (AFPEN)
  • 1994 : - Present : Member of the French Association of Asset Liability Managers (AFGAP)
  • 1994 : - Present : Member of the French Association of Corporate Treasurers (AFTE)
  • 1994 : - Present : Scientific Member of La Française AM

Research activities

    Senior or Associate Editor

  • 2014 - 2017 : Associate editor - Journal of Banking and Finance
  • Editorial Board Membership

  • 2014 - 2017 : Editorial board membership - Journal of Banking and Finance
  • 2006 - 2017 : Editorial board membership - Journal of Risk
  • 1999 - 2005 : Editorial board membership - Finance
  • Reviewer for a journal

  • Reviewer for ASTIN Bulletin: Journal of the International Actuarial Association; Banque et Marchés; Econometrica; European Journal of Operational Research; Finance; International Review of Economics and Finance; Journal of Banking and Finance; Journal of Business; Journal of Empirical Finance; Journal of Finance; Journal of Financial and Quantitative Analysis; Journal of Financial Economics; Journal of Futures Markets; Journal of International Money and Finance; Mathematical Finance; Pacific Basin Finance Journal; Review of Economic Studies; Review of Financial Studies
  • Organization of a conference or a seminar

  • 2009 : - Present : Conferences of the Club ESSEC Gestion de patrimoine (ESSEC Wealth Management Club) (co-organization with Gabriel Eschbach)
  • 2003 : Conference Eurobanking in Bordeaux (co-organization with Antoine Frachot, Crédit Lyonnais)
  • 2000 : Conference on the theme Value at risk (VaR) in Edinburgh (co-organization with Pradeep Yadav, University of Strathclyde).
  • Member of an academic association

  • 1994 : - Present : Member of the American Finance Association (AFA)
  • 1994 : - Present : Member of the European Finance Association (EFA)
  • 1994 : - Present : Member of the French Finance Association (AFFI)