Andras FULOP

Professor
department: Finance
Campus de Cergy
+33 (0)1 34 43 36 47

Diplomas

  • 2006: Ph.D. in Finance (Rotman School of Management Canada)
  • 2000: M.A. in Economics, University of Toronto, Canada (University of Toronto Canada)
  • 1999: M.Sc. in Economics (Budapest University of Economic Sciences Hungary)
Career
Other Academic Appointments
    • 2022 : Senior Research Fellow (Corvinus Institute for Advanced Studies Hungary)
Full-time academic appointments
    • 2019 – Now : Professor, Finance Department (ESSEC Business School France)
    • 2013 – 2019 : Associate Professor (ESSEC Business School France)
    • 2006 – 2013 : Assistant Professor (ESSEC Business School France)
Other appointments
    • 2016 – 2019 : Co-Head and then Head of Department, Department of Finance (ESSEC Business School France)
    • 2016 – Now : Visiting Researcher (Bundesbank Germany)
    • 2012 – 2013 : Research Consultant (Hungarian National Bank, Research Division Hungary)
    • 2005 : Visiting Researcher (Hungarian National Bank, Research Division Hungary)
Professional appointments
    • 2006 : Training on Credit Derivatives (Eurotitrisation Hungary)

Grants

  • 2020 : I-Site Ambition SMCECON (France)
  • 2017 : Europlace Institute of Finance and Labex Louis Bachelier Research Grant
  • 2014 : Merlion Workshop Grant
  • 2008 : Research Grant from NYSE-Euronext (joint with L. Lescourret)
  • 2000 : Harvey Rourke Fellowship
  • 1999 : University of Toronto Fellowship (University of Toronto, Canada)
  • 1999 : Soros Foundation Fellowship (Soros Foundation)
  • 1999 : Soros Foundation Fellowship

Awards

  • 2019 : ESSEC Foundation White Project Award (Fondation ESSEC)
  • 2017 : China International Risk Forum, Best Paper Prize
  • 2015 : Best Paper Award on Derivatives, IFSID, Montreal Institute of Structured Finance and Derivatives, Northern Finance Association Annual meeting, for the article “Transparency Regime Initiatives and Liquidity in the CDS Market”.

Journal articles

Presentations at an Academic or Professional conference

Thesis co-director

  • Now : (ESSEC Business School France)
  • 2013 – 2019 : Three essays on empirical asset pricing (ESSEC Business School France)

Thesis jury president

  • 2023 : (ESSEC Business School France)
Research activities
  • Organization of a conference or a seminar
    • 2023 – 2023: 3rd Workshop: New Developments in Over-the-Counter Markets3rd Workshop on New Developments in Over-the-Counter Markets (Central European University – ESSEC Business School Hungary)
    • 2019 – 2019: CEU-ESSEC Workshop on Behavioral Finance and Economics (Central European University – ESSEC Business School )
    • 2019 – 2019: Workshop on Monte Carlo Methods and Approximate Dynamic Programming with Applications in Finance
    • 2018 – 2018: Workshop on Bayesian Methods in Finance
    • 2018 – 2018: 5th Empirical Finance Workshop (ESSEC Business School France)
    • 2017 – 2017: 4th Empirical Finance Workshop (ESSEC Business School France)
    • 2016 – 2016: 3rd Empirical Finance Workshop (ESSEC Business School France)
    • 2015 – 2015: International Dauphine-ESSEC-SMU Conference on Systemic Risk
    • 2015 – 2015: 2nd Empirical Finance Workshop (ESSEC Business School France)
    • 2014 – 2014: European Seminar on Bayesian Econometrics, Paris ( France)
  • Senior or Associate Editor
    • 2019 – Now: Associate Editor at the Journal of Financial Econometrics
    • 2015 – Now: Subject Editor at the Journal of Multinational Financial Management
  • Reviewer for a journal
    • Reviewer for Econometrica; Empirical Economics; International Journal of Computer Mathematics; Journal of Applied Econometrics; Journal of Banking & Finance; Journal of Business and Economic Statistics; Journal of Credit Risk; Journal of Econometrics; Journal of Economic Dynamics and Control; Journal of Financial Econometrics; Journal of the American Statistical Association; Journal of the Royal Statistical Society: Series B (Statistical Methodology); Management Science; Mathematical Finance; Studies in Nonlinear Dynamics and Econometrics
Theses
  • 2023 : AMIN S. (ESSEC Business School), Thesis jury president,
  • – : TANG P. (ESSEC Business School), Thesis co-director,
  • 2013 : WAN Runqing (ESSEC Business School), Thesis co-director, Three essays on empirical asset pricing
  • – : WANG M. (ESSEC Business School), Thesis director,