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. en Finance (University of Zurich Switzerland)
- 2021 – Now : Associate Professor (ESSEC Business School France)
- 2018 – 2021 : Assistant Professor (ESSEC Business School France)
- 2015 – 2017 : Assistant Professor in Finance (Université Queen Mary United Kingdom)
- 2013 – 2015 : Post-doctoral fellow, Department of Operations Research and Financial Engineering (ORFE) (Princeton University United States of America)
- 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?”
Presentations at an Academic or Professional conference
- GOURIER, E. et IUNG-MATHURIN, H. (2023). A Greenwashing Index. Dans: 5th International Workshop in Financial Econometrics 2023. Santo André (Bahia).
- GOURIER, E., PHALIPPOU, L. et WESTERFEILD, M. (2023). Capital Commitment. Dans: 2023 Toulouse Financial Econometrics Conference. Toulouse.
- GOURIER, E., PHALIPPOU, L. et WESTERFIELD, M. (2023). Capital Commitment. Dans: 2023 American Finance Association (AFA) Annual Meeting. Nouvelle-Orleans.
- GOURIER, E. et IUNG MATHURIN, H. (2022). A Greenwashing Index. Dans: 16th International Conference Computational and Financial Econometrics 2022. London.
- BARDGETT, C., GOURIER, E. et 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.
- FARKAS, W., GOURIER, E., HUITEMA, R. et 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.
- DRIMUS, G., FARKAS, W. et GOURIER, E. (2016). Valuation of options on discretely sampled variance: A general analytic approximation. Journal of Computational Finance, 20(2), pp. 39-66.
- FILIPOVIC, D., GOURIER, E. et MANCINI, L. (2016). Quadratic Variance Swap Models. Journal of Financial Economics, 119(1), pp. 44-68.
- 2019 – Now Principles of Finance (ESSEC Business School France)
- 2019 – Now Asset Pricing 2 (ESSEC Business School France)
- 2021 – Now Topics in Finance (ESSEC Business School France)
- 2020 – Now Principles of Finance (ESSEC Business School France)