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Christophe PERIGNON

Professor

Finance

 Profile picture

Biography

Christophe Pérignon is Professor of Finance, Deloitte Professor of AI for Business Innovation, and Associate Dean for Research at HEC Paris, France. He is also Scientific Co-Director of Hi!PARIS, the center on Artificial Intelligence for Science, Business and Society created by Institut Polytechnique de Paris and HEC Paris. Christophe obtained a Ph.D. in Finance from the Swiss Finance Institute and was a Postdoctoral Fellow at the University of California, Los Angeles (UCLA). Prior to joining HEC Paris, he was an Assistant Professor of Finance at Simon Fraser University in Vancouver, Canada. His research and teaching focus on the applications and implications of artificial intelligence and machine learning in finance. Christophe published numerous articles in top-five finance journals, top management journals (Management Science), and general-science journals (Science, Nature HB). With Christophe Hurlin, he co-founded cascad, a certification agency verifying the reproducibility of the results displayed in scientific articles. Christophe is also the founder of RAMP-UP, a science-job matching platform for students and professors. He serves as a scientific advisor to several large banks, fintech companies, and AI-focused startups.

Scientific articles

Certify reproducibility with confidential data

Science, July 2019, vol. 365, n° 6449, pp 127-128, (in coll. with K. GADOUCHE, C. HURLIN, R. SILBERMAN, E. DEBONNEL)

The Counterparty Risk Exposure of ETF Investors

Journal of Banking and Finance, December 2019, vol. 102, pp 215-230, (in coll. with C. HURLIN, S. YEUNG, G. ISELI)

Machine learning et nouvelles sources de données pour le scoring de crédit

Revue d'Économie Financière, 2019, vol. 135, n° 3, pp 21-50, (in coll. with C. Hurlin)

Wholesale Funding Dry-Ups

Journal of Finance, April 2018, vol. 73, n° 2, pp 575-617, (in coll. with D. THESMAR, G. VUILLEMEY)

Where the Risks Lie: A Survey on Systemic Risk

Review of Finance, July 2017, vol. 21, n° 1, pp 109-152, (in coll. with S. BENOIT, J. E. COLLIARD, C. HURLIN)

CoMargin

Journal of Financial and Quantitative Analysis, June 2017, vol. 52, n° 5, pp 2183–2215, (in coll. with J. A. CRUZ LOPEZ, J. H. HARRIS, C. HURLIN)

The Political Economy of Financial Innovation: Evidence from Local Governments

Review of Financial Studies, June 2017, vol. 30, n° 6, pp 1903-1934, (in coll. with B. VALLEE)

Implied Risk Exposures

Review of Finance, October 2015, vol. 19, n° 6, pp 2183-2222, (in coll. with S. BENOIT, C. HURLIN)

Derivatives Clearing, Default Risk, and Insurance

Journal of Risk and Insurance, June 2013, vol. 80, n° 2, pp 373-400, (in coll. with R. JONES)

The Risk Map: A new tool for validating risk models

Journal of Banking and Finance, October 2013, vol. 37, n° 10, pp 3843-3854, (in coll. with G. COLLETAZ, C. HURLIN)

Books

Chapters in edited books

Proceedings

Working papers

The Fairness of Credit Scoring Models

Cahier de Recherche du Groupe HEC , 2021

Reproducibility Certification in Economics Research

Cahier de Recherche du Groupe HEC , 2019

The Economics of Computational Reproducibility

Cahier de Recherche du Groupe HEC , 2019

The Private Production of Safe Assets

Cahier de Recherche du Groupe HEC , 2019

Scientific articles

Non-Standard Errors

Journal of Finance, June 2024, vol. 79, n° 3, pp 2339-2390, (in coll. with A. MENKVELD, A. DREBER, F. HOLZMEISTER, J. HUBER, M. JOHANNESSON, M. KIRCHLER, M. RAZEN, U. WEITZEL, J. E. COLLIARD, T. DUEVSKI, T. FOUCAULT, H. LANGLOIS-BERTRAND, I. ROSU, ET AL.)

The role of third-party verification in research reproducibility

Harvard Data Science Review, Spring 2024, vol. 6, n° 2,

The Private Production of Safe Assets

Journal of Finance, April 2021, vol. 76, n° 2, pp 495-535, (in coll. with M. KACPERCZYK, G. VUILLEMEY)

What if dividends were tax‐exempt? Evidence from a natural experiment

Review of Financial Studies, December 2021, vol. 34, n° 12, pp 5756-5795, (in coll. with D. ISAKOV, J.-P. WEISSKOPF)

Books

Chapters in edited books

Proceedings

Working papers

Education

  • Habilitation to conduct research, Université Paris Dauphine - France
  • Postdoctoral Studies, UCLA, University of California at Los Angeles - USA
  • Ph.D. in Finance, Swiss Finance Institute - Switzerland
  • M.A. in Economics and Finance, Université de Genève - Switzerland
  • B.A. in Economics, Université de Genève - Switzerland

Academic appointments

Academic Responsibilities at HEC

  • 2025- Scientific Co-Director of Hi! PARIS Hi! Paris
  • 2025- "AI for Business Innovation" Deloitte Chair Holder HEC Paris
  • 2018- Professor, Finance HEC Paris
  • 2007-2018 Associate Professor HEC Paris
  • 2016- Directeur du Laboratoire GREGHEC - UMR CNRS 2959 HEC Paris
  • 2016- Associate Dean for Research HEC Paris
  • 2012-2014 Deloitte and Société Générale "Energy and Finance" Chair HEC Paris
  • 2007- Member of GREGHEC, the joint research laboratory CNRS-HEC Paris HEC Paris

External Academic Responsibilities

  • 2003-2007 Assistant Professor of Finance Simon Fraser University
  • 2001-2003 Chercheur post doctoral UCLA, University of California at Los Angeles

Scientific Activities

Membership in Academic or Professional Organisation

  • Member, French Finance Association
  • Member, European Finance Association
  • Member, American Finance Association

Editorial activities

  • Reviewer, Journal of Finance, Review of Financial Studies, Management Science, Journal of Money, Credit and Banking, Review of Finance, Journal of Banking and Finance, Financial Review, Journal of Empirical Finance, Journal of Risk.

  • Conference organisation

  • 2021- 2021 HEC Data Day organizer
  • 2020- 2020 HEC Data Day co-organizer
  • 2019-2019 Co-organizer HEC Data Day
  • 2018-2018 Big Data Day @ HEC conference organizer, 1st edition
  • 2009- Co-organisateur, "6th HEC - INSEAD - PSE 2009 Workshop on Economics & Finance"
  • Membre du Comité de programme: Financial Management Association, European Meeting, 2008, 2009
  • Membre du Comité de programme : Conférence de l'AFFI, since 2007
  • Referee for European Finance Association since 2010
  • Awards & honors

    • 2026 Best AFFI 2026 paper award for the paper "Persistent Anomalies and Nonstandard Sharpe Ratios"