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Christophe PERIGNON

Professor

Finance

 Profile picture

Biography

Christophe Pérignon is Professor of Finance and Associate Dean for Research at HEC Paris, France. He is also the co-holder of the ACPR (Banque de France) Chair in Regulation and Systemic Risk. He holds a Ph.D. in Finance from the Swiss Finance Institute and has been a Post-Doctoral Fellow at the University of California at Los Angeles (UCLA). Prior to joining HEC Paris, he was an Assistant Professor of Finance at Simon Fraser University in Vancouver, Canada. His areas of research and teaching interests are in financial risk management (measurement, model validation, regulation) and AI/machine learning in finance. Christophe published a dozen of articles in top finance journals (Journal of FinanceJournal of Financial EconomicsReview of Financial StudiesJournal of BusinessJournal of Financial and Quantitative Analysis, and Review of Finance) or in general-science journals (Science). In 2014, he received the Europlace Award for the Best Young Researcher in Finance. As an open-science evangelist, he contributed to develop innovative tools to help fellow researchers to make their research easier to use and to reproduce: in 2012, he co-founded RunMyCode.org, an academic website allowing researchers to share the code and data associated with their scientific papers; in 2019, he launched cascad, the first Certification Agency for Scientific Code and Data.

Scientific articles

Books

Chapters in edited books

Proceedings

Working papers

Scientific articles

Diversification and Value-at-Risk

Journal of Banking and Finance, January 2010, vol. 34, n° 1, pp 55-66, (in coll. with D. SMITH)

Commonality in Liquidity: A Global Perspective

Journal of Financial and Quantitative Analysis, August 2009, vol. 44, n° 4, pp 851-882, (in coll. with DY. Chung, P. Brockman)

A New Approach to Comparing VaR Estimation Methods

Journal of Derivatives (The), Winter 2008, vol. 16, n° 2, pp 54-66, (in coll. with D. Smith)

Do Banks Overstate their Value-at-Risk ?

Journal of Banking and Finance, 2 December 2008, vol. 32, n° 5, pp 783-794, (in coll. with Z. Deng, Z. Wang)

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
  • 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
  • 2011-2015 Responsable Track Finance MBA 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

    • 2016 Best AFFI 2016 Paper Award for the paper "Wholesale Funding Runs"
    • 2012 Winner of the 2012 HEC Foundation award for Teaching Innovation for the project "RunMyCode: Bringing Research into the Classroom"
    • 2009 Award for the Best Paper in Risk Management at the Midwest Finance Association Conference, Chicago