François Longin (ESSEC Business School)

François Longin graduated from the French engineering school Ecole Nationale des Ponts et Chaussées in 1990, and received the PhD degree in finance from HEC Paris in 1993 for his thesis “Volatility and extreme price movements in equity markets.” He then conducted research on financial markets at New York University and the London Business School. He is now Professor of Finance at ESSEC Business School and a consultant to several financial institutions and firms. He is an active member of CREAR (Center of Research in Econo-finance and Actuarial sciences on Risk) at ESSEC. His current research interests include extreme events in finance, as well as financial applications of extreme value theory in risk management and portfolio management. His works have been published in international scientific journals such as the Journal of Finance, Journal of Business, Review of Financial Studies, Journal of Banking and Finance, and the Journal of Derivatives. He is Associate Editor of the Journal of Banking and Finance and the Journal of Risk. His domains of expertise include risk management for banks, portfolio management for fund management firms, financial management for firms, and wealth management for individuals. (More information can be found on www.longin.fr.) He is also a participant in the SimTrade project, which is a pedagogical tool to help understand how financial markets work and to learn to act in financial markets, and a simulation‐based research program to improve the behavior of individuals and the statistical characteristics of financial markets. More information can be had from www.simtrade.fr.