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Dr Emmanuel Jurczenko

Emmanuel Jurczenko, PhD, is a Professor of Finance at EHL and the Director of the Hospitality Real Estate and Finance Institute (HosREFI) in Switzerland. His research focuses on portfolio and risk management with a particular interest  in  risk budgeting, factoir investing and public and private equity real estate investments. Prior to joining Ecole hôtelière de Lausanne, he worked for ABN-AMRO between 2000 and 2006 as Head of quantitative analysts, where he was in charge of quantitative fund selection.

Dr Emmanuel Jurczenko

Clinical Professor

Phd in Economics, University Panthéon-Sorbonne
professor.areaOfExpertise
  • Portfolio Management
  • Wealth Management
  • Asset Pricing
  • Factor Investing
  • Risk Budgeting
  • Hedge Funds
  • Private Equity
  • Real Estate
Emmanuel Jurczenko
professor.recent_publication
  • Pure Play European REITs, Lasalle Investment
professor.past_publication
  • Jurczenko E. and J. Teiletche (2018), "Active Risk-Based Investing", Journal of Portfolio Management Winter, 1-10.
  • Jondeau E., E. Jurczenko and M. Rockinger (2017), "Moment Component Analysis: An Illustration with International Stock Markets", Journal of Business&Economic Statistics, 1-23.
  • Jurczenko E., T. Michel and J. Teiletche (2015), "A Unified Framework for Risk-based Investing", Journal of Investment Strategies 4, 1-29.
  • Hamidi B., E. Jurczenko and B. Maillet, (2009), “A CAViaR Time-Varying Proportion Portfolio Insurance”), Bankers, Markets & Investors 102, September-October, 4-21.
professor.research&Recognitions
  • First Prize for the best research paper for the Autumn seminar, “Generalized Risk-based Investing”, Inquire Europe (2013).