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- Undergraduate and Master:
Ecole Polytechnique (1987) and
ENSAE (1989)
- Ph.D.:
MIT Department of Economics (1993)
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University of Chicago Booth School of Business: Assistant Professor
(1993-96), Associate Professor (1996-98), Professor of Finance (1998)
- Princeton University: Otto A. Hack 1903
Professor of Finance and Economics (present position); Founding
Director, Bendheim Center for
Finance (1998-2014)
- Co-Managing Editor,
Journal of Econometrics, 2012-2018
- Editor,
Review of Financial Studies,
2003-2006
- Associate Editor:
Annals of Statistics
(2003-2006), Econometrica
(2007-2013), Journal of Finance
(2007-2010),
Finance and Stochastics (1996-2011),
Journal of Econometrics (1999-2012),
Journal of Financial
Econometrics (2001-2011)
- John Simon
Guggenheim Memorial Foundation Fellow, 2008-09
- Fellow of the
Society for Financial Econometrics,
elected 2013
- Fellow of the Journal of Econometrics,
2008
- Fellow of the
American Statistical Association,
elected 2008
- Fellow of the
Institute of Mathematical Statistics,
elected 2004
- Fellow of the
Econometric
Society, elected 2002
- Western Finance Association, Director,
2003-2006
- Dennis J. Aigner Award, Journal of
Econometrics, 2003
- FAME Annual Research Prize, 2001
- Alfred P.
Sloan Research Fellow, 1998-2000
- Cornerstone Research Award, 1998
- Michael J. Brennan Award, 1997
- Research Associate,
National Bureau of Economic Research
- Emory Williams Award for Excellence in
Teaching, University of Chicago, 1995
- Review of Economic Studies, 1993 European
Tour
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