Dr Elise Gourier, Assistant Professor, ESSEC, France

Elise Gourier is an Assistant Professor in Finance at ESSEC Business School. She is also a Research Affiliate in Financial Economics at the CEPR (Centre for Economic Policy Research). She holds a PhD in Finance from the Swiss Finance Institute in Zurich (2013) and spent two years as a post-doctoral researcher in Princeton. In 2015, she joined Queen Mary University of London as a Lecturer in Finance and moved to ESSEC in 2018.

Her research lies at the intersection of asset pricing (empirical and theoretical) and financial econometric. She has published two papers in the Journal of Financial Economics (top 3 academic journal in finance) and has current working papers studying the prices of the risks embedded in listed asset returns. These papers exploit the information contents of available traded products (variance swaps, options, indices, individual stocks) and quantify risk premia, gaining insight into optimal portfolio allocation, hedging and market integration, among others.

Elise's recent research applies asset pricing to the field of private market funds and aims to better understand the dynamics of returns and risk premia in this opaque and relatively new market. Her working paper has won two awards last year: The Jack Treynor Prize awarded by the Q-Group and the 2019 ICPM Research Award. Elise has presented her research at top academic conferences (including the AFA, EFA, and SFS Cavalcade).