Professor, School of Business
Paul Merage School of Business

Professor Jorion is an expert in international finance, exchange rates and risk management.

www.gsm.uci.edu/faculty/index.asp

Dr. Jorion's research is in the field of international finance and financial risk management.

Much of his work deals with the behavior of exchange rates, and the construction of global investment portfolios. He has done extensive work in financial risk management with derivative instruments, and is known as an expert on the topic of Value at Risk.

Dr. Jorion has written "Value-at-Risk: The New Benchmark for Managing Financial Risk," which has become the industry standard reference for risk management, and has been translated into seven other languages. He also wrote "Big Bets Gone Bad: Derivatives and Bankrupcty in Orange County."

He has published more than 80 articles directed to academics and professionals. Recent research includes work on risk management, exchange rates, global financial markets, and derivatives.

Link to this profile
https://faculty.uci.edu/profile/?facultyId=2715

Last updated
12/16/2002