Philippe Jorion


Professor, School of Business
Paul Merage School of Business

PH.D., University of Chicago

Phone: (949) 824-5245
Fax: (949) 824-8469
Email: pjorion@uci.edu

University of California, Irvine
405 GSM
Mail Code: 3125
Irvine, CA 92697
Research Interests
Professor Jorion is an expert in international finance, exchange rates and risk management.
URL
Research Abstract
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.
Publications
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.
Last updated
12/16/2002