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Nobel  Prize  in  Economics  Conference  
An  Empirical  Tour  of  Asset  Markets  
 
Eugene   Fama,   Lars   Peter   Hansen,   and   Robert   Shiller   have   developed   empirical   methods   and  
used  these  methods  to  reach  important  and  lasting  insights  about  the  determination  of  asset  prices.  
Their   methods   have   shaped   subsequent   research   in   the   field   and   their   findings   have   been   highly  
influential  for  market  practice.  This  evening  will  be  dedicated  to  the  original  contributions  of  the  three  
2013  Economics  Nobel  Laureates  in  better  understanding  asset  prices.  
 
Tuesday   11th   February   at   6   PM,   the   EDHEC   Financial   Event   Club   will   host   Giuseppe  
BERTOLA  and  René  GARCIA  to  discuss  this  fundamental  issue.  

 
Giuseppe  Bertola,  PhD  

 
 
 
 
 

Dean  of  the  Economics  and  Finance  Department    
 

 

 
 
 
 

Professor   Bertola   received   his   PhD   in   economics   at   MIT.   He   joined   EDHEC  
Business  School  as  Professor  of  Economics  in  2011  after  holding  faculty  positions  
in   the   University   of   Turin,   the   European   University   Institute,   and   Princeton  
University.   He   has   advised   international   organisations   such   as   the   European  
Commission   and   the   European   Central   Bank.   His   current   research   focuses   on  
labour,   financial   market   structures   and   institutions   in   an   international  
comparative  perspective.  He  was  also  a  pioneer  in  the  real  options  research.  He  
has  published  in  leading  economics  journals.  He  has  received  numerous  research  
awards   and   edited   for   various   journals.   He   serves   as   Labour   Economics  
Programme  Director  of  the  Centre  for  Economic  Policy  Research.  He  was  ranked  
7th  top  economic  researchers  in  France  in  a  2013  ranking  by  the  French  economic  
newspaper  Les  Echos.  
 

 

René  Garcia,  PhD  
Dean  of  Graduate  Studies  

 
 

 
 
 

 
Professor   Garcia   is   a   graduate   of   ESSEC   and   received   his   PhD   in   economics   at  
Princeton   University.   Before   joining   EDHEC   in   2007,   he   was   a   professor   at   the  
Université   de   Montréal,   where   he   taught   econometrics   and   finance.   He   was   the  
holder   of   the   Hydro-­‐Québec   chair   in   integrated   risk   management   and   financial  
mathematics   as   well   as   the   recipient   of   a   research   fellowship   from   the   Bank   of  
Canada.  He  is  the  co-­‐founder  of  the  Journal  of  Financial  Econometrics,  published  
by  Oxford  University  Press.  His  research  in  finance  revolves  around  the  valuation  
of  financial  assets,  portfolio  management,  and  risk  management.  In  econometrics,  
he  is  interested  in  nonlinear  models  and  particularly  in  regime-­‐switching  models.  
René  has  published  his  research  in  leading  international  journals.