Pierre Collin-Dufresne is a professor of finance at the Swiss Finance Institute at the École Polytechnique Fédérale de Lausanne. He researches credit risk, fixed-income securities, asset allocation, and securitization.
Professor Collin-Dufresne was a senior portfolio manager responsible for fixed-income and credit strategies in the Quantitative Strategies group of Goldman Sachs Asset Management. Before joining the Swiss Finance Institute, he was the Carson Family Professor of Business at Columbia University, a consultant to the Federal Reserve Bank of New York, and research associate at the National Bureau of Economic Research. He previously also held professorships at the Haas School of Business at the University of California, Berkeley, where he received awards for his teaching, and at Carnegie Mellon University.
Professor Collin-Dufresne is a current or past member of the advisory research boards of Moody’s, Inquire Europe, Kepos Capital, and Lombard Odier Asset Management. He has published in leading academic journals, including Econometrica, the Journal of Finance, and the Review of Financial Studies. Professor Collin-Dufresne is a coeditor of Finance and Stochastics, an associate editor of several other leading academic journals, including the Journal of Finance, and a director of the Western Finance Association.