Professor of Finance

E-mail: pjorion AT uci DOT edu

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Professor Jorion is Dean's Professor of Finance at the Paul Merage School of Business at the University of California at Irvine. He holds an M.B.A. and a Ph.D. from the University of Chicago, and a degree in engineering from the University of Brussels. He has also taught at Columbia University, Northwestern University, the University of Chicago and the University of British Columbia.

Philippe Jorion has authored more than 100 publications directed to academics and practitioners on the topics of risk management and international finance. His work has received wide recognition, including the Smith Breeden Prize, which is awarded to the best papers in the Journal of Finance and the Graham and Dodd Scroll Award for best papers in the Financial Analysts Journal.

He has done extensive work in the area of financial risk management with derivative instruments, and is known as an expert on the topic of Value at Risk.

Professor Jorion has written a number of books including:

"Big Bets Gone Bad: Derivatives and Bankruptcy in Orange County," the first account of the largest municipal failure in U.S. history,

"Financial Risk Management: Domestic and International Dimensions," a graduate-level textbook on the global dimensions of risk management,

"Value at Risk: The New Benchmark for Managing Financial Risk," the best-selling book in risk management, and

the "Financial Risk Manager Handbook," which was the official reference for the FRM certification organized by the Global Association of Risk Professionals (GARP).

Professor Jorion is a frequent speaker at academic and professional conferences. He has delivered executive seminars on the topics of risk management, global asset allocation, fixed income markets, and international finance. He is on the editorial board of a number of finance journals and was editor-in-chief of the Journal of Risk. Professor Jorion previously served as vice dean and associate dean for the Merage School.

For several years, he was also Head of Risk Management at , a global fund of hedge funds.

Google-scholar has the publication list as well as the citation count. Selected papers are posted on the Social Science Research Network.

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© 2025 Philippe Jorion